NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.050 |
7.061 |
0.011 |
0.2% |
7.865 |
| High |
7.050 |
7.061 |
0.011 |
0.2% |
8.115 |
| Low |
6.870 |
6.756 |
-0.114 |
-1.7% |
7.510 |
| Close |
6.963 |
6.770 |
-0.193 |
-2.8% |
7.828 |
| Range |
0.180 |
0.305 |
0.125 |
69.4% |
0.605 |
| ATR |
0.309 |
0.309 |
0.000 |
-0.1% |
0.000 |
| Volume |
13,432 |
11,817 |
-1,615 |
-12.0% |
86,397 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.777 |
7.579 |
6.938 |
|
| R3 |
7.472 |
7.274 |
6.854 |
|
| R2 |
7.167 |
7.167 |
6.826 |
|
| R1 |
6.969 |
6.969 |
6.798 |
6.916 |
| PP |
6.862 |
6.862 |
6.862 |
6.836 |
| S1 |
6.664 |
6.664 |
6.742 |
6.611 |
| S2 |
6.557 |
6.557 |
6.714 |
|
| S3 |
6.252 |
6.359 |
6.686 |
|
| S4 |
5.947 |
6.054 |
6.602 |
|
|
| 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 |
7.959 |
6.756 |
1.203 |
17.8% |
0.370 |
5.5% |
1% |
False |
True |
12,490 |
| 10 |
8.115 |
6.756 |
1.359 |
20.1% |
0.349 |
5.2% |
1% |
False |
True |
17,755 |
| 20 |
8.115 |
6.756 |
1.359 |
20.1% |
0.296 |
4.4% |
1% |
False |
True |
12,851 |
| 40 |
8.115 |
6.756 |
1.359 |
20.1% |
0.257 |
3.8% |
1% |
False |
True |
8,050 |
| 60 |
9.185 |
6.756 |
2.429 |
35.9% |
0.223 |
3.3% |
1% |
False |
True |
6,371 |
| 80 |
9.290 |
6.756 |
2.534 |
37.4% |
0.202 |
3.0% |
1% |
False |
True |
5,128 |
| 100 |
9.290 |
6.756 |
2.534 |
37.4% |
0.192 |
2.8% |
1% |
False |
True |
4,344 |
| 120 |
9.290 |
6.756 |
2.534 |
37.4% |
0.182 |
2.7% |
1% |
False |
True |
3,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.357 |
|
2.618 |
7.859 |
|
1.618 |
7.554 |
|
1.000 |
7.366 |
|
0.618 |
7.249 |
|
HIGH |
7.061 |
|
0.618 |
6.944 |
|
0.500 |
6.909 |
|
0.382 |
6.873 |
|
LOW |
6.756 |
|
0.618 |
6.568 |
|
1.000 |
6.451 |
|
1.618 |
6.263 |
|
2.618 |
5.958 |
|
4.250 |
5.460 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.909 |
7.220 |
| PP |
6.862 |
7.070 |
| S1 |
6.816 |
6.920 |
|