NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.119 |
7.350 |
0.231 |
3.2% |
6.296 |
High |
7.339 |
7.374 |
0.035 |
0.5% |
7.270 |
Low |
7.001 |
6.892 |
-0.109 |
-1.6% |
6.230 |
Close |
7.317 |
7.228 |
-0.089 |
-1.2% |
7.054 |
Range |
0.338 |
0.482 |
0.144 |
42.6% |
1.040 |
ATR |
0.313 |
0.325 |
0.012 |
3.9% |
0.000 |
Volume |
40,706 |
25,467 |
-15,239 |
-37.4% |
147,262 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.611 |
8.401 |
7.493 |
|
R3 |
8.129 |
7.919 |
7.361 |
|
R2 |
7.647 |
7.647 |
7.316 |
|
R1 |
7.437 |
7.437 |
7.272 |
7.301 |
PP |
7.165 |
7.165 |
7.165 |
7.097 |
S1 |
6.955 |
6.955 |
7.184 |
6.819 |
S2 |
6.683 |
6.683 |
7.140 |
|
S3 |
6.201 |
6.473 |
7.095 |
|
S4 |
5.719 |
5.991 |
6.963 |
|
|
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 |
7.374 |
6.767 |
0.607 |
8.4% |
0.416 |
5.8% |
76% |
True |
False |
32,749 |
10 |
7.374 |
6.230 |
1.144 |
15.8% |
0.354 |
4.9% |
87% |
True |
False |
27,096 |
20 |
7.374 |
6.230 |
1.144 |
15.8% |
0.298 |
4.1% |
87% |
True |
False |
18,087 |
40 |
8.115 |
6.230 |
1.885 |
26.1% |
0.296 |
4.1% |
53% |
False |
False |
15,278 |
60 |
8.115 |
6.230 |
1.885 |
26.1% |
0.269 |
3.7% |
53% |
False |
False |
11,329 |
80 |
9.185 |
6.230 |
2.955 |
40.9% |
0.239 |
3.3% |
34% |
False |
False |
9,163 |
100 |
9.290 |
6.230 |
3.060 |
42.3% |
0.219 |
3.0% |
33% |
False |
False |
7,619 |
120 |
9.290 |
6.230 |
3.060 |
42.3% |
0.209 |
2.9% |
33% |
False |
False |
6,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.423 |
2.618 |
8.636 |
1.618 |
8.154 |
1.000 |
7.856 |
0.618 |
7.672 |
HIGH |
7.374 |
0.618 |
7.190 |
0.500 |
7.133 |
0.382 |
7.076 |
LOW |
6.892 |
0.618 |
6.594 |
1.000 |
6.410 |
1.618 |
6.112 |
2.618 |
5.630 |
4.250 |
4.844 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.196 |
7.195 |
PP |
7.165 |
7.161 |
S1 |
7.133 |
7.128 |
|