NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.600 |
6.730 |
0.130 |
2.0% |
6.600 |
| High |
6.735 |
6.860 |
0.125 |
1.9% |
6.863 |
| Low |
6.498 |
6.526 |
0.028 |
0.4% |
6.422 |
| Close |
6.690 |
6.577 |
-0.113 |
-1.7% |
6.461 |
| Range |
0.237 |
0.334 |
0.097 |
40.9% |
0.441 |
| ATR |
0.277 |
0.281 |
0.004 |
1.5% |
0.000 |
| Volume |
19,207 |
16,876 |
-2,331 |
-12.1% |
42,155 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.656 |
7.451 |
6.761 |
|
| R3 |
7.322 |
7.117 |
6.669 |
|
| R2 |
6.988 |
6.988 |
6.638 |
|
| R1 |
6.783 |
6.783 |
6.608 |
6.719 |
| PP |
6.654 |
6.654 |
6.654 |
6.622 |
| S1 |
6.449 |
6.449 |
6.546 |
6.385 |
| S2 |
6.320 |
6.320 |
6.516 |
|
| S3 |
5.986 |
6.115 |
6.485 |
|
| S4 |
5.652 |
5.781 |
6.393 |
|
|
| 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 |
6.860 |
6.296 |
0.564 |
8.6% |
0.271 |
4.1% |
50% |
True |
False |
12,896 |
| 10 |
6.880 |
6.296 |
0.584 |
8.9% |
0.254 |
3.9% |
48% |
False |
False |
10,439 |
| 20 |
8.115 |
6.296 |
1.819 |
27.7% |
0.294 |
4.5% |
15% |
False |
False |
13,112 |
| 40 |
8.115 |
6.296 |
1.819 |
27.7% |
0.268 |
4.1% |
15% |
False |
False |
10,207 |
| 60 |
9.100 |
6.296 |
2.804 |
42.6% |
0.243 |
3.7% |
10% |
False |
False |
7,911 |
| 80 |
9.290 |
6.296 |
2.994 |
45.5% |
0.217 |
3.3% |
9% |
False |
False |
6,373 |
| 100 |
9.290 |
6.296 |
2.994 |
45.5% |
0.203 |
3.1% |
9% |
False |
False |
5,367 |
| 120 |
9.290 |
6.296 |
2.994 |
45.5% |
0.194 |
2.9% |
9% |
False |
False |
4,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.280 |
|
2.618 |
7.734 |
|
1.618 |
7.400 |
|
1.000 |
7.194 |
|
0.618 |
7.066 |
|
HIGH |
6.860 |
|
0.618 |
6.732 |
|
0.500 |
6.693 |
|
0.382 |
6.654 |
|
LOW |
6.526 |
|
0.618 |
6.320 |
|
1.000 |
6.192 |
|
1.618 |
5.986 |
|
2.618 |
5.652 |
|
4.250 |
5.107 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.693 |
6.578 |
| PP |
6.654 |
6.578 |
| S1 |
6.616 |
6.577 |
|