NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 18-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.180 |
8.195 |
0.015 |
0.2% |
8.302 |
High |
8.280 |
8.459 |
0.179 |
2.2% |
8.600 |
Low |
8.096 |
8.145 |
0.049 |
0.6% |
8.130 |
Close |
8.177 |
8.431 |
0.254 |
3.1% |
8.436 |
Range |
0.184 |
0.314 |
0.130 |
70.7% |
0.470 |
ATR |
0.202 |
0.210 |
0.008 |
4.0% |
0.000 |
Volume |
2,200 |
3,511 |
1,311 |
59.6% |
14,990 |
|
Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.287 |
9.173 |
8.604 |
|
R3 |
8.973 |
8.859 |
8.517 |
|
R2 |
8.659 |
8.659 |
8.489 |
|
R1 |
8.545 |
8.545 |
8.460 |
8.602 |
PP |
8.345 |
8.345 |
8.345 |
8.374 |
S1 |
8.231 |
8.231 |
8.402 |
8.288 |
S2 |
8.031 |
8.031 |
8.373 |
|
S3 |
7.717 |
7.917 |
8.345 |
|
S4 |
7.403 |
7.603 |
8.258 |
|
|
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 |
8.515 |
8.096 |
0.419 |
5.0% |
0.214 |
2.5% |
80% |
False |
False |
2,778 |
10 |
8.600 |
8.096 |
0.504 |
6.0% |
0.219 |
2.6% |
66% |
False |
False |
2,454 |
20 |
9.314 |
8.096 |
1.218 |
14.4% |
0.212 |
2.5% |
28% |
False |
False |
3,371 |
40 |
9.838 |
8.096 |
1.742 |
20.7% |
0.175 |
2.1% |
19% |
False |
False |
2,370 |
60 |
9.912 |
8.096 |
1.816 |
21.5% |
0.161 |
1.9% |
18% |
False |
False |
1,880 |
80 |
9.912 |
8.096 |
1.816 |
21.5% |
0.161 |
1.9% |
18% |
False |
False |
1,647 |
100 |
9.912 |
8.096 |
1.816 |
21.5% |
0.153 |
1.8% |
18% |
False |
False |
1,433 |
120 |
9.912 |
8.096 |
1.816 |
21.5% |
0.157 |
1.9% |
18% |
False |
False |
1,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.794 |
2.618 |
9.281 |
1.618 |
8.967 |
1.000 |
8.773 |
0.618 |
8.653 |
HIGH |
8.459 |
0.618 |
8.339 |
0.500 |
8.302 |
0.382 |
8.265 |
LOW |
8.145 |
0.618 |
7.951 |
1.000 |
7.831 |
1.618 |
7.637 |
2.618 |
7.323 |
4.250 |
6.811 |
|
|
Fisher Pivots for day following 18-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.388 |
8.380 |
PP |
8.345 |
8.329 |
S1 |
8.302 |
8.278 |
|