NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8.410 |
8.585 |
0.175 |
2.1% |
8.310 |
High |
8.580 |
8.650 |
0.070 |
0.8% |
8.400 |
Low |
8.410 |
8.268 |
-0.142 |
-1.7% |
7.970 |
Close |
8.544 |
8.294 |
-0.250 |
-2.9% |
8.356 |
Range |
0.170 |
0.382 |
0.212 |
124.7% |
0.430 |
ATR |
0.213 |
0.225 |
0.012 |
5.7% |
0.000 |
Volume |
1,907 |
4,019 |
2,112 |
110.7% |
16,634 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.550 |
9.304 |
8.504 |
|
R3 |
9.168 |
8.922 |
8.399 |
|
R2 |
8.786 |
8.786 |
8.364 |
|
R1 |
8.540 |
8.540 |
8.329 |
8.472 |
PP |
8.404 |
8.404 |
8.404 |
8.370 |
S1 |
8.158 |
8.158 |
8.259 |
8.090 |
S2 |
8.022 |
8.022 |
8.224 |
|
S3 |
7.640 |
7.776 |
8.189 |
|
S4 |
7.258 |
7.394 |
8.084 |
|
|
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 |
8.650 |
7.970 |
0.680 |
8.2% |
0.223 |
2.7% |
48% |
True |
False |
3,338 |
10 |
8.676 |
7.970 |
0.706 |
8.5% |
0.222 |
2.7% |
46% |
False |
False |
3,282 |
20 |
8.676 |
7.970 |
0.706 |
8.5% |
0.210 |
2.5% |
46% |
False |
False |
2,767 |
40 |
9.830 |
7.970 |
1.860 |
22.4% |
0.194 |
2.3% |
17% |
False |
False |
2,842 |
60 |
9.912 |
7.970 |
1.942 |
23.4% |
0.172 |
2.1% |
17% |
False |
False |
2,210 |
80 |
9.912 |
7.970 |
1.942 |
23.4% |
0.167 |
2.0% |
17% |
False |
False |
1,907 |
100 |
9.912 |
7.970 |
1.942 |
23.4% |
0.161 |
1.9% |
17% |
False |
False |
1,672 |
120 |
9.912 |
7.970 |
1.942 |
23.4% |
0.158 |
1.9% |
17% |
False |
False |
1,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.274 |
2.618 |
9.650 |
1.618 |
9.268 |
1.000 |
9.032 |
0.618 |
8.886 |
HIGH |
8.650 |
0.618 |
8.504 |
0.500 |
8.459 |
0.382 |
8.414 |
LOW |
8.268 |
0.618 |
8.032 |
1.000 |
7.886 |
1.618 |
7.650 |
2.618 |
7.268 |
4.250 |
6.645 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
8.459 |
8.445 |
PP |
8.404 |
8.395 |
S1 |
8.349 |
8.344 |
|