NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8.350 |
8.564 |
0.214 |
2.6% |
8.510 |
| High |
8.512 |
8.600 |
0.088 |
1.0% |
8.620 |
| Low |
8.300 |
8.325 |
0.025 |
0.3% |
8.220 |
| Close |
8.484 |
8.357 |
-0.127 |
-1.5% |
8.301 |
| Range |
0.212 |
0.275 |
0.063 |
29.7% |
0.400 |
| ATR |
0.188 |
0.194 |
0.006 |
3.3% |
0.000 |
| Volume |
2,345 |
3,371 |
1,026 |
43.8% |
6,864 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.252 |
9.080 |
8.508 |
|
| R3 |
8.977 |
8.805 |
8.433 |
|
| R2 |
8.702 |
8.702 |
8.407 |
|
| R1 |
8.530 |
8.530 |
8.382 |
8.479 |
| PP |
8.427 |
8.427 |
8.427 |
8.402 |
| S1 |
8.255 |
8.255 |
8.332 |
8.204 |
| S2 |
8.152 |
8.152 |
8.307 |
|
| S3 |
7.877 |
7.980 |
8.281 |
|
| S4 |
7.602 |
7.705 |
8.206 |
|
|
| 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 |
8.600 |
8.220 |
0.380 |
4.5% |
0.225 |
2.7% |
36% |
True |
False |
2,130 |
| 10 |
8.800 |
8.220 |
0.580 |
6.9% |
0.208 |
2.5% |
24% |
False |
False |
2,565 |
| 20 |
9.830 |
8.220 |
1.610 |
19.3% |
0.204 |
2.4% |
9% |
False |
False |
3,150 |
| 40 |
9.912 |
8.220 |
1.692 |
20.2% |
0.166 |
2.0% |
8% |
False |
False |
2,117 |
| 60 |
9.912 |
8.220 |
1.692 |
20.2% |
0.158 |
1.9% |
8% |
False |
False |
1,689 |
| 80 |
9.912 |
8.220 |
1.692 |
20.2% |
0.156 |
1.9% |
8% |
False |
False |
1,500 |
| 100 |
9.912 |
8.220 |
1.692 |
20.2% |
0.151 |
1.8% |
8% |
False |
False |
1,313 |
| 120 |
9.912 |
8.220 |
1.692 |
20.2% |
0.155 |
1.9% |
8% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.769 |
|
2.618 |
9.320 |
|
1.618 |
9.045 |
|
1.000 |
8.875 |
|
0.618 |
8.770 |
|
HIGH |
8.600 |
|
0.618 |
8.495 |
|
0.500 |
8.463 |
|
0.382 |
8.430 |
|
LOW |
8.325 |
|
0.618 |
8.155 |
|
1.000 |
8.050 |
|
1.618 |
7.880 |
|
2.618 |
7.605 |
|
4.250 |
7.156 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.463 |
8.420 |
| PP |
8.427 |
8.399 |
| S1 |
8.392 |
8.378 |
|