NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.310 |
8.130 |
-0.180 |
-2.2% |
8.325 |
High |
8.320 |
8.130 |
-0.190 |
-2.3% |
8.676 |
Low |
8.125 |
7.970 |
-0.155 |
-1.9% |
8.096 |
Close |
8.144 |
8.028 |
-0.116 |
-1.4% |
8.451 |
Range |
0.195 |
0.160 |
-0.035 |
-17.9% |
0.580 |
ATR |
0.222 |
0.219 |
-0.003 |
-1.6% |
0.000 |
Volume |
2,199 |
3,669 |
1,470 |
66.8% |
13,790 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.523 |
8.435 |
8.116 |
|
R3 |
8.363 |
8.275 |
8.072 |
|
R2 |
8.203 |
8.203 |
8.057 |
|
R1 |
8.115 |
8.115 |
8.043 |
8.079 |
PP |
8.043 |
8.043 |
8.043 |
8.025 |
S1 |
7.955 |
7.955 |
8.013 |
7.919 |
S2 |
7.883 |
7.883 |
7.999 |
|
S3 |
7.723 |
7.795 |
7.984 |
|
S4 |
7.563 |
7.635 |
7.940 |
|
|
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 |
7.970 |
0.706 |
8.8% |
0.221 |
2.7% |
8% |
False |
True |
3,227 |
10 |
8.676 |
7.970 |
0.706 |
8.8% |
0.213 |
2.7% |
8% |
False |
True |
2,988 |
20 |
8.801 |
7.970 |
0.831 |
10.4% |
0.207 |
2.6% |
7% |
False |
True |
2,888 |
40 |
9.838 |
7.970 |
1.868 |
23.3% |
0.182 |
2.3% |
3% |
False |
True |
2,563 |
60 |
9.912 |
7.970 |
1.942 |
24.2% |
0.165 |
2.1% |
3% |
False |
True |
2,020 |
80 |
9.912 |
7.970 |
1.942 |
24.2% |
0.164 |
2.0% |
3% |
False |
True |
1,747 |
100 |
9.912 |
7.970 |
1.942 |
24.2% |
0.155 |
1.9% |
3% |
False |
True |
1,531 |
120 |
9.912 |
7.970 |
1.942 |
24.2% |
0.155 |
1.9% |
3% |
False |
True |
1,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.810 |
2.618 |
8.549 |
1.618 |
8.389 |
1.000 |
8.290 |
0.618 |
8.229 |
HIGH |
8.130 |
0.618 |
8.069 |
0.500 |
8.050 |
0.382 |
8.031 |
LOW |
7.970 |
0.618 |
7.871 |
1.000 |
7.810 |
1.618 |
7.711 |
2.618 |
7.551 |
4.250 |
7.290 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.050 |
8.299 |
PP |
8.043 |
8.208 |
S1 |
8.035 |
8.118 |
|