NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.485 |
8.302 |
-0.183 |
-2.2% |
8.510 |
High |
8.485 |
8.437 |
-0.048 |
-0.6% |
8.620 |
Low |
8.220 |
8.239 |
0.019 |
0.2% |
8.220 |
Close |
8.301 |
8.268 |
-0.033 |
-0.4% |
8.301 |
Range |
0.265 |
0.198 |
-0.067 |
-25.3% |
0.400 |
ATR |
0.182 |
0.183 |
0.001 |
0.6% |
0.000 |
Volume |
1,422 |
2,415 |
993 |
69.8% |
6,864 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.909 |
8.786 |
8.377 |
|
R3 |
8.711 |
8.588 |
8.322 |
|
R2 |
8.513 |
8.513 |
8.304 |
|
R1 |
8.390 |
8.390 |
8.286 |
8.353 |
PP |
8.315 |
8.315 |
8.315 |
8.296 |
S1 |
8.192 |
8.192 |
8.250 |
8.155 |
S2 |
8.117 |
8.117 |
8.232 |
|
S3 |
7.919 |
7.994 |
8.214 |
|
S4 |
7.721 |
7.796 |
8.159 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.580 |
9.341 |
8.521 |
|
R3 |
9.180 |
8.941 |
8.411 |
|
R2 |
8.780 |
8.780 |
8.374 |
|
R1 |
8.541 |
8.541 |
8.338 |
8.461 |
PP |
8.380 |
8.380 |
8.380 |
8.340 |
S1 |
8.141 |
8.141 |
8.264 |
8.061 |
S2 |
7.980 |
7.980 |
8.228 |
|
S3 |
7.580 |
7.741 |
8.191 |
|
S4 |
7.180 |
7.341 |
8.081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.620 |
8.220 |
0.400 |
4.8% |
0.166 |
2.0% |
12% |
False |
False |
1,586 |
10 |
8.801 |
8.220 |
0.581 |
7.0% |
0.194 |
2.3% |
8% |
False |
False |
3,551 |
20 |
9.830 |
8.220 |
1.610 |
19.5% |
0.190 |
2.3% |
3% |
False |
False |
2,977 |
40 |
9.912 |
8.220 |
1.692 |
20.5% |
0.159 |
1.9% |
3% |
False |
False |
2,002 |
60 |
9.912 |
8.220 |
1.692 |
20.5% |
0.156 |
1.9% |
3% |
False |
False |
1,608 |
80 |
9.912 |
8.220 |
1.692 |
20.5% |
0.152 |
1.8% |
3% |
False |
False |
1,439 |
100 |
9.912 |
8.220 |
1.692 |
20.5% |
0.148 |
1.8% |
3% |
False |
False |
1,264 |
120 |
9.912 |
8.220 |
1.692 |
20.5% |
0.154 |
1.9% |
3% |
False |
False |
1,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.279 |
2.618 |
8.955 |
1.618 |
8.757 |
1.000 |
8.635 |
0.618 |
8.559 |
HIGH |
8.437 |
0.618 |
8.361 |
0.500 |
8.338 |
0.382 |
8.315 |
LOW |
8.239 |
0.618 |
8.117 |
1.000 |
8.041 |
1.618 |
7.919 |
2.618 |
7.721 |
4.250 |
7.398 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.338 |
8.410 |
PP |
8.315 |
8.363 |
S1 |
8.291 |
8.315 |
|