NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 03-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.677 |
6.466 |
-0.211 |
-3.2% |
6.600 |
| High |
6.711 |
6.466 |
-0.245 |
-3.7% |
6.863 |
| Low |
6.422 |
6.321 |
-0.101 |
-1.6% |
6.422 |
| Close |
6.461 |
6.321 |
-0.140 |
-2.2% |
6.461 |
| Range |
0.289 |
0.145 |
-0.144 |
-49.8% |
0.441 |
| ATR |
0.285 |
0.275 |
-0.010 |
-3.5% |
0.000 |
| Volume |
9,297 |
9,297 |
0 |
0.0% |
42,155 |
|
| Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.804 |
6.708 |
6.401 |
|
| R3 |
6.659 |
6.563 |
6.361 |
|
| R2 |
6.514 |
6.514 |
6.348 |
|
| R1 |
6.418 |
6.418 |
6.334 |
6.394 |
| PP |
6.369 |
6.369 |
6.369 |
6.357 |
| S1 |
6.273 |
6.273 |
6.308 |
6.249 |
| S2 |
6.224 |
6.224 |
6.294 |
|
| S3 |
6.079 |
6.128 |
6.281 |
|
| S4 |
5.934 |
5.983 |
6.241 |
|
|
| 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 |
6.321 |
0.542 |
8.6% |
0.246 |
3.9% |
0% |
False |
True |
9,184 |
| 10 |
7.061 |
6.321 |
0.740 |
11.7% |
0.225 |
3.6% |
0% |
False |
True |
9,440 |
| 20 |
8.115 |
6.321 |
1.794 |
28.4% |
0.280 |
4.4% |
0% |
False |
True |
13,754 |
| 40 |
8.115 |
6.321 |
1.794 |
28.4% |
0.263 |
4.2% |
0% |
False |
True |
9,289 |
| 60 |
9.100 |
6.321 |
2.779 |
44.0% |
0.233 |
3.7% |
0% |
False |
True |
7,306 |
| 80 |
9.290 |
6.321 |
2.969 |
47.0% |
0.209 |
3.3% |
0% |
False |
True |
5,846 |
| 100 |
9.290 |
6.321 |
2.969 |
47.0% |
0.198 |
3.1% |
0% |
False |
True |
4,934 |
| 120 |
9.290 |
6.321 |
2.969 |
47.0% |
0.187 |
3.0% |
0% |
False |
True |
4,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.082 |
|
2.618 |
6.846 |
|
1.618 |
6.701 |
|
1.000 |
6.611 |
|
0.618 |
6.556 |
|
HIGH |
6.466 |
|
0.618 |
6.411 |
|
0.500 |
6.394 |
|
0.382 |
6.376 |
|
LOW |
6.321 |
|
0.618 |
6.231 |
|
1.000 |
6.176 |
|
1.618 |
6.086 |
|
2.618 |
5.941 |
|
4.250 |
5.705 |
|
|
| Fisher Pivots for day following 03-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.394 |
6.517 |
| PP |
6.369 |
6.452 |
| S1 |
6.345 |
6.386 |
|