NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.398 |
7.027 |
-0.371 |
-5.0% |
6.860 |
High |
7.414 |
7.186 |
-0.228 |
-3.1% |
7.505 |
Low |
7.026 |
6.826 |
-0.200 |
-2.8% |
6.753 |
Close |
7.073 |
6.846 |
-0.227 |
-3.2% |
7.073 |
Range |
0.388 |
0.360 |
-0.028 |
-7.2% |
0.752 |
ATR |
0.321 |
0.324 |
0.003 |
0.9% |
0.000 |
Volume |
43,951 |
77,119 |
33,168 |
75.5% |
272,989 |
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.033 |
7.799 |
7.044 |
|
R3 |
7.673 |
7.439 |
6.945 |
|
R2 |
7.313 |
7.313 |
6.912 |
|
R1 |
7.079 |
7.079 |
6.879 |
7.016 |
PP |
6.953 |
6.953 |
6.953 |
6.921 |
S1 |
6.719 |
6.719 |
6.813 |
6.656 |
S2 |
6.593 |
6.593 |
6.780 |
|
S3 |
6.233 |
6.359 |
6.747 |
|
S4 |
5.873 |
5.999 |
6.648 |
|
|
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 |
6.826 |
0.679 |
9.9% |
0.345 |
5.0% |
3% |
False |
True |
62,679 |
10 |
7.505 |
6.744 |
0.761 |
11.1% |
0.300 |
4.4% |
13% |
False |
False |
51,362 |
20 |
7.505 |
6.612 |
0.893 |
13.0% |
0.337 |
4.9% |
26% |
False |
False |
42,273 |
40 |
8.115 |
6.230 |
1.885 |
27.5% |
0.317 |
4.6% |
33% |
False |
False |
27,332 |
60 |
8.115 |
6.230 |
1.885 |
27.5% |
0.297 |
4.3% |
33% |
False |
False |
21,358 |
80 |
8.842 |
6.230 |
2.612 |
38.2% |
0.271 |
4.0% |
24% |
False |
False |
16,893 |
100 |
9.185 |
6.230 |
2.955 |
43.2% |
0.244 |
3.6% |
21% |
False |
False |
13,878 |
120 |
9.290 |
6.230 |
3.060 |
44.7% |
0.229 |
3.3% |
20% |
False |
False |
11,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.716 |
2.618 |
8.128 |
1.618 |
7.768 |
1.000 |
7.546 |
0.618 |
7.408 |
HIGH |
7.186 |
0.618 |
7.048 |
0.500 |
7.006 |
0.382 |
6.964 |
LOW |
6.826 |
0.618 |
6.604 |
1.000 |
6.466 |
1.618 |
6.244 |
2.618 |
5.884 |
4.250 |
5.296 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.006 |
7.129 |
PP |
6.953 |
7.034 |
S1 |
6.899 |
6.940 |
|