NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.296 |
8.405 |
0.109 |
1.3% |
8.310 |
High |
8.454 |
8.423 |
-0.031 |
-0.4% |
8.400 |
Low |
8.287 |
8.114 |
-0.173 |
-2.1% |
7.970 |
Close |
8.369 |
8.133 |
-0.236 |
-2.8% |
8.356 |
Range |
0.167 |
0.309 |
0.142 |
85.0% |
0.430 |
ATR |
0.221 |
0.227 |
0.006 |
2.8% |
0.000 |
Volume |
5,486 |
2,954 |
-2,532 |
-46.2% |
16,634 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.150 |
8.951 |
8.303 |
|
R3 |
8.841 |
8.642 |
8.218 |
|
R2 |
8.532 |
8.532 |
8.190 |
|
R1 |
8.333 |
8.333 |
8.161 |
8.278 |
PP |
8.223 |
8.223 |
8.223 |
8.196 |
S1 |
8.024 |
8.024 |
8.105 |
7.969 |
S2 |
7.914 |
7.914 |
8.076 |
|
S3 |
7.605 |
7.715 |
8.048 |
|
S4 |
7.296 |
7.406 |
7.963 |
|
|
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 |
8.114 |
0.536 |
6.6% |
0.238 |
2.9% |
4% |
False |
True |
3,687 |
10 |
8.650 |
7.970 |
0.680 |
8.4% |
0.217 |
2.7% |
24% |
False |
False |
3,493 |
20 |
8.676 |
7.970 |
0.706 |
8.7% |
0.220 |
2.7% |
23% |
False |
False |
3,060 |
40 |
9.830 |
7.970 |
1.860 |
22.9% |
0.198 |
2.4% |
9% |
False |
False |
3,018 |
60 |
9.912 |
7.970 |
1.942 |
23.9% |
0.176 |
2.2% |
8% |
False |
False |
2,325 |
80 |
9.912 |
7.970 |
1.942 |
23.9% |
0.170 |
2.1% |
8% |
False |
False |
1,940 |
100 |
9.912 |
7.970 |
1.942 |
23.9% |
0.164 |
2.0% |
8% |
False |
False |
1,744 |
120 |
9.912 |
7.970 |
1.942 |
23.9% |
0.159 |
2.0% |
8% |
False |
False |
1,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.736 |
2.618 |
9.232 |
1.618 |
8.923 |
1.000 |
8.732 |
0.618 |
8.614 |
HIGH |
8.423 |
0.618 |
8.305 |
0.500 |
8.269 |
0.382 |
8.232 |
LOW |
8.114 |
0.618 |
7.923 |
1.000 |
7.805 |
1.618 |
7.614 |
2.618 |
7.305 |
4.250 |
6.801 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.269 |
8.382 |
PP |
8.223 |
8.299 |
S1 |
8.178 |
8.216 |
|