NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.302 |
8.350 |
0.048 |
0.6% |
8.510 |
High |
8.437 |
8.512 |
0.075 |
0.9% |
8.620 |
Low |
8.239 |
8.300 |
0.061 |
0.7% |
8.220 |
Close |
8.268 |
8.484 |
0.216 |
2.6% |
8.301 |
Range |
0.198 |
0.212 |
0.014 |
7.1% |
0.400 |
ATR |
0.183 |
0.188 |
0.004 |
2.4% |
0.000 |
Volume |
2,415 |
2,345 |
-70 |
-2.9% |
6,864 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.068 |
8.988 |
8.601 |
|
R3 |
8.856 |
8.776 |
8.542 |
|
R2 |
8.644 |
8.644 |
8.523 |
|
R1 |
8.564 |
8.564 |
8.503 |
8.604 |
PP |
8.432 |
8.432 |
8.432 |
8.452 |
S1 |
8.352 |
8.352 |
8.465 |
8.392 |
S2 |
8.220 |
8.220 |
8.445 |
|
S3 |
8.008 |
8.140 |
8.426 |
|
S4 |
7.796 |
7.928 |
8.367 |
|
|
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 |
4.7% |
0.189 |
2.2% |
66% |
False |
False |
1,755 |
10 |
8.801 |
8.220 |
0.581 |
6.8% |
0.201 |
2.4% |
45% |
False |
False |
2,787 |
20 |
9.830 |
8.220 |
1.610 |
19.0% |
0.194 |
2.3% |
16% |
False |
False |
3,032 |
40 |
9.912 |
8.220 |
1.692 |
19.9% |
0.162 |
1.9% |
16% |
False |
False |
2,045 |
60 |
9.912 |
8.220 |
1.692 |
19.9% |
0.156 |
1.8% |
16% |
False |
False |
1,640 |
80 |
9.912 |
8.220 |
1.692 |
19.9% |
0.154 |
1.8% |
16% |
False |
False |
1,461 |
100 |
9.912 |
8.220 |
1.692 |
19.9% |
0.149 |
1.8% |
16% |
False |
False |
1,283 |
120 |
9.912 |
8.220 |
1.692 |
19.9% |
0.154 |
1.8% |
16% |
False |
False |
1,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.413 |
2.618 |
9.067 |
1.618 |
8.855 |
1.000 |
8.724 |
0.618 |
8.643 |
HIGH |
8.512 |
0.618 |
8.431 |
0.500 |
8.406 |
0.382 |
8.381 |
LOW |
8.300 |
0.618 |
8.169 |
1.000 |
8.088 |
1.618 |
7.957 |
2.618 |
7.745 |
4.250 |
7.399 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.458 |
8.445 |
PP |
8.432 |
8.405 |
S1 |
8.406 |
8.366 |
|