NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.270 |
6.915 |
-0.355 |
-4.9% |
6.296 |
High |
7.270 |
7.236 |
-0.034 |
-0.5% |
7.270 |
Low |
6.861 |
6.881 |
0.020 |
0.3% |
6.230 |
Close |
6.881 |
7.054 |
0.173 |
2.5% |
7.054 |
Range |
0.409 |
0.355 |
-0.054 |
-13.2% |
1.040 |
ATR |
0.308 |
0.311 |
0.003 |
1.1% |
0.000 |
Volume |
35,868 |
31,585 |
-4,283 |
-11.9% |
147,262 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.122 |
7.943 |
7.249 |
|
R3 |
7.767 |
7.588 |
7.152 |
|
R2 |
7.412 |
7.412 |
7.119 |
|
R1 |
7.233 |
7.233 |
7.087 |
7.323 |
PP |
7.057 |
7.057 |
7.057 |
7.102 |
S1 |
6.878 |
6.878 |
7.021 |
6.968 |
S2 |
6.702 |
6.702 |
6.989 |
|
S3 |
6.347 |
6.523 |
6.956 |
|
S4 |
5.992 |
6.168 |
6.859 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.971 |
9.553 |
7.626 |
|
R3 |
8.931 |
8.513 |
7.340 |
|
R2 |
7.891 |
7.891 |
7.245 |
|
R1 |
7.473 |
7.473 |
7.149 |
7.682 |
PP |
6.851 |
6.851 |
6.851 |
6.956 |
S1 |
6.433 |
6.433 |
6.959 |
6.642 |
S2 |
5.811 |
5.811 |
6.863 |
|
S3 |
4.771 |
5.393 |
6.768 |
|
S4 |
3.731 |
4.353 |
6.482 |
|
|
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 |
14.7% |
0.391 |
5.5% |
79% |
False |
False |
29,452 |
10 |
7.270 |
6.230 |
1.040 |
14.7% |
0.321 |
4.6% |
79% |
False |
False |
22,389 |
20 |
7.684 |
6.230 |
1.454 |
20.6% |
0.297 |
4.2% |
57% |
False |
False |
15,942 |
40 |
8.115 |
6.230 |
1.885 |
26.7% |
0.286 |
4.1% |
44% |
False |
False |
13,896 |
60 |
8.160 |
6.230 |
1.930 |
27.4% |
0.260 |
3.7% |
43% |
False |
False |
10,375 |
80 |
9.185 |
6.230 |
2.955 |
41.9% |
0.233 |
3.3% |
28% |
False |
False |
8,371 |
100 |
9.290 |
6.230 |
3.060 |
43.4% |
0.215 |
3.1% |
27% |
False |
False |
6,980 |
120 |
9.290 |
6.230 |
3.060 |
43.4% |
0.203 |
2.9% |
27% |
False |
False |
6,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.745 |
2.618 |
8.165 |
1.618 |
7.810 |
1.000 |
7.591 |
0.618 |
7.455 |
HIGH |
7.236 |
0.618 |
7.100 |
0.500 |
7.059 |
0.382 |
7.017 |
LOW |
6.881 |
0.618 |
6.662 |
1.000 |
6.526 |
1.618 |
6.307 |
2.618 |
5.952 |
4.250 |
5.372 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.059 |
7.042 |
PP |
7.057 |
7.030 |
S1 |
7.056 |
7.019 |
|