NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.250 |
8.240 |
-0.010 |
-0.1% |
8.310 |
High |
8.313 |
8.400 |
0.087 |
1.0% |
8.400 |
Low |
8.179 |
8.240 |
0.061 |
0.7% |
7.970 |
Close |
8.246 |
8.356 |
0.110 |
1.3% |
8.356 |
Range |
0.134 |
0.160 |
0.026 |
19.4% |
0.430 |
ATR |
0.216 |
0.212 |
-0.004 |
-1.9% |
0.000 |
Volume |
2,899 |
4,072 |
1,173 |
40.5% |
16,634 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.812 |
8.744 |
8.444 |
|
R3 |
8.652 |
8.584 |
8.400 |
|
R2 |
8.492 |
8.492 |
8.385 |
|
R1 |
8.424 |
8.424 |
8.371 |
8.458 |
PP |
8.332 |
8.332 |
8.332 |
8.349 |
S1 |
8.264 |
8.264 |
8.341 |
8.298 |
S2 |
8.172 |
8.172 |
8.327 |
|
S3 |
8.012 |
8.104 |
8.312 |
|
S4 |
7.852 |
7.944 |
8.268 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.532 |
9.374 |
8.593 |
|
R3 |
9.102 |
8.944 |
8.474 |
|
R2 |
8.672 |
8.672 |
8.435 |
|
R1 |
8.514 |
8.514 |
8.395 |
8.593 |
PP |
8.242 |
8.242 |
8.242 |
8.282 |
S1 |
8.084 |
8.084 |
8.317 |
8.163 |
S2 |
7.812 |
7.812 |
8.277 |
|
S3 |
7.382 |
7.654 |
8.238 |
|
S4 |
6.952 |
7.224 |
8.120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.400 |
7.970 |
0.430 |
5.1% |
0.183 |
2.2% |
90% |
True |
False |
3,326 |
10 |
8.676 |
7.970 |
0.706 |
8.4% |
0.201 |
2.4% |
55% |
False |
False |
3,042 |
20 |
8.676 |
7.970 |
0.706 |
8.4% |
0.197 |
2.4% |
55% |
False |
False |
2,613 |
40 |
9.838 |
7.970 |
1.868 |
22.4% |
0.188 |
2.2% |
21% |
False |
False |
2,736 |
60 |
9.912 |
7.970 |
1.942 |
23.2% |
0.167 |
2.0% |
20% |
False |
False |
2,155 |
80 |
9.912 |
7.970 |
1.942 |
23.2% |
0.165 |
2.0% |
20% |
False |
False |
1,858 |
100 |
9.912 |
7.970 |
1.942 |
23.2% |
0.158 |
1.9% |
20% |
False |
False |
1,627 |
120 |
9.912 |
7.970 |
1.942 |
23.2% |
0.156 |
1.9% |
20% |
False |
False |
1,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.080 |
2.618 |
8.819 |
1.618 |
8.659 |
1.000 |
8.560 |
0.618 |
8.499 |
HIGH |
8.400 |
0.618 |
8.339 |
0.500 |
8.320 |
0.382 |
8.301 |
LOW |
8.240 |
0.618 |
8.141 |
1.000 |
8.080 |
1.618 |
7.981 |
2.618 |
7.821 |
4.250 |
7.560 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.344 |
8.299 |
PP |
8.332 |
8.242 |
S1 |
8.320 |
8.185 |
|