NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.613 |
8.310 |
-0.303 |
-3.5% |
8.325 |
High |
8.627 |
8.320 |
-0.307 |
-3.6% |
8.676 |
Low |
8.400 |
8.125 |
-0.275 |
-3.3% |
8.096 |
Close |
8.451 |
8.144 |
-0.307 |
-3.6% |
8.451 |
Range |
0.227 |
0.195 |
-0.032 |
-14.1% |
0.580 |
ATR |
0.214 |
0.222 |
0.008 |
3.7% |
0.000 |
Volume |
3,937 |
2,199 |
-1,738 |
-44.1% |
13,790 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.781 |
8.658 |
8.251 |
|
R3 |
8.586 |
8.463 |
8.198 |
|
R2 |
8.391 |
8.391 |
8.180 |
|
R1 |
8.268 |
8.268 |
8.162 |
8.232 |
PP |
8.196 |
8.196 |
8.196 |
8.179 |
S1 |
8.073 |
8.073 |
8.126 |
8.037 |
S2 |
8.001 |
8.001 |
8.108 |
|
S3 |
7.806 |
7.878 |
8.090 |
|
S4 |
7.611 |
7.683 |
8.037 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.148 |
9.879 |
8.770 |
|
R3 |
9.568 |
9.299 |
8.611 |
|
R2 |
8.988 |
8.988 |
8.557 |
|
R1 |
8.719 |
8.719 |
8.504 |
8.854 |
PP |
8.408 |
8.408 |
8.408 |
8.475 |
S1 |
8.139 |
8.139 |
8.398 |
8.274 |
S2 |
7.828 |
7.828 |
8.345 |
|
S3 |
7.248 |
7.559 |
8.292 |
|
S4 |
6.668 |
6.979 |
8.132 |
|
|
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 |
7.1% |
0.225 |
2.8% |
8% |
False |
False |
2,933 |
10 |
8.676 |
8.096 |
0.580 |
7.1% |
0.219 |
2.7% |
8% |
False |
False |
2,856 |
20 |
8.801 |
8.096 |
0.705 |
8.7% |
0.206 |
2.5% |
7% |
False |
False |
3,204 |
40 |
9.838 |
8.096 |
1.742 |
21.4% |
0.181 |
2.2% |
3% |
False |
False |
2,525 |
60 |
9.912 |
8.096 |
1.816 |
22.3% |
0.164 |
2.0% |
3% |
False |
False |
1,966 |
80 |
9.912 |
8.096 |
1.816 |
22.3% |
0.163 |
2.0% |
3% |
False |
False |
1,709 |
100 |
9.912 |
8.096 |
1.816 |
22.3% |
0.155 |
1.9% |
3% |
False |
False |
1,505 |
120 |
9.912 |
8.096 |
1.816 |
22.3% |
0.156 |
1.9% |
3% |
False |
False |
1,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.149 |
2.618 |
8.831 |
1.618 |
8.636 |
1.000 |
8.515 |
0.618 |
8.441 |
HIGH |
8.320 |
0.618 |
8.246 |
0.500 |
8.223 |
0.382 |
8.199 |
LOW |
8.125 |
0.618 |
8.004 |
1.000 |
7.930 |
1.618 |
7.809 |
2.618 |
7.614 |
4.250 |
7.296 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.223 |
8.401 |
PP |
8.196 |
8.315 |
S1 |
8.170 |
8.230 |
|