NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.150 |
8.000 |
-0.150 |
-1.8% |
8.410 |
High |
8.241 |
8.100 |
-0.141 |
-1.7% |
8.650 |
Low |
8.010 |
7.930 |
-0.080 |
-1.0% |
8.010 |
Close |
8.042 |
8.058 |
0.016 |
0.2% |
8.042 |
Range |
0.231 |
0.170 |
-0.061 |
-26.4% |
0.640 |
ATR |
0.227 |
0.223 |
-0.004 |
-1.8% |
0.000 |
Volume |
5,055 |
2,434 |
-2,621 |
-51.8% |
19,421 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.539 |
8.469 |
8.152 |
|
R3 |
8.369 |
8.299 |
8.105 |
|
R2 |
8.199 |
8.199 |
8.089 |
|
R1 |
8.129 |
8.129 |
8.074 |
8.164 |
PP |
8.029 |
8.029 |
8.029 |
8.047 |
S1 |
7.959 |
7.959 |
8.042 |
7.994 |
S2 |
7.859 |
7.859 |
8.027 |
|
S3 |
7.689 |
7.789 |
8.011 |
|
S4 |
7.519 |
7.619 |
7.965 |
|
|
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 |
7.930 |
0.720 |
8.9% |
0.252 |
3.1% |
18% |
False |
True |
3,989 |
10 |
8.650 |
7.930 |
0.720 |
8.9% |
0.215 |
2.7% |
18% |
False |
True |
3,629 |
20 |
8.676 |
7.930 |
0.746 |
9.3% |
0.217 |
2.7% |
17% |
False |
True |
3,242 |
40 |
9.830 |
7.930 |
1.900 |
23.6% |
0.203 |
2.5% |
7% |
False |
True |
3,110 |
60 |
9.912 |
7.930 |
1.982 |
24.6% |
0.178 |
2.2% |
6% |
False |
True |
2,415 |
80 |
9.912 |
7.930 |
1.982 |
24.6% |
0.171 |
2.1% |
6% |
False |
True |
2,017 |
100 |
9.912 |
7.930 |
1.982 |
24.6% |
0.165 |
2.0% |
6% |
False |
True |
1,800 |
120 |
9.912 |
7.930 |
1.982 |
24.6% |
0.159 |
2.0% |
6% |
False |
True |
1,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.823 |
2.618 |
8.545 |
1.618 |
8.375 |
1.000 |
8.270 |
0.618 |
8.205 |
HIGH |
8.100 |
0.618 |
8.035 |
0.500 |
8.015 |
0.382 |
7.995 |
LOW |
7.930 |
0.618 |
7.825 |
1.000 |
7.760 |
1.618 |
7.655 |
2.618 |
7.485 |
4.250 |
7.208 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.044 |
8.177 |
PP |
8.029 |
8.137 |
S1 |
8.015 |
8.098 |
|