NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8.240 |
8.410 |
0.170 |
2.1% |
8.310 |
| High |
8.400 |
8.580 |
0.180 |
2.1% |
8.400 |
| Low |
8.240 |
8.410 |
0.170 |
2.1% |
7.970 |
| Close |
8.356 |
8.544 |
0.188 |
2.2% |
8.356 |
| Range |
0.160 |
0.170 |
0.010 |
6.3% |
0.430 |
| ATR |
0.212 |
0.213 |
0.001 |
0.4% |
0.000 |
| Volume |
4,072 |
1,907 |
-2,165 |
-53.2% |
16,634 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.021 |
8.953 |
8.638 |
|
| R3 |
8.851 |
8.783 |
8.591 |
|
| R2 |
8.681 |
8.681 |
8.575 |
|
| R1 |
8.613 |
8.613 |
8.560 |
8.647 |
| PP |
8.511 |
8.511 |
8.511 |
8.529 |
| S1 |
8.443 |
8.443 |
8.528 |
8.477 |
| S2 |
8.341 |
8.341 |
8.513 |
|
| S3 |
8.171 |
8.273 |
8.497 |
|
| S4 |
8.001 |
8.103 |
8.451 |
|
|
| 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 |
8.580 |
7.970 |
0.610 |
7.1% |
0.178 |
2.1% |
94% |
True |
False |
3,268 |
| 10 |
8.676 |
7.970 |
0.706 |
8.3% |
0.202 |
2.4% |
81% |
False |
False |
3,101 |
| 20 |
8.676 |
7.970 |
0.706 |
8.3% |
0.195 |
2.3% |
81% |
False |
False |
2,641 |
| 40 |
9.830 |
7.970 |
1.860 |
21.8% |
0.187 |
2.2% |
31% |
False |
False |
2,768 |
| 60 |
9.912 |
7.970 |
1.942 |
22.7% |
0.166 |
1.9% |
30% |
False |
False |
2,155 |
| 80 |
9.912 |
7.970 |
1.942 |
22.7% |
0.164 |
1.9% |
30% |
False |
False |
1,869 |
| 100 |
9.912 |
7.970 |
1.942 |
22.7% |
0.158 |
1.9% |
30% |
False |
False |
1,640 |
| 120 |
9.912 |
7.970 |
1.942 |
22.7% |
0.156 |
1.8% |
30% |
False |
False |
1,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.303 |
|
2.618 |
9.025 |
|
1.618 |
8.855 |
|
1.000 |
8.750 |
|
0.618 |
8.685 |
|
HIGH |
8.580 |
|
0.618 |
8.515 |
|
0.500 |
8.495 |
|
0.382 |
8.475 |
|
LOW |
8.410 |
|
0.618 |
8.305 |
|
1.000 |
8.240 |
|
1.618 |
8.135 |
|
2.618 |
7.965 |
|
4.250 |
7.688 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.528 |
8.489 |
| PP |
8.511 |
8.434 |
| S1 |
8.495 |
8.380 |
|