NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.334 |
8.325 |
-0.009 |
-0.1% |
8.302 |
High |
8.515 |
8.325 |
-0.190 |
-2.2% |
8.600 |
Low |
8.334 |
8.160 |
-0.174 |
-2.1% |
8.130 |
Close |
8.436 |
8.182 |
-0.254 |
-3.0% |
8.436 |
Range |
0.181 |
0.165 |
-0.016 |
-8.8% |
0.470 |
ATR |
0.197 |
0.203 |
0.006 |
2.8% |
0.000 |
Volume |
3,882 |
1,321 |
-2,561 |
-66.0% |
14,990 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.717 |
8.615 |
8.273 |
|
R3 |
8.552 |
8.450 |
8.227 |
|
R2 |
8.387 |
8.387 |
8.212 |
|
R1 |
8.285 |
8.285 |
8.197 |
8.254 |
PP |
8.222 |
8.222 |
8.222 |
8.207 |
S1 |
8.120 |
8.120 |
8.167 |
8.089 |
S2 |
8.057 |
8.057 |
8.152 |
|
S3 |
7.892 |
7.955 |
8.137 |
|
S4 |
7.727 |
7.790 |
8.091 |
|
|
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 |
5.7% |
0.212 |
2.6% |
11% |
False |
False |
2,779 |
10 |
8.620 |
8.130 |
0.490 |
6.0% |
0.189 |
2.3% |
11% |
False |
False |
2,182 |
20 |
9.620 |
8.130 |
1.490 |
18.2% |
0.209 |
2.6% |
3% |
False |
False |
3,320 |
40 |
9.838 |
8.130 |
1.708 |
20.9% |
0.167 |
2.0% |
3% |
False |
False |
2,271 |
60 |
9.912 |
8.130 |
1.782 |
21.8% |
0.160 |
2.0% |
3% |
False |
False |
1,799 |
80 |
9.912 |
8.130 |
1.782 |
21.8% |
0.158 |
1.9% |
3% |
False |
False |
1,591 |
100 |
9.912 |
8.130 |
1.782 |
21.8% |
0.151 |
1.8% |
3% |
False |
False |
1,381 |
120 |
9.912 |
8.130 |
1.782 |
21.8% |
0.155 |
1.9% |
3% |
False |
False |
1,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.026 |
2.618 |
8.757 |
1.618 |
8.592 |
1.000 |
8.490 |
0.618 |
8.427 |
HIGH |
8.325 |
0.618 |
8.262 |
0.500 |
8.243 |
0.382 |
8.223 |
LOW |
8.160 |
0.618 |
8.058 |
1.000 |
7.995 |
1.618 |
7.893 |
2.618 |
7.728 |
4.250 |
7.459 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.243 |
8.323 |
PP |
8.222 |
8.276 |
S1 |
8.202 |
8.229 |
|