NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.565 |
6.677 |
0.112 |
1.7% |
6.600 |
| High |
6.713 |
6.711 |
-0.002 |
0.0% |
6.863 |
| Low |
6.525 |
6.422 |
-0.103 |
-1.6% |
6.422 |
| Close |
6.607 |
6.461 |
-0.146 |
-2.2% |
6.461 |
| Range |
0.188 |
0.289 |
0.101 |
53.7% |
0.441 |
| ATR |
0.285 |
0.285 |
0.000 |
0.1% |
0.000 |
| Volume |
9,190 |
9,297 |
107 |
1.2% |
42,155 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.398 |
7.219 |
6.620 |
|
| R3 |
7.109 |
6.930 |
6.540 |
|
| R2 |
6.820 |
6.820 |
6.514 |
|
| R1 |
6.641 |
6.641 |
6.487 |
6.586 |
| PP |
6.531 |
6.531 |
6.531 |
6.504 |
| S1 |
6.352 |
6.352 |
6.435 |
6.297 |
| S2 |
6.242 |
6.242 |
6.408 |
|
| S3 |
5.953 |
6.063 |
6.382 |
|
| S4 |
5.664 |
5.774 |
6.302 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.905 |
7.624 |
6.704 |
|
| R3 |
7.464 |
7.183 |
6.582 |
|
| R2 |
7.023 |
7.023 |
6.542 |
|
| R1 |
6.742 |
6.742 |
6.501 |
6.662 |
| PP |
6.582 |
6.582 |
6.582 |
6.542 |
| S1 |
6.301 |
6.301 |
6.421 |
6.221 |
| S2 |
6.141 |
6.141 |
6.380 |
|
| S3 |
5.700 |
5.860 |
6.340 |
|
| S4 |
5.259 |
5.419 |
6.218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.863 |
6.422 |
0.441 |
6.8% |
0.251 |
3.9% |
9% |
False |
True |
8,431 |
| 10 |
7.684 |
6.422 |
1.262 |
19.5% |
0.273 |
4.2% |
3% |
False |
True |
9,495 |
| 20 |
8.115 |
6.422 |
1.693 |
26.2% |
0.284 |
4.4% |
2% |
False |
True |
13,587 |
| 40 |
8.115 |
6.422 |
1.693 |
26.2% |
0.264 |
4.1% |
2% |
False |
True |
9,133 |
| 60 |
9.100 |
6.422 |
2.678 |
41.4% |
0.233 |
3.6% |
1% |
False |
True |
7,180 |
| 80 |
9.290 |
6.422 |
2.868 |
44.4% |
0.209 |
3.2% |
1% |
False |
True |
5,742 |
| 100 |
9.290 |
6.422 |
2.868 |
44.4% |
0.198 |
3.1% |
1% |
False |
True |
4,858 |
| 120 |
9.290 |
6.422 |
2.868 |
44.4% |
0.187 |
2.9% |
1% |
False |
True |
4,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.939 |
|
2.618 |
7.468 |
|
1.618 |
7.179 |
|
1.000 |
7.000 |
|
0.618 |
6.890 |
|
HIGH |
6.711 |
|
0.618 |
6.601 |
|
0.500 |
6.567 |
|
0.382 |
6.532 |
|
LOW |
6.422 |
|
0.618 |
6.243 |
|
1.000 |
6.133 |
|
1.618 |
5.954 |
|
2.618 |
5.665 |
|
4.250 |
5.194 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.567 |
6.643 |
| PP |
6.531 |
6.582 |
| S1 |
6.496 |
6.522 |
|