NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 17-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.325 |
8.180 |
-0.145 |
-1.7% |
8.302 |
High |
8.325 |
8.280 |
-0.045 |
-0.5% |
8.600 |
Low |
8.160 |
8.096 |
-0.064 |
-0.8% |
8.130 |
Close |
8.182 |
8.177 |
-0.005 |
-0.1% |
8.436 |
Range |
0.165 |
0.184 |
0.019 |
11.5% |
0.470 |
ATR |
0.203 |
0.202 |
-0.001 |
-0.7% |
0.000 |
Volume |
1,321 |
2,200 |
879 |
66.5% |
14,990 |
|
Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.736 |
8.641 |
8.278 |
|
R3 |
8.552 |
8.457 |
8.228 |
|
R2 |
8.368 |
8.368 |
8.211 |
|
R1 |
8.273 |
8.273 |
8.194 |
8.229 |
PP |
8.184 |
8.184 |
8.184 |
8.162 |
S1 |
8.089 |
8.089 |
8.160 |
8.045 |
S2 |
8.000 |
8.000 |
8.143 |
|
S3 |
7.816 |
7.905 |
8.126 |
|
S4 |
7.632 |
7.721 |
8.076 |
|
|
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 |
8.096 |
0.504 |
6.2% |
0.206 |
2.5% |
16% |
False |
True |
2,750 |
10 |
8.620 |
8.096 |
0.524 |
6.4% |
0.198 |
2.4% |
15% |
False |
True |
2,253 |
20 |
9.518 |
8.096 |
1.422 |
17.4% |
0.210 |
2.6% |
6% |
False |
True |
3,295 |
40 |
9.838 |
8.096 |
1.742 |
21.3% |
0.168 |
2.1% |
5% |
False |
True |
2,294 |
60 |
9.912 |
8.096 |
1.816 |
22.2% |
0.159 |
1.9% |
4% |
False |
True |
1,829 |
80 |
9.912 |
8.096 |
1.816 |
22.2% |
0.159 |
1.9% |
4% |
False |
True |
1,608 |
100 |
9.912 |
8.096 |
1.816 |
22.2% |
0.152 |
1.9% |
4% |
False |
True |
1,400 |
120 |
9.912 |
8.096 |
1.816 |
22.2% |
0.156 |
1.9% |
4% |
False |
True |
1,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.062 |
2.618 |
8.762 |
1.618 |
8.578 |
1.000 |
8.464 |
0.618 |
8.394 |
HIGH |
8.280 |
0.618 |
8.210 |
0.500 |
8.188 |
0.382 |
8.166 |
LOW |
8.096 |
0.618 |
7.982 |
1.000 |
7.912 |
1.618 |
7.798 |
2.618 |
7.614 |
4.250 |
7.314 |
|
|
Fisher Pivots for day following 17-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.188 |
8.306 |
PP |
8.184 |
8.263 |
S1 |
8.181 |
8.220 |
|