NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.880 |
6.600 |
-0.280 |
-4.1% |
7.684 |
| High |
6.880 |
6.609 |
-0.271 |
-3.9% |
7.684 |
| Low |
6.660 |
6.439 |
-0.221 |
-3.3% |
6.660 |
| Close |
6.704 |
6.570 |
-0.134 |
-2.0% |
6.704 |
| Range |
0.220 |
0.170 |
-0.050 |
-22.7% |
1.024 |
| ATR |
0.292 |
0.290 |
-0.002 |
-0.7% |
0.000 |
| Volume |
7,061 |
5,529 |
-1,532 |
-21.7% |
52,803 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.049 |
6.980 |
6.664 |
|
| R3 |
6.879 |
6.810 |
6.617 |
|
| R2 |
6.709 |
6.709 |
6.601 |
|
| R1 |
6.640 |
6.640 |
6.586 |
6.590 |
| PP |
6.539 |
6.539 |
6.539 |
6.514 |
| S1 |
6.470 |
6.470 |
6.554 |
6.420 |
| S2 |
6.369 |
6.369 |
6.539 |
|
| S3 |
6.199 |
6.300 |
6.523 |
|
| S4 |
6.029 |
6.130 |
6.477 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.088 |
9.420 |
7.267 |
|
| R3 |
9.064 |
8.396 |
6.986 |
|
| R2 |
8.040 |
8.040 |
6.892 |
|
| R1 |
7.372 |
7.372 |
6.798 |
7.194 |
| PP |
7.016 |
7.016 |
7.016 |
6.927 |
| S1 |
6.348 |
6.348 |
6.610 |
6.170 |
| S2 |
5.992 |
5.992 |
6.516 |
|
| S3 |
4.968 |
5.324 |
6.422 |
|
| S4 |
3.944 |
4.300 |
6.141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.061 |
6.439 |
0.622 |
9.5% |
0.204 |
3.1% |
21% |
False |
True |
9,696 |
| 10 |
8.115 |
6.439 |
1.676 |
25.5% |
0.305 |
4.6% |
8% |
False |
True |
11,995 |
| 20 |
8.115 |
6.439 |
1.676 |
25.5% |
0.295 |
4.5% |
8% |
False |
True |
13,360 |
| 40 |
8.115 |
6.439 |
1.676 |
25.5% |
0.252 |
3.8% |
8% |
False |
True |
8,404 |
| 60 |
9.153 |
6.439 |
2.714 |
41.3% |
0.224 |
3.4% |
5% |
False |
True |
6,690 |
| 80 |
9.290 |
6.439 |
2.851 |
43.4% |
0.201 |
3.1% |
5% |
False |
True |
5,333 |
| 100 |
9.290 |
6.439 |
2.851 |
43.4% |
0.192 |
2.9% |
5% |
False |
True |
4,550 |
| 120 |
9.290 |
6.439 |
2.851 |
43.4% |
0.184 |
2.8% |
5% |
False |
True |
3,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.332 |
|
2.618 |
7.054 |
|
1.618 |
6.884 |
|
1.000 |
6.779 |
|
0.618 |
6.714 |
|
HIGH |
6.609 |
|
0.618 |
6.544 |
|
0.500 |
6.524 |
|
0.382 |
6.504 |
|
LOW |
6.439 |
|
0.618 |
6.334 |
|
1.000 |
6.269 |
|
1.618 |
6.164 |
|
2.618 |
5.994 |
|
4.250 |
5.717 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.555 |
6.665 |
| PP |
6.539 |
6.633 |
| S1 |
6.524 |
6.602 |
|