NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.162 |
7.099 |
-0.063 |
-0.9% |
7.119 |
High |
7.255 |
7.142 |
-0.113 |
-1.6% |
7.374 |
Low |
7.032 |
6.940 |
-0.092 |
-1.3% |
6.700 |
Close |
7.087 |
7.046 |
-0.041 |
-0.6% |
6.990 |
Range |
0.223 |
0.202 |
-0.021 |
-9.4% |
0.674 |
ATR |
0.329 |
0.320 |
-0.009 |
-2.8% |
0.000 |
Volume |
30,859 |
30,434 |
-425 |
-1.4% |
171,008 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.649 |
7.549 |
7.157 |
|
R3 |
7.447 |
7.347 |
7.102 |
|
R2 |
7.245 |
7.245 |
7.083 |
|
R1 |
7.145 |
7.145 |
7.065 |
7.094 |
PP |
7.043 |
7.043 |
7.043 |
7.017 |
S1 |
6.943 |
6.943 |
7.027 |
6.892 |
S2 |
6.841 |
6.841 |
7.009 |
|
S3 |
6.639 |
6.741 |
6.990 |
|
S4 |
6.437 |
6.539 |
6.935 |
|
|
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 |
7.255 |
6.700 |
0.555 |
7.9% |
0.305 |
4.3% |
62% |
False |
False |
31,424 |
10 |
7.374 |
6.700 |
0.674 |
9.6% |
0.350 |
5.0% |
51% |
False |
False |
32,796 |
20 |
7.374 |
6.230 |
1.144 |
16.2% |
0.321 |
4.6% |
71% |
False |
False |
25,144 |
40 |
8.115 |
6.230 |
1.885 |
26.8% |
0.306 |
4.3% |
43% |
False |
False |
19,329 |
60 |
8.115 |
6.230 |
1.885 |
26.8% |
0.282 |
4.0% |
43% |
False |
False |
14,234 |
80 |
9.117 |
6.230 |
2.887 |
41.0% |
0.253 |
3.6% |
28% |
False |
False |
11,500 |
100 |
9.290 |
6.230 |
3.060 |
43.4% |
0.229 |
3.3% |
27% |
False |
False |
9,456 |
120 |
9.290 |
6.230 |
3.060 |
43.4% |
0.217 |
3.1% |
27% |
False |
False |
8,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.001 |
2.618 |
7.671 |
1.618 |
7.469 |
1.000 |
7.344 |
0.618 |
7.267 |
HIGH |
7.142 |
0.618 |
7.065 |
0.500 |
7.041 |
0.382 |
7.017 |
LOW |
6.940 |
0.618 |
6.815 |
1.000 |
6.738 |
1.618 |
6.613 |
2.618 |
6.411 |
4.250 |
6.082 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.044 |
7.058 |
PP |
7.043 |
7.054 |
S1 |
7.041 |
7.050 |
|