NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.100 |
8.155 |
0.055 |
0.7% |
8.410 |
High |
8.160 |
8.225 |
0.065 |
0.8% |
8.650 |
Low |
8.010 |
8.054 |
0.044 |
0.5% |
8.010 |
Close |
8.110 |
8.206 |
0.096 |
1.2% |
8.042 |
Range |
0.150 |
0.171 |
0.021 |
14.0% |
0.640 |
ATR |
0.218 |
0.215 |
-0.003 |
-1.5% |
0.000 |
Volume |
3,832 |
6,671 |
2,839 |
74.1% |
19,421 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.675 |
8.611 |
8.300 |
|
R3 |
8.504 |
8.440 |
8.253 |
|
R2 |
8.333 |
8.333 |
8.237 |
|
R1 |
8.269 |
8.269 |
8.222 |
8.301 |
PP |
8.162 |
8.162 |
8.162 |
8.178 |
S1 |
8.098 |
8.098 |
8.190 |
8.130 |
S2 |
7.991 |
7.991 |
8.175 |
|
S3 |
7.820 |
7.927 |
8.159 |
|
S4 |
7.649 |
7.756 |
8.112 |
|
|
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 |
8.423 |
7.930 |
0.493 |
6.0% |
0.206 |
2.5% |
56% |
False |
False |
4,189 |
10 |
8.650 |
7.930 |
0.720 |
8.8% |
0.204 |
2.5% |
38% |
False |
False |
3,932 |
20 |
8.676 |
7.930 |
0.746 |
9.1% |
0.209 |
2.5% |
37% |
False |
False |
3,482 |
40 |
9.830 |
7.930 |
1.900 |
23.2% |
0.206 |
2.5% |
15% |
False |
False |
3,316 |
60 |
9.912 |
7.930 |
1.982 |
24.2% |
0.180 |
2.2% |
14% |
False |
False |
2,572 |
80 |
9.912 |
7.930 |
1.982 |
24.2% |
0.171 |
2.1% |
14% |
False |
False |
2,137 |
100 |
9.912 |
7.930 |
1.982 |
24.2% |
0.167 |
2.0% |
14% |
False |
False |
1,897 |
120 |
9.912 |
7.930 |
1.982 |
24.2% |
0.160 |
2.0% |
14% |
False |
False |
1,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.952 |
2.618 |
8.673 |
1.618 |
8.502 |
1.000 |
8.396 |
0.618 |
8.331 |
HIGH |
8.225 |
0.618 |
8.160 |
0.500 |
8.140 |
0.382 |
8.119 |
LOW |
8.054 |
0.618 |
7.948 |
1.000 |
7.883 |
1.618 |
7.777 |
2.618 |
7.606 |
4.250 |
7.327 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.184 |
8.163 |
PP |
8.162 |
8.120 |
S1 |
8.140 |
8.078 |
|