NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6.936 |
7.011 |
0.075 |
1.1% |
6.860 |
| High |
7.080 |
7.117 |
0.037 |
0.5% |
7.505 |
| Low |
6.835 |
6.846 |
0.011 |
0.2% |
6.753 |
| Close |
7.010 |
6.876 |
-0.134 |
-1.9% |
7.073 |
| Range |
0.245 |
0.271 |
0.026 |
10.6% |
0.752 |
| ATR |
0.309 |
0.306 |
-0.003 |
-0.9% |
0.000 |
| Volume |
76,069 |
74,295 |
-1,774 |
-2.3% |
272,989 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.759 |
7.589 |
7.025 |
|
| R3 |
7.488 |
7.318 |
6.951 |
|
| R2 |
7.217 |
7.217 |
6.926 |
|
| R1 |
7.047 |
7.047 |
6.901 |
6.997 |
| PP |
6.946 |
6.946 |
6.946 |
6.921 |
| S1 |
6.776 |
6.776 |
6.851 |
6.726 |
| S2 |
6.675 |
6.675 |
6.826 |
|
| S3 |
6.404 |
6.505 |
6.801 |
|
| S4 |
6.133 |
6.234 |
6.727 |
|
|
| 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 |
7.414 |
6.770 |
0.644 |
9.4% |
0.289 |
4.2% |
16% |
False |
False |
71,661 |
| 10 |
7.505 |
6.753 |
0.752 |
10.9% |
0.298 |
4.3% |
16% |
False |
False |
64,195 |
| 20 |
7.505 |
6.700 |
0.805 |
11.7% |
0.318 |
4.6% |
22% |
False |
False |
49,083 |
| 40 |
7.959 |
6.230 |
1.729 |
25.1% |
0.307 |
4.5% |
37% |
False |
False |
31,987 |
| 60 |
8.115 |
6.230 |
1.885 |
27.4% |
0.297 |
4.3% |
34% |
False |
False |
25,136 |
| 80 |
8.379 |
6.230 |
2.149 |
31.3% |
0.273 |
4.0% |
30% |
False |
False |
19,730 |
| 100 |
9.185 |
6.230 |
2.955 |
43.0% |
0.248 |
3.6% |
22% |
False |
False |
16,210 |
| 120 |
9.290 |
6.230 |
3.060 |
44.5% |
0.231 |
3.4% |
21% |
False |
False |
13,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.269 |
|
2.618 |
7.826 |
|
1.618 |
7.555 |
|
1.000 |
7.388 |
|
0.618 |
7.284 |
|
HIGH |
7.117 |
|
0.618 |
7.013 |
|
0.500 |
6.982 |
|
0.382 |
6.950 |
|
LOW |
6.846 |
|
0.618 |
6.679 |
|
1.000 |
6.575 |
|
1.618 |
6.408 |
|
2.618 |
6.137 |
|
4.250 |
5.694 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.982 |
6.944 |
| PP |
6.946 |
6.921 |
| S1 |
6.911 |
6.899 |
|