NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.075 |
7.795 |
-0.280 |
-3.5% |
7.220 |
High |
8.115 |
7.940 |
-0.175 |
-2.2% |
7.916 |
Low |
7.721 |
7.510 |
-0.211 |
-2.7% |
7.045 |
Close |
7.837 |
7.745 |
-0.092 |
-1.2% |
7.854 |
Range |
0.394 |
0.430 |
0.036 |
9.1% |
0.871 |
ATR |
0.268 |
0.279 |
0.012 |
4.3% |
0.000 |
Volume |
8,584 |
16,773 |
8,189 |
95.4% |
90,402 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.022 |
8.813 |
7.982 |
|
R3 |
8.592 |
8.383 |
7.863 |
|
R2 |
8.162 |
8.162 |
7.824 |
|
R1 |
7.953 |
7.953 |
7.784 |
7.843 |
PP |
7.732 |
7.732 |
7.732 |
7.676 |
S1 |
7.523 |
7.523 |
7.706 |
7.413 |
S2 |
7.302 |
7.302 |
7.666 |
|
S3 |
6.872 |
7.093 |
7.627 |
|
S4 |
6.442 |
6.663 |
7.509 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.218 |
9.907 |
8.333 |
|
R3 |
9.347 |
9.036 |
8.094 |
|
R2 |
8.476 |
8.476 |
8.014 |
|
R1 |
8.165 |
8.165 |
7.934 |
8.321 |
PP |
7.605 |
7.605 |
7.605 |
7.683 |
S1 |
7.294 |
7.294 |
7.774 |
7.450 |
S2 |
6.734 |
6.734 |
7.694 |
|
S3 |
5.863 |
6.423 |
7.614 |
|
S4 |
4.992 |
5.552 |
7.375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.115 |
7.510 |
0.605 |
7.8% |
0.355 |
4.6% |
39% |
False |
True |
20,304 |
10 |
8.115 |
7.045 |
1.070 |
13.8% |
0.289 |
3.7% |
65% |
False |
False |
17,502 |
20 |
8.115 |
7.000 |
1.115 |
14.4% |
0.276 |
3.6% |
67% |
False |
False |
11,434 |
40 |
8.379 |
7.000 |
1.379 |
17.8% |
0.239 |
3.1% |
54% |
False |
False |
7,472 |
60 |
9.185 |
7.000 |
2.185 |
28.2% |
0.209 |
2.7% |
34% |
False |
False |
5,692 |
80 |
9.290 |
7.000 |
2.290 |
29.6% |
0.192 |
2.5% |
33% |
False |
False |
4,630 |
100 |
9.290 |
7.000 |
2.290 |
29.6% |
0.184 |
2.4% |
33% |
False |
False |
3,926 |
120 |
9.290 |
7.000 |
2.290 |
29.6% |
0.174 |
2.2% |
33% |
False |
False |
3,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.768 |
2.618 |
9.066 |
1.618 |
8.636 |
1.000 |
8.370 |
0.618 |
8.206 |
HIGH |
7.940 |
0.618 |
7.776 |
0.500 |
7.725 |
0.382 |
7.674 |
LOW |
7.510 |
0.618 |
7.244 |
1.000 |
7.080 |
1.618 |
6.814 |
2.618 |
6.384 |
4.250 |
5.683 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.738 |
7.813 |
PP |
7.732 |
7.790 |
S1 |
7.725 |
7.768 |
|