NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.684 |
7.050 |
-0.634 |
-8.3% |
7.865 |
High |
7.684 |
7.050 |
-0.634 |
-8.3% |
8.115 |
Low |
7.065 |
6.870 |
-0.195 |
-2.8% |
7.510 |
Close |
7.085 |
6.963 |
-0.122 |
-1.7% |
7.828 |
Range |
0.619 |
0.180 |
-0.439 |
-70.9% |
0.605 |
ATR |
0.316 |
0.309 |
-0.007 |
-2.3% |
0.000 |
Volume |
9,849 |
13,432 |
3,583 |
36.4% |
86,397 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.501 |
7.412 |
7.062 |
|
R3 |
7.321 |
7.232 |
7.013 |
|
R2 |
7.141 |
7.141 |
6.996 |
|
R1 |
7.052 |
7.052 |
6.980 |
7.007 |
PP |
6.961 |
6.961 |
6.961 |
6.938 |
S1 |
6.872 |
6.872 |
6.947 |
6.827 |
S2 |
6.781 |
6.781 |
6.930 |
|
S3 |
6.601 |
6.692 |
6.914 |
|
S4 |
6.421 |
6.512 |
6.864 |
|
|
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 |
6.870 |
1.245 |
17.9% |
0.388 |
5.6% |
7% |
False |
True |
11,844 |
10 |
8.115 |
6.870 |
1.245 |
17.9% |
0.335 |
4.8% |
7% |
False |
True |
18,622 |
20 |
8.115 |
6.870 |
1.245 |
17.9% |
0.294 |
4.2% |
7% |
False |
True |
12,470 |
40 |
8.115 |
6.870 |
1.245 |
17.9% |
0.255 |
3.7% |
7% |
False |
True |
7,950 |
60 |
9.185 |
6.870 |
2.315 |
33.2% |
0.220 |
3.2% |
4% |
False |
True |
6,188 |
80 |
9.290 |
6.870 |
2.420 |
34.8% |
0.199 |
2.9% |
4% |
False |
True |
5,002 |
100 |
9.290 |
6.870 |
2.420 |
34.8% |
0.191 |
2.7% |
4% |
False |
True |
4,231 |
120 |
9.290 |
6.870 |
2.420 |
34.8% |
0.180 |
2.6% |
4% |
False |
True |
3,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.815 |
2.618 |
7.521 |
1.618 |
7.341 |
1.000 |
7.230 |
0.618 |
7.161 |
HIGH |
7.050 |
0.618 |
6.981 |
0.500 |
6.960 |
0.382 |
6.939 |
LOW |
6.870 |
0.618 |
6.759 |
1.000 |
6.690 |
1.618 |
6.579 |
2.618 |
6.399 |
4.250 |
6.105 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6.962 |
7.415 |
PP |
6.961 |
7.264 |
S1 |
6.960 |
7.114 |
|