NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.449 |
7.240 |
-0.209 |
-2.8% |
6.905 |
High |
7.505 |
7.431 |
-0.074 |
-1.0% |
7.255 |
Low |
7.200 |
7.150 |
-0.050 |
-0.7% |
6.744 |
Close |
7.277 |
7.412 |
0.135 |
1.9% |
6.870 |
Range |
0.305 |
0.281 |
-0.024 |
-7.9% |
0.511 |
ATR |
0.319 |
0.316 |
-0.003 |
-0.9% |
0.000 |
Volume |
70,584 |
59,219 |
-11,365 |
-16.1% |
191,727 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.174 |
8.074 |
7.567 |
|
R3 |
7.893 |
7.793 |
7.489 |
|
R2 |
7.612 |
7.612 |
7.464 |
|
R1 |
7.512 |
7.512 |
7.438 |
7.562 |
PP |
7.331 |
7.331 |
7.331 |
7.356 |
S1 |
7.231 |
7.231 |
7.386 |
7.281 |
S2 |
7.050 |
7.050 |
7.360 |
|
S3 |
6.769 |
6.950 |
7.335 |
|
S4 |
6.488 |
6.669 |
7.257 |
|
|
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 |
6.753 |
0.752 |
10.1% |
0.307 |
4.1% |
88% |
False |
False |
56,729 |
10 |
7.505 |
6.744 |
0.761 |
10.3% |
0.301 |
4.1% |
88% |
False |
False |
45,726 |
20 |
7.505 |
6.230 |
1.275 |
17.2% |
0.336 |
4.5% |
93% |
False |
False |
38,024 |
40 |
8.115 |
6.230 |
1.885 |
25.4% |
0.315 |
4.2% |
63% |
False |
False |
25,568 |
60 |
8.115 |
6.230 |
1.885 |
25.4% |
0.291 |
3.9% |
63% |
False |
False |
19,479 |
80 |
9.100 |
6.230 |
2.870 |
38.7% |
0.266 |
3.6% |
41% |
False |
False |
15,439 |
100 |
9.290 |
6.230 |
3.060 |
41.3% |
0.241 |
3.2% |
39% |
False |
False |
12,703 |
120 |
9.290 |
6.230 |
3.060 |
41.3% |
0.225 |
3.0% |
39% |
False |
False |
10,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.625 |
2.618 |
8.167 |
1.618 |
7.886 |
1.000 |
7.712 |
0.618 |
7.605 |
HIGH |
7.431 |
0.618 |
7.324 |
0.500 |
7.291 |
0.382 |
7.257 |
LOW |
7.150 |
0.618 |
6.976 |
1.000 |
6.869 |
1.618 |
6.695 |
2.618 |
6.414 |
4.250 |
5.956 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.372 |
7.370 |
PP |
7.331 |
7.327 |
S1 |
7.291 |
7.285 |
|