NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.240 |
7.398 |
0.158 |
2.2% |
6.860 |
High |
7.431 |
7.414 |
-0.017 |
-0.2% |
7.505 |
Low |
7.150 |
7.026 |
-0.124 |
-1.7% |
6.753 |
Close |
7.412 |
7.073 |
-0.339 |
-4.6% |
7.073 |
Range |
0.281 |
0.388 |
0.107 |
38.1% |
0.752 |
ATR |
0.316 |
0.321 |
0.005 |
1.6% |
0.000 |
Volume |
59,219 |
43,951 |
-15,268 |
-25.8% |
272,989 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.335 |
8.092 |
7.286 |
|
R3 |
7.947 |
7.704 |
7.180 |
|
R2 |
7.559 |
7.559 |
7.144 |
|
R1 |
7.316 |
7.316 |
7.109 |
7.244 |
PP |
7.171 |
7.171 |
7.171 |
7.135 |
S1 |
6.928 |
6.928 |
7.037 |
6.856 |
S2 |
6.783 |
6.783 |
7.002 |
|
S3 |
6.395 |
6.540 |
6.966 |
|
S4 |
6.007 |
6.152 |
6.860 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.366 |
8.972 |
7.487 |
|
R3 |
8.614 |
8.220 |
7.280 |
|
R2 |
7.862 |
7.862 |
7.211 |
|
R1 |
7.468 |
7.468 |
7.142 |
7.665 |
PP |
7.110 |
7.110 |
7.110 |
7.209 |
S1 |
6.716 |
6.716 |
7.004 |
6.913 |
S2 |
6.358 |
6.358 |
6.935 |
|
S3 |
5.606 |
5.964 |
6.866 |
|
S4 |
4.854 |
5.212 |
6.659 |
|
|
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 |
10.6% |
0.342 |
4.8% |
43% |
False |
False |
54,597 |
10 |
7.505 |
6.744 |
0.761 |
10.8% |
0.300 |
4.2% |
43% |
False |
False |
46,471 |
20 |
7.505 |
6.230 |
1.275 |
18.0% |
0.345 |
4.9% |
66% |
False |
False |
39,149 |
40 |
8.115 |
6.230 |
1.885 |
26.7% |
0.315 |
4.5% |
45% |
False |
False |
26,024 |
60 |
8.115 |
6.230 |
1.885 |
26.7% |
0.295 |
4.2% |
45% |
False |
False |
20,112 |
80 |
8.995 |
6.230 |
2.765 |
39.1% |
0.269 |
3.8% |
30% |
False |
False |
15,958 |
100 |
9.290 |
6.230 |
3.060 |
43.3% |
0.243 |
3.4% |
28% |
False |
False |
13,122 |
120 |
9.290 |
6.230 |
3.060 |
43.3% |
0.227 |
3.2% |
28% |
False |
False |
11,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.063 |
2.618 |
8.430 |
1.618 |
8.042 |
1.000 |
7.802 |
0.618 |
7.654 |
HIGH |
7.414 |
0.618 |
7.266 |
0.500 |
7.220 |
0.382 |
7.174 |
LOW |
7.026 |
0.618 |
6.786 |
1.000 |
6.638 |
1.618 |
6.398 |
2.618 |
6.010 |
4.250 |
5.377 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.220 |
7.266 |
PP |
7.171 |
7.201 |
S1 |
7.122 |
7.137 |
|