NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.155 |
8.204 |
0.049 |
0.6% |
8.410 |
High |
8.225 |
8.430 |
0.205 |
2.5% |
8.650 |
Low |
8.054 |
8.204 |
0.150 |
1.9% |
8.010 |
Close |
8.206 |
8.424 |
0.218 |
2.7% |
8.042 |
Range |
0.171 |
0.226 |
0.055 |
32.2% |
0.640 |
ATR |
0.215 |
0.216 |
0.001 |
0.4% |
0.000 |
Volume |
6,671 |
10,857 |
4,186 |
62.7% |
19,421 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.031 |
8.953 |
8.548 |
|
R3 |
8.805 |
8.727 |
8.486 |
|
R2 |
8.579 |
8.579 |
8.465 |
|
R1 |
8.501 |
8.501 |
8.445 |
8.540 |
PP |
8.353 |
8.353 |
8.353 |
8.372 |
S1 |
8.275 |
8.275 |
8.403 |
8.314 |
S2 |
8.127 |
8.127 |
8.383 |
|
S3 |
7.901 |
8.049 |
8.362 |
|
S4 |
7.675 |
7.823 |
8.300 |
|
|
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 |
8.430 |
7.930 |
0.500 |
5.9% |
0.190 |
2.3% |
99% |
True |
False |
5,769 |
10 |
8.650 |
7.930 |
0.720 |
8.5% |
0.214 |
2.5% |
69% |
False |
False |
4,728 |
20 |
8.676 |
7.930 |
0.746 |
8.9% |
0.209 |
2.5% |
66% |
False |
False |
3,876 |
40 |
9.830 |
7.930 |
1.900 |
22.6% |
0.208 |
2.5% |
26% |
False |
False |
3,525 |
60 |
9.912 |
7.930 |
1.982 |
23.5% |
0.182 |
2.2% |
25% |
False |
False |
2,741 |
80 |
9.912 |
7.930 |
1.982 |
23.5% |
0.172 |
2.0% |
25% |
False |
False |
2,266 |
100 |
9.912 |
7.930 |
1.982 |
23.5% |
0.169 |
2.0% |
25% |
False |
False |
2,002 |
120 |
9.912 |
7.930 |
1.982 |
23.5% |
0.160 |
1.9% |
25% |
False |
False |
1,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.391 |
2.618 |
9.022 |
1.618 |
8.796 |
1.000 |
8.656 |
0.618 |
8.570 |
HIGH |
8.430 |
0.618 |
8.344 |
0.500 |
8.317 |
0.382 |
8.290 |
LOW |
8.204 |
0.618 |
8.064 |
1.000 |
7.978 |
1.618 |
7.838 |
2.618 |
7.612 |
4.250 |
7.244 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.388 |
8.356 |
PP |
8.353 |
8.288 |
S1 |
8.317 |
8.220 |
|