NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
7.027 |
6.848 |
-0.179 |
-2.5% |
6.860 |
| High |
7.186 |
6.953 |
-0.233 |
-3.2% |
7.505 |
| Low |
6.826 |
6.770 |
-0.056 |
-0.8% |
6.753 |
| Close |
6.846 |
6.863 |
0.017 |
0.2% |
7.073 |
| Range |
0.360 |
0.183 |
-0.177 |
-49.2% |
0.752 |
| ATR |
0.324 |
0.314 |
-0.010 |
-3.1% |
0.000 |
| Volume |
77,119 |
86,873 |
9,754 |
12.6% |
272,989 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.411 |
7.320 |
6.964 |
|
| R3 |
7.228 |
7.137 |
6.913 |
|
| R2 |
7.045 |
7.045 |
6.897 |
|
| R1 |
6.954 |
6.954 |
6.880 |
7.000 |
| PP |
6.862 |
6.862 |
6.862 |
6.885 |
| S1 |
6.771 |
6.771 |
6.846 |
6.817 |
| S2 |
6.679 |
6.679 |
6.829 |
|
| S3 |
6.496 |
6.588 |
6.813 |
|
| S4 |
6.313 |
6.405 |
6.762 |
|
|
| 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 |
6.770 |
0.735 |
10.7% |
0.303 |
4.4% |
13% |
False |
True |
67,549 |
| 10 |
7.505 |
6.744 |
0.761 |
11.1% |
0.296 |
4.3% |
16% |
False |
False |
56,964 |
| 20 |
7.505 |
6.700 |
0.805 |
11.7% |
0.338 |
4.9% |
20% |
False |
False |
44,864 |
| 40 |
8.115 |
6.230 |
1.885 |
27.5% |
0.314 |
4.6% |
34% |
False |
False |
28,862 |
| 60 |
8.115 |
6.230 |
1.885 |
27.5% |
0.297 |
4.3% |
34% |
False |
False |
22,751 |
| 80 |
8.732 |
6.230 |
2.502 |
36.5% |
0.271 |
4.0% |
25% |
False |
False |
17,955 |
| 100 |
9.185 |
6.230 |
2.955 |
43.1% |
0.245 |
3.6% |
21% |
False |
False |
14,721 |
| 120 |
9.290 |
6.230 |
3.060 |
44.6% |
0.229 |
3.3% |
21% |
False |
False |
12,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.731 |
|
2.618 |
7.432 |
|
1.618 |
7.249 |
|
1.000 |
7.136 |
|
0.618 |
7.066 |
|
HIGH |
6.953 |
|
0.618 |
6.883 |
|
0.500 |
6.862 |
|
0.382 |
6.840 |
|
LOW |
6.770 |
|
0.618 |
6.657 |
|
1.000 |
6.587 |
|
1.618 |
6.474 |
|
2.618 |
6.291 |
|
4.250 |
5.992 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.863 |
7.092 |
| PP |
6.862 |
7.016 |
| S1 |
6.862 |
6.939 |
|