NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6.730 |
6.775 |
0.045 |
0.7% |
6.466 |
High |
6.780 |
7.265 |
0.485 |
7.2% |
6.860 |
Low |
6.612 |
6.767 |
0.155 |
2.3% |
6.296 |
Close |
6.757 |
7.229 |
0.472 |
7.0% |
6.446 |
Range |
0.168 |
0.498 |
0.330 |
196.4% |
0.564 |
ATR |
0.284 |
0.300 |
0.016 |
5.6% |
0.000 |
Volume |
35,057 |
30,119 |
-4,938 |
-14.1% |
76,634 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.581 |
8.403 |
7.503 |
|
R3 |
8.083 |
7.905 |
7.366 |
|
R2 |
7.585 |
7.585 |
7.320 |
|
R1 |
7.407 |
7.407 |
7.275 |
7.496 |
PP |
7.087 |
7.087 |
7.087 |
7.132 |
S1 |
6.909 |
6.909 |
7.183 |
6.998 |
S2 |
6.589 |
6.589 |
7.138 |
|
S3 |
6.091 |
6.411 |
7.092 |
|
S4 |
5.593 |
5.913 |
6.955 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.226 |
7.900 |
6.756 |
|
R3 |
7.662 |
7.336 |
6.601 |
|
R2 |
7.098 |
7.098 |
6.549 |
|
R1 |
6.772 |
6.772 |
6.498 |
6.653 |
PP |
6.534 |
6.534 |
6.534 |
6.475 |
S1 |
6.208 |
6.208 |
6.394 |
6.089 |
S2 |
5.970 |
5.970 |
6.343 |
|
S3 |
5.406 |
5.644 |
6.291 |
|
S4 |
4.842 |
5.080 |
6.136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.265 |
6.230 |
1.035 |
14.3% |
0.343 |
4.8% |
97% |
True |
False |
23,627 |
10 |
7.265 |
6.230 |
1.035 |
14.3% |
0.293 |
4.0% |
97% |
True |
False |
17,493 |
20 |
7.959 |
6.230 |
1.729 |
23.9% |
0.296 |
4.1% |
58% |
False |
False |
13,937 |
40 |
8.115 |
6.230 |
1.885 |
26.1% |
0.281 |
3.9% |
53% |
False |
False |
12,336 |
60 |
8.557 |
6.230 |
2.327 |
32.2% |
0.253 |
3.5% |
43% |
False |
False |
9,429 |
80 |
9.185 |
6.230 |
2.955 |
40.9% |
0.226 |
3.1% |
34% |
False |
False |
7,549 |
100 |
9.290 |
6.230 |
3.060 |
42.3% |
0.210 |
2.9% |
33% |
False |
False |
6,348 |
120 |
9.290 |
6.230 |
3.060 |
42.3% |
0.200 |
2.8% |
33% |
False |
False |
5,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.382 |
2.618 |
8.569 |
1.618 |
8.071 |
1.000 |
7.763 |
0.618 |
7.573 |
HIGH |
7.265 |
0.618 |
7.075 |
0.500 |
7.016 |
0.382 |
6.957 |
LOW |
6.767 |
0.618 |
6.459 |
1.000 |
6.269 |
1.618 |
5.961 |
2.618 |
5.463 |
4.250 |
4.651 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.158 |
7.069 |
PP |
7.087 |
6.908 |
S1 |
7.016 |
6.748 |
|