NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6.915 |
7.119 |
0.204 |
3.0% |
6.296 |
High |
7.236 |
7.339 |
0.103 |
1.4% |
7.270 |
Low |
6.881 |
7.001 |
0.120 |
1.7% |
6.230 |
Close |
7.054 |
7.317 |
0.263 |
3.7% |
7.054 |
Range |
0.355 |
0.338 |
-0.017 |
-4.8% |
1.040 |
ATR |
0.311 |
0.313 |
0.002 |
0.6% |
0.000 |
Volume |
31,585 |
40,706 |
9,121 |
28.9% |
147,262 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.233 |
8.113 |
7.503 |
|
R3 |
7.895 |
7.775 |
7.410 |
|
R2 |
7.557 |
7.557 |
7.379 |
|
R1 |
7.437 |
7.437 |
7.348 |
7.497 |
PP |
7.219 |
7.219 |
7.219 |
7.249 |
S1 |
7.099 |
7.099 |
7.286 |
7.159 |
S2 |
6.881 |
6.881 |
7.255 |
|
S3 |
6.543 |
6.761 |
7.224 |
|
S4 |
6.205 |
6.423 |
7.131 |
|
|
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 |
7.339 |
6.612 |
0.727 |
9.9% |
0.354 |
4.8% |
97% |
True |
False |
34,667 |
10 |
7.339 |
6.230 |
1.109 |
15.2% |
0.341 |
4.7% |
98% |
True |
False |
25,530 |
20 |
7.339 |
6.230 |
1.109 |
15.2% |
0.283 |
3.9% |
98% |
True |
False |
17,485 |
40 |
8.115 |
6.230 |
1.885 |
25.8% |
0.289 |
3.9% |
58% |
False |
False |
14,829 |
60 |
8.115 |
6.230 |
1.885 |
25.8% |
0.264 |
3.6% |
58% |
False |
False |
10,979 |
80 |
9.185 |
6.230 |
2.955 |
40.4% |
0.235 |
3.2% |
37% |
False |
False |
8,863 |
100 |
9.290 |
6.230 |
3.060 |
41.8% |
0.216 |
3.0% |
36% |
False |
False |
7,376 |
120 |
9.290 |
6.230 |
3.060 |
41.8% |
0.205 |
2.8% |
36% |
False |
False |
6,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.776 |
2.618 |
8.224 |
1.618 |
7.886 |
1.000 |
7.677 |
0.618 |
7.548 |
HIGH |
7.339 |
0.618 |
7.210 |
0.500 |
7.170 |
0.382 |
7.130 |
LOW |
7.001 |
0.618 |
6.792 |
1.000 |
6.663 |
1.618 |
6.454 |
2.618 |
6.116 |
4.250 |
5.565 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.268 |
7.245 |
PP |
7.219 |
7.172 |
S1 |
7.170 |
7.100 |
|