NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.195 |
8.492 |
0.297 |
3.6% |
8.302 |
High |
8.459 |
8.676 |
0.217 |
2.6% |
8.600 |
Low |
8.145 |
8.469 |
0.324 |
4.0% |
8.130 |
Close |
8.431 |
8.643 |
0.212 |
2.5% |
8.436 |
Range |
0.314 |
0.207 |
-0.107 |
-34.1% |
0.470 |
ATR |
0.210 |
0.212 |
0.003 |
1.2% |
0.000 |
Volume |
3,511 |
2,821 |
-690 |
-19.7% |
14,990 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.217 |
9.137 |
8.757 |
|
R3 |
9.010 |
8.930 |
8.700 |
|
R2 |
8.803 |
8.803 |
8.681 |
|
R1 |
8.723 |
8.723 |
8.662 |
8.763 |
PP |
8.596 |
8.596 |
8.596 |
8.616 |
S1 |
8.516 |
8.516 |
8.624 |
8.556 |
S2 |
8.389 |
8.389 |
8.605 |
|
S3 |
8.182 |
8.309 |
8.586 |
|
S4 |
7.975 |
8.102 |
8.529 |
|
|
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 |
8.676 |
8.096 |
0.580 |
6.7% |
0.210 |
2.4% |
94% |
True |
False |
2,747 |
10 |
8.676 |
8.096 |
0.580 |
6.7% |
0.223 |
2.6% |
94% |
True |
False |
2,626 |
20 |
9.225 |
8.096 |
1.129 |
13.1% |
0.212 |
2.4% |
48% |
False |
False |
3,339 |
40 |
9.838 |
8.096 |
1.742 |
20.2% |
0.178 |
2.1% |
31% |
False |
False |
2,421 |
60 |
9.912 |
8.096 |
1.816 |
21.0% |
0.163 |
1.9% |
30% |
False |
False |
1,904 |
80 |
9.912 |
8.096 |
1.816 |
21.0% |
0.161 |
1.9% |
30% |
False |
False |
1,667 |
100 |
9.912 |
8.096 |
1.816 |
21.0% |
0.153 |
1.8% |
30% |
False |
False |
1,456 |
120 |
9.912 |
8.096 |
1.816 |
21.0% |
0.156 |
1.8% |
30% |
False |
False |
1,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.556 |
2.618 |
9.218 |
1.618 |
9.011 |
1.000 |
8.883 |
0.618 |
8.804 |
HIGH |
8.676 |
0.618 |
8.597 |
0.500 |
8.573 |
0.382 |
8.548 |
LOW |
8.469 |
0.618 |
8.341 |
1.000 |
8.262 |
1.618 |
8.134 |
2.618 |
7.927 |
4.250 |
7.589 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.620 |
8.557 |
PP |
8.596 |
8.472 |
S1 |
8.573 |
8.386 |
|