NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.405 |
8.150 |
-0.255 |
-3.0% |
8.410 |
High |
8.423 |
8.241 |
-0.182 |
-2.2% |
8.650 |
Low |
8.114 |
8.010 |
-0.104 |
-1.3% |
8.010 |
Close |
8.133 |
8.042 |
-0.091 |
-1.1% |
8.042 |
Range |
0.309 |
0.231 |
-0.078 |
-25.2% |
0.640 |
ATR |
0.227 |
0.227 |
0.000 |
0.1% |
0.000 |
Volume |
2,954 |
5,055 |
2,101 |
71.1% |
19,421 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.791 |
8.647 |
8.169 |
|
R3 |
8.560 |
8.416 |
8.106 |
|
R2 |
8.329 |
8.329 |
8.084 |
|
R1 |
8.185 |
8.185 |
8.063 |
8.142 |
PP |
8.098 |
8.098 |
8.098 |
8.076 |
S1 |
7.954 |
7.954 |
8.021 |
7.911 |
S2 |
7.867 |
7.867 |
8.000 |
|
S3 |
7.636 |
7.723 |
7.978 |
|
S4 |
7.405 |
7.492 |
7.915 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.154 |
9.738 |
8.394 |
|
R3 |
9.514 |
9.098 |
8.218 |
|
R2 |
8.874 |
8.874 |
8.159 |
|
R1 |
8.458 |
8.458 |
8.101 |
8.346 |
PP |
8.234 |
8.234 |
8.234 |
8.178 |
S1 |
7.818 |
7.818 |
7.983 |
7.706 |
S2 |
7.594 |
7.594 |
7.925 |
|
S3 |
6.954 |
7.178 |
7.866 |
|
S4 |
6.314 |
6.538 |
7.690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.650 |
8.010 |
0.640 |
8.0% |
0.252 |
3.1% |
5% |
False |
True |
3,884 |
10 |
8.650 |
7.970 |
0.680 |
8.5% |
0.218 |
2.7% |
11% |
False |
False |
3,605 |
20 |
8.676 |
7.970 |
0.706 |
8.8% |
0.218 |
2.7% |
10% |
False |
False |
3,241 |
40 |
9.830 |
7.970 |
1.860 |
23.1% |
0.202 |
2.5% |
4% |
False |
False |
3,102 |
60 |
9.912 |
7.970 |
1.942 |
24.1% |
0.179 |
2.2% |
4% |
False |
False |
2,385 |
80 |
9.912 |
7.970 |
1.942 |
24.1% |
0.171 |
2.1% |
4% |
False |
False |
1,994 |
100 |
9.912 |
7.970 |
1.942 |
24.1% |
0.165 |
2.0% |
4% |
False |
False |
1,781 |
120 |
9.912 |
7.970 |
1.942 |
24.1% |
0.160 |
2.0% |
4% |
False |
False |
1,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.223 |
2.618 |
8.846 |
1.618 |
8.615 |
1.000 |
8.472 |
0.618 |
8.384 |
HIGH |
8.241 |
0.618 |
8.153 |
0.500 |
8.126 |
0.382 |
8.098 |
LOW |
8.010 |
0.618 |
7.867 |
1.000 |
7.779 |
1.618 |
7.636 |
2.618 |
7.405 |
4.250 |
7.028 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.126 |
8.232 |
PP |
8.098 |
8.169 |
S1 |
8.070 |
8.105 |
|