NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.795 |
7.643 |
-0.152 |
-1.9% |
7.865 |
High |
7.940 |
7.959 |
0.019 |
0.2% |
8.115 |
Low |
7.510 |
7.643 |
0.133 |
1.8% |
7.510 |
Close |
7.745 |
7.828 |
0.083 |
1.1% |
7.828 |
Range |
0.430 |
0.316 |
-0.114 |
-26.5% |
0.605 |
ATR |
0.279 |
0.282 |
0.003 |
0.9% |
0.000 |
Volume |
16,773 |
10,582 |
-6,191 |
-36.9% |
86,397 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.758 |
8.609 |
8.002 |
|
R3 |
8.442 |
8.293 |
7.915 |
|
R2 |
8.126 |
8.126 |
7.886 |
|
R1 |
7.977 |
7.977 |
7.857 |
8.052 |
PP |
7.810 |
7.810 |
7.810 |
7.847 |
S1 |
7.661 |
7.661 |
7.799 |
7.736 |
S2 |
7.494 |
7.494 |
7.770 |
|
S3 |
7.178 |
7.345 |
7.741 |
|
S4 |
6.862 |
7.029 |
7.654 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.633 |
9.335 |
8.161 |
|
R3 |
9.028 |
8.730 |
7.994 |
|
R2 |
8.423 |
8.423 |
7.939 |
|
R1 |
8.125 |
8.125 |
7.883 |
7.972 |
PP |
7.818 |
7.818 |
7.818 |
7.741 |
S1 |
7.520 |
7.520 |
7.773 |
7.367 |
S2 |
7.213 |
7.213 |
7.717 |
|
S3 |
6.608 |
6.915 |
7.662 |
|
S4 |
6.003 |
6.310 |
7.495 |
|
|
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 |
7.7% |
0.343 |
4.4% |
53% |
False |
False |
17,279 |
10 |
8.115 |
7.045 |
1.070 |
13.7% |
0.296 |
3.8% |
73% |
False |
False |
17,679 |
20 |
8.115 |
7.000 |
1.115 |
14.2% |
0.276 |
3.5% |
74% |
False |
False |
11,851 |
40 |
8.160 |
7.000 |
1.160 |
14.8% |
0.241 |
3.1% |
71% |
False |
False |
7,591 |
60 |
9.185 |
7.000 |
2.185 |
27.9% |
0.212 |
2.7% |
38% |
False |
False |
5,848 |
80 |
9.290 |
7.000 |
2.290 |
29.3% |
0.195 |
2.5% |
36% |
False |
False |
4,740 |
100 |
9.290 |
7.000 |
2.290 |
29.3% |
0.185 |
2.4% |
36% |
False |
False |
4,025 |
120 |
9.290 |
7.000 |
2.290 |
29.3% |
0.176 |
2.2% |
36% |
False |
False |
3,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.302 |
2.618 |
8.786 |
1.618 |
8.470 |
1.000 |
8.275 |
0.618 |
8.154 |
HIGH |
7.959 |
0.618 |
7.838 |
0.500 |
7.801 |
0.382 |
7.764 |
LOW |
7.643 |
0.618 |
7.448 |
1.000 |
7.327 |
1.618 |
7.132 |
2.618 |
6.816 |
4.250 |
6.300 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.819 |
7.823 |
PP |
7.810 |
7.818 |
S1 |
7.801 |
7.813 |
|