NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.350 |
7.220 |
-0.130 |
-1.8% |
6.296 |
High |
7.374 |
7.268 |
-0.106 |
-1.4% |
7.270 |
Low |
6.892 |
6.872 |
-0.020 |
-0.3% |
6.230 |
Close |
7.228 |
6.910 |
-0.318 |
-4.4% |
7.054 |
Range |
0.482 |
0.396 |
-0.086 |
-17.8% |
1.040 |
ATR |
0.325 |
0.330 |
0.005 |
1.6% |
0.000 |
Volume |
25,467 |
37,215 |
11,748 |
46.1% |
147,262 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.205 |
7.953 |
7.128 |
|
R3 |
7.809 |
7.557 |
7.019 |
|
R2 |
7.413 |
7.413 |
6.983 |
|
R1 |
7.161 |
7.161 |
6.946 |
7.089 |
PP |
7.017 |
7.017 |
7.017 |
6.981 |
S1 |
6.765 |
6.765 |
6.874 |
6.693 |
S2 |
6.621 |
6.621 |
6.837 |
|
S3 |
6.225 |
6.369 |
6.801 |
|
S4 |
5.829 |
5.973 |
6.692 |
|
|
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 |
6.861 |
0.513 |
7.4% |
0.396 |
5.7% |
10% |
False |
False |
34,168 |
10 |
7.374 |
6.230 |
1.144 |
16.6% |
0.370 |
5.4% |
59% |
False |
False |
28,897 |
20 |
7.374 |
6.230 |
1.144 |
16.6% |
0.303 |
4.4% |
59% |
False |
False |
19,357 |
40 |
8.115 |
6.230 |
1.885 |
27.3% |
0.299 |
4.3% |
36% |
False |
False |
16,104 |
60 |
8.115 |
6.230 |
1.885 |
27.3% |
0.272 |
3.9% |
36% |
False |
False |
11,819 |
80 |
9.185 |
6.230 |
2.955 |
42.8% |
0.243 |
3.5% |
23% |
False |
False |
9,618 |
100 |
9.290 |
6.230 |
3.060 |
44.3% |
0.222 |
3.2% |
22% |
False |
False |
7,973 |
120 |
9.290 |
6.230 |
3.060 |
44.3% |
0.210 |
3.0% |
22% |
False |
False |
6,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.951 |
2.618 |
8.305 |
1.618 |
7.909 |
1.000 |
7.664 |
0.618 |
7.513 |
HIGH |
7.268 |
0.618 |
7.117 |
0.500 |
7.070 |
0.382 |
7.023 |
LOW |
6.872 |
0.618 |
6.627 |
1.000 |
6.476 |
1.618 |
6.231 |
2.618 |
5.835 |
4.250 |
5.189 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.070 |
7.123 |
PP |
7.017 |
7.052 |
S1 |
6.963 |
6.981 |
|