NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.564 |
8.305 |
-0.259 |
-3.0% |
8.510 |
High |
8.600 |
8.355 |
-0.245 |
-2.8% |
8.620 |
Low |
8.325 |
8.130 |
-0.195 |
-2.3% |
8.220 |
Close |
8.357 |
8.302 |
-0.055 |
-0.7% |
8.301 |
Range |
0.275 |
0.225 |
-0.050 |
-18.2% |
0.400 |
ATR |
0.194 |
0.196 |
0.002 |
1.2% |
0.000 |
Volume |
3,371 |
2,977 |
-394 |
-11.7% |
6,864 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.937 |
8.845 |
8.426 |
|
R3 |
8.712 |
8.620 |
8.364 |
|
R2 |
8.487 |
8.487 |
8.343 |
|
R1 |
8.395 |
8.395 |
8.323 |
8.329 |
PP |
8.262 |
8.262 |
8.262 |
8.229 |
S1 |
8.170 |
8.170 |
8.281 |
8.104 |
S2 |
8.037 |
8.037 |
8.261 |
|
S3 |
7.812 |
7.945 |
8.240 |
|
S4 |
7.587 |
7.720 |
8.178 |
|
|
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 |
8.130 |
0.470 |
5.7% |
0.235 |
2.8% |
37% |
False |
True |
2,506 |
10 |
8.620 |
8.130 |
0.490 |
5.9% |
0.190 |
2.3% |
35% |
False |
True |
2,663 |
20 |
9.830 |
8.130 |
1.700 |
20.5% |
0.207 |
2.5% |
10% |
False |
True |
3,174 |
40 |
9.912 |
8.130 |
1.782 |
21.5% |
0.169 |
2.0% |
10% |
False |
True |
2,174 |
60 |
9.912 |
8.130 |
1.782 |
21.5% |
0.160 |
1.9% |
10% |
False |
True |
1,730 |
80 |
9.912 |
8.130 |
1.782 |
21.5% |
0.159 |
1.9% |
10% |
False |
True |
1,534 |
100 |
9.912 |
8.130 |
1.782 |
21.5% |
0.150 |
1.8% |
10% |
False |
True |
1,339 |
120 |
9.912 |
8.130 |
1.782 |
21.5% |
0.155 |
1.9% |
10% |
False |
True |
1,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.311 |
2.618 |
8.944 |
1.618 |
8.719 |
1.000 |
8.580 |
0.618 |
8.494 |
HIGH |
8.355 |
0.618 |
8.269 |
0.500 |
8.243 |
0.382 |
8.216 |
LOW |
8.130 |
0.618 |
7.991 |
1.000 |
7.905 |
1.618 |
7.766 |
2.618 |
7.541 |
4.250 |
7.174 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.282 |
8.365 |
PP |
8.262 |
8.344 |
S1 |
8.243 |
8.323 |
|