NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.775 |
7.270 |
0.495 |
7.3% |
6.466 |
| High |
7.265 |
7.270 |
0.005 |
0.1% |
6.860 |
| Low |
6.767 |
6.861 |
0.094 |
1.4% |
6.296 |
| Close |
7.229 |
6.881 |
-0.348 |
-4.8% |
6.446 |
| Range |
0.498 |
0.409 |
-0.089 |
-17.9% |
0.564 |
| ATR |
0.300 |
0.308 |
0.008 |
2.6% |
0.000 |
| Volume |
30,119 |
35,868 |
5,749 |
19.1% |
76,634 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.231 |
7.965 |
7.106 |
|
| R3 |
7.822 |
7.556 |
6.993 |
|
| R2 |
7.413 |
7.413 |
6.956 |
|
| R1 |
7.147 |
7.147 |
6.918 |
7.076 |
| PP |
7.004 |
7.004 |
7.004 |
6.968 |
| S1 |
6.738 |
6.738 |
6.844 |
6.667 |
| S2 |
6.595 |
6.595 |
6.806 |
|
| S3 |
6.186 |
6.329 |
6.769 |
|
| S4 |
5.777 |
5.920 |
6.656 |
|
|
| 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 |
7.270 |
6.230 |
1.040 |
15.1% |
0.358 |
5.2% |
63% |
True |
False |
27,425 |
| 10 |
7.270 |
6.230 |
1.040 |
15.1% |
0.315 |
4.6% |
63% |
True |
False |
20,160 |
| 20 |
7.959 |
6.230 |
1.729 |
25.1% |
0.295 |
4.3% |
38% |
False |
False |
14,892 |
| 40 |
8.115 |
6.230 |
1.885 |
27.4% |
0.286 |
4.2% |
35% |
False |
False |
13,163 |
| 60 |
8.379 |
6.230 |
2.149 |
31.2% |
0.257 |
3.7% |
30% |
False |
False |
9,945 |
| 80 |
9.185 |
6.230 |
2.955 |
42.9% |
0.230 |
3.3% |
22% |
False |
False |
7,992 |
| 100 |
9.290 |
6.230 |
3.060 |
44.5% |
0.213 |
3.1% |
21% |
False |
False |
6,683 |
| 120 |
9.290 |
6.230 |
3.060 |
44.5% |
0.202 |
2.9% |
21% |
False |
False |
5,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.008 |
|
2.618 |
8.341 |
|
1.618 |
7.932 |
|
1.000 |
7.679 |
|
0.618 |
7.523 |
|
HIGH |
7.270 |
|
0.618 |
7.114 |
|
0.500 |
7.066 |
|
0.382 |
7.017 |
|
LOW |
6.861 |
|
0.618 |
6.608 |
|
1.000 |
6.452 |
|
1.618 |
6.199 |
|
2.618 |
5.790 |
|
4.250 |
5.123 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.066 |
6.941 |
| PP |
7.004 |
6.921 |
| S1 |
6.943 |
6.901 |
|