NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.025 |
8.250 |
0.225 |
2.8% |
8.325 |
High |
8.238 |
8.313 |
0.075 |
0.9% |
8.676 |
Low |
7.970 |
8.179 |
0.209 |
2.6% |
8.096 |
Close |
8.178 |
8.246 |
0.068 |
0.8% |
8.451 |
Range |
0.268 |
0.134 |
-0.134 |
-50.0% |
0.580 |
ATR |
0.222 |
0.216 |
-0.006 |
-2.8% |
0.000 |
Volume |
3,795 |
2,899 |
-896 |
-23.6% |
13,790 |
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.648 |
8.581 |
8.320 |
|
R3 |
8.514 |
8.447 |
8.283 |
|
R2 |
8.380 |
8.380 |
8.271 |
|
R1 |
8.313 |
8.313 |
8.258 |
8.280 |
PP |
8.246 |
8.246 |
8.246 |
8.229 |
S1 |
8.179 |
8.179 |
8.234 |
8.146 |
S2 |
8.112 |
8.112 |
8.221 |
|
S3 |
7.978 |
8.045 |
8.209 |
|
S4 |
7.844 |
7.911 |
8.172 |
|
|
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 |
8.627 |
7.970 |
0.657 |
8.0% |
0.197 |
2.4% |
42% |
False |
False |
3,299 |
10 |
8.676 |
7.970 |
0.706 |
8.6% |
0.204 |
2.5% |
39% |
False |
False |
3,023 |
20 |
8.676 |
7.970 |
0.706 |
8.6% |
0.197 |
2.4% |
39% |
False |
False |
2,843 |
40 |
9.838 |
7.970 |
1.868 |
22.7% |
0.186 |
2.3% |
15% |
False |
False |
2,676 |
60 |
9.912 |
7.970 |
1.942 |
23.6% |
0.168 |
2.0% |
14% |
False |
False |
2,106 |
80 |
9.912 |
7.970 |
1.942 |
23.6% |
0.165 |
2.0% |
14% |
False |
False |
1,814 |
100 |
9.912 |
7.970 |
1.942 |
23.6% |
0.157 |
1.9% |
14% |
False |
False |
1,591 |
120 |
9.912 |
7.970 |
1.942 |
23.6% |
0.156 |
1.9% |
14% |
False |
False |
1,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.883 |
2.618 |
8.664 |
1.618 |
8.530 |
1.000 |
8.447 |
0.618 |
8.396 |
HIGH |
8.313 |
0.618 |
8.262 |
0.500 |
8.246 |
0.382 |
8.230 |
LOW |
8.179 |
0.618 |
8.096 |
1.000 |
8.045 |
1.618 |
7.962 |
2.618 |
7.828 |
4.250 |
7.610 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.246 |
8.211 |
PP |
8.246 |
8.176 |
S1 |
8.246 |
8.142 |
|