NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.080 |
7.449 |
0.369 |
5.2% |
6.905 |
High |
7.455 |
7.505 |
0.050 |
0.7% |
7.255 |
Low |
7.065 |
7.200 |
0.135 |
1.9% |
6.744 |
Close |
7.427 |
7.277 |
-0.150 |
-2.0% |
6.870 |
Range |
0.390 |
0.305 |
-0.085 |
-21.8% |
0.511 |
ATR |
0.320 |
0.319 |
-0.001 |
-0.3% |
0.000 |
Volume |
62,523 |
70,584 |
8,061 |
12.9% |
191,727 |
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.242 |
8.065 |
7.445 |
|
R3 |
7.937 |
7.760 |
7.361 |
|
R2 |
7.632 |
7.632 |
7.333 |
|
R1 |
7.455 |
7.455 |
7.305 |
7.391 |
PP |
7.327 |
7.327 |
7.327 |
7.296 |
S1 |
7.150 |
7.150 |
7.249 |
7.086 |
S2 |
7.022 |
7.022 |
7.221 |
|
S3 |
6.717 |
6.845 |
7.193 |
|
S4 |
6.412 |
6.540 |
7.109 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.489 |
8.191 |
7.151 |
|
R3 |
7.978 |
7.680 |
7.011 |
|
R2 |
7.467 |
7.467 |
6.964 |
|
R1 |
7.169 |
7.169 |
6.917 |
7.063 |
PP |
6.956 |
6.956 |
6.956 |
6.903 |
S1 |
6.658 |
6.658 |
6.823 |
6.552 |
S2 |
6.445 |
6.445 |
6.776 |
|
S3 |
5.934 |
6.147 |
6.729 |
|
S4 |
5.423 |
5.636 |
6.589 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.505 |
6.744 |
0.761 |
10.5% |
0.309 |
4.3% |
70% |
True |
False |
54,409 |
10 |
7.505 |
6.700 |
0.805 |
11.1% |
0.307 |
4.2% |
72% |
True |
False |
42,916 |
20 |
7.505 |
6.230 |
1.275 |
17.5% |
0.338 |
4.6% |
82% |
True |
False |
35,907 |
40 |
8.115 |
6.230 |
1.885 |
25.9% |
0.315 |
4.3% |
56% |
False |
False |
24,846 |
60 |
8.115 |
6.230 |
1.885 |
25.9% |
0.290 |
4.0% |
56% |
False |
False |
18,540 |
80 |
9.100 |
6.230 |
2.870 |
39.4% |
0.264 |
3.6% |
36% |
False |
False |
14,756 |
100 |
9.290 |
6.230 |
3.060 |
42.1% |
0.239 |
3.3% |
34% |
False |
False |
12,131 |
120 |
9.290 |
6.230 |
3.060 |
42.1% |
0.223 |
3.1% |
34% |
False |
False |
10,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.801 |
2.618 |
8.303 |
1.618 |
7.998 |
1.000 |
7.810 |
0.618 |
7.693 |
HIGH |
7.505 |
0.618 |
7.388 |
0.500 |
7.353 |
0.382 |
7.317 |
LOW |
7.200 |
0.618 |
7.012 |
1.000 |
6.895 |
1.618 |
6.707 |
2.618 |
6.402 |
4.250 |
5.904 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.353 |
7.228 |
PP |
7.327 |
7.178 |
S1 |
7.302 |
7.129 |
|