NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
6.905 |
7.162 |
0.257 |
3.7% |
7.119 |
High |
7.218 |
7.255 |
0.037 |
0.5% |
7.374 |
Low |
6.861 |
7.032 |
0.171 |
2.5% |
6.700 |
Close |
7.168 |
7.087 |
-0.081 |
-1.1% |
6.990 |
Range |
0.357 |
0.223 |
-0.134 |
-37.5% |
0.674 |
ATR |
0.337 |
0.329 |
-0.008 |
-2.4% |
0.000 |
Volume |
28,207 |
30,859 |
2,652 |
9.4% |
171,008 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.794 |
7.663 |
7.210 |
|
R3 |
7.571 |
7.440 |
7.148 |
|
R2 |
7.348 |
7.348 |
7.128 |
|
R1 |
7.217 |
7.217 |
7.107 |
7.171 |
PP |
7.125 |
7.125 |
7.125 |
7.102 |
S1 |
6.994 |
6.994 |
7.067 |
6.948 |
S2 |
6.902 |
6.902 |
7.046 |
|
S3 |
6.679 |
6.771 |
7.026 |
|
S4 |
6.456 |
6.548 |
6.964 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.043 |
8.691 |
7.361 |
|
R3 |
8.369 |
8.017 |
7.175 |
|
R2 |
7.695 |
7.695 |
7.114 |
|
R1 |
7.343 |
7.343 |
7.052 |
7.182 |
PP |
7.021 |
7.021 |
7.021 |
6.941 |
S1 |
6.669 |
6.669 |
6.928 |
6.508 |
S2 |
6.347 |
6.347 |
6.866 |
|
S3 |
5.673 |
5.995 |
6.805 |
|
S4 |
4.999 |
5.321 |
6.619 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.268 |
6.700 |
0.568 |
8.0% |
0.343 |
4.8% |
68% |
False |
False |
32,780 |
10 |
7.374 |
6.700 |
0.674 |
9.5% |
0.380 |
5.4% |
57% |
False |
False |
32,764 |
20 |
7.374 |
6.230 |
1.144 |
16.1% |
0.329 |
4.6% |
75% |
False |
False |
24,125 |
40 |
8.115 |
6.230 |
1.885 |
26.6% |
0.307 |
4.3% |
45% |
False |
False |
18,753 |
60 |
8.115 |
6.230 |
1.885 |
26.6% |
0.280 |
3.9% |
45% |
False |
False |
13,753 |
80 |
9.153 |
6.230 |
2.923 |
41.2% |
0.252 |
3.6% |
29% |
False |
False |
11,132 |
100 |
9.290 |
6.230 |
3.060 |
43.2% |
0.228 |
3.2% |
28% |
False |
False |
9,162 |
120 |
9.290 |
6.230 |
3.060 |
43.2% |
0.216 |
3.0% |
28% |
False |
False |
7,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.203 |
2.618 |
7.839 |
1.618 |
7.616 |
1.000 |
7.478 |
0.618 |
7.393 |
HIGH |
7.255 |
0.618 |
7.170 |
0.500 |
7.144 |
0.382 |
7.117 |
LOW |
7.032 |
0.618 |
6.894 |
1.000 |
6.809 |
1.618 |
6.671 |
2.618 |
6.448 |
4.250 |
6.084 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.144 |
7.069 |
PP |
7.125 |
7.051 |
S1 |
7.106 |
7.033 |
|