NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.130 |
8.025 |
-0.105 |
-1.3% |
8.325 |
High |
8.130 |
8.238 |
0.108 |
1.3% |
8.676 |
Low |
7.970 |
7.970 |
0.000 |
0.0% |
8.096 |
Close |
8.028 |
8.178 |
0.150 |
1.9% |
8.451 |
Range |
0.160 |
0.268 |
0.108 |
67.5% |
0.580 |
ATR |
0.219 |
0.222 |
0.004 |
1.6% |
0.000 |
Volume |
3,669 |
3,795 |
126 |
3.4% |
13,790 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.933 |
8.823 |
8.325 |
|
R3 |
8.665 |
8.555 |
8.252 |
|
R2 |
8.397 |
8.397 |
8.227 |
|
R1 |
8.287 |
8.287 |
8.203 |
8.342 |
PP |
8.129 |
8.129 |
8.129 |
8.156 |
S1 |
8.019 |
8.019 |
8.153 |
8.074 |
S2 |
7.861 |
7.861 |
8.129 |
|
S3 |
7.593 |
7.751 |
8.104 |
|
S4 |
7.325 |
7.483 |
8.031 |
|
|
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 |
8.6% |
0.211 |
2.6% |
29% |
False |
True |
3,284 |
10 |
8.676 |
7.970 |
0.706 |
8.6% |
0.213 |
2.6% |
29% |
False |
True |
3,031 |
20 |
8.800 |
7.970 |
0.830 |
10.1% |
0.210 |
2.6% |
25% |
False |
True |
2,798 |
40 |
9.838 |
7.970 |
1.868 |
22.8% |
0.186 |
2.3% |
11% |
False |
True |
2,641 |
60 |
9.912 |
7.970 |
1.942 |
23.7% |
0.167 |
2.0% |
11% |
False |
True |
2,074 |
80 |
9.912 |
7.970 |
1.942 |
23.7% |
0.165 |
2.0% |
11% |
False |
True |
1,787 |
100 |
9.912 |
7.970 |
1.942 |
23.7% |
0.157 |
1.9% |
11% |
False |
True |
1,564 |
120 |
9.912 |
7.970 |
1.942 |
23.7% |
0.156 |
1.9% |
11% |
False |
True |
1,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.377 |
2.618 |
8.940 |
1.618 |
8.672 |
1.000 |
8.506 |
0.618 |
8.404 |
HIGH |
8.238 |
0.618 |
8.136 |
0.500 |
8.104 |
0.382 |
8.072 |
LOW |
7.970 |
0.618 |
7.804 |
1.000 |
7.702 |
1.618 |
7.536 |
2.618 |
7.268 |
4.250 |
6.831 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.153 |
8.167 |
PP |
8.129 |
8.156 |
S1 |
8.104 |
8.145 |
|