NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.305 |
8.334 |
0.029 |
0.3% |
8.302 |
High |
8.355 |
8.515 |
0.160 |
1.9% |
8.600 |
Low |
8.130 |
8.334 |
0.204 |
2.5% |
8.130 |
Close |
8.302 |
8.436 |
0.134 |
1.6% |
8.436 |
Range |
0.225 |
0.181 |
-0.044 |
-19.6% |
0.470 |
ATR |
0.196 |
0.197 |
0.001 |
0.6% |
0.000 |
Volume |
2,977 |
3,882 |
905 |
30.4% |
14,990 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.971 |
8.885 |
8.536 |
|
R3 |
8.790 |
8.704 |
8.486 |
|
R2 |
8.609 |
8.609 |
8.469 |
|
R1 |
8.523 |
8.523 |
8.453 |
8.566 |
PP |
8.428 |
8.428 |
8.428 |
8.450 |
S1 |
8.342 |
8.342 |
8.419 |
8.385 |
S2 |
8.247 |
8.247 |
8.403 |
|
S3 |
8.066 |
8.161 |
8.386 |
|
S4 |
7.885 |
7.980 |
8.336 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.799 |
9.587 |
8.695 |
|
R3 |
9.329 |
9.117 |
8.565 |
|
R2 |
8.859 |
8.859 |
8.522 |
|
R1 |
8.647 |
8.647 |
8.479 |
8.753 |
PP |
8.389 |
8.389 |
8.389 |
8.442 |
S1 |
8.177 |
8.177 |
8.393 |
8.283 |
S2 |
7.919 |
7.919 |
8.350 |
|
S3 |
7.449 |
7.707 |
8.307 |
|
S4 |
6.979 |
7.237 |
8.178 |
|
|
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 |
5.6% |
0.218 |
2.6% |
65% |
False |
False |
2,998 |
10 |
8.620 |
8.130 |
0.490 |
5.8% |
0.193 |
2.3% |
62% |
False |
False |
2,185 |
20 |
9.740 |
8.130 |
1.610 |
19.1% |
0.208 |
2.5% |
19% |
False |
False |
3,299 |
40 |
9.912 |
8.130 |
1.782 |
21.1% |
0.168 |
2.0% |
17% |
False |
False |
2,263 |
60 |
9.912 |
8.130 |
1.782 |
21.1% |
0.159 |
1.9% |
17% |
False |
False |
1,786 |
80 |
9.912 |
8.130 |
1.782 |
21.1% |
0.158 |
1.9% |
17% |
False |
False |
1,580 |
100 |
9.912 |
8.130 |
1.782 |
21.1% |
0.151 |
1.8% |
17% |
False |
False |
1,372 |
120 |
9.912 |
8.130 |
1.782 |
21.1% |
0.156 |
1.8% |
17% |
False |
False |
1,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.284 |
2.618 |
8.989 |
1.618 |
8.808 |
1.000 |
8.696 |
0.618 |
8.627 |
HIGH |
8.515 |
0.618 |
8.446 |
0.500 |
8.425 |
0.382 |
8.403 |
LOW |
8.334 |
0.618 |
8.222 |
1.000 |
8.153 |
1.618 |
8.041 |
2.618 |
7.860 |
4.250 |
7.565 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.432 |
8.412 |
PP |
8.428 |
8.389 |
S1 |
8.425 |
8.365 |
|