NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
8.204 |
8.450 |
0.246 |
3.0% |
8.000 |
| High |
8.430 |
8.600 |
0.170 |
2.0% |
8.600 |
| Low |
8.204 |
8.300 |
0.096 |
1.2% |
7.930 |
| Close |
8.424 |
8.554 |
0.130 |
1.5% |
8.554 |
| Range |
0.226 |
0.300 |
0.074 |
32.7% |
0.670 |
| ATR |
0.216 |
0.222 |
0.006 |
2.8% |
0.000 |
| Volume |
10,857 |
7,471 |
-3,386 |
-31.2% |
31,265 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.385 |
9.269 |
8.719 |
|
| R3 |
9.085 |
8.969 |
8.637 |
|
| R2 |
8.785 |
8.785 |
8.609 |
|
| R1 |
8.669 |
8.669 |
8.582 |
8.727 |
| PP |
8.485 |
8.485 |
8.485 |
8.514 |
| S1 |
8.369 |
8.369 |
8.527 |
8.427 |
| S2 |
8.185 |
8.185 |
8.499 |
|
| S3 |
7.885 |
8.069 |
8.472 |
|
| S4 |
7.585 |
7.769 |
8.389 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.371 |
10.133 |
8.923 |
|
| R3 |
9.701 |
9.463 |
8.738 |
|
| R2 |
9.031 |
9.031 |
8.677 |
|
| R1 |
8.793 |
8.793 |
8.615 |
8.912 |
| PP |
8.361 |
8.361 |
8.361 |
8.421 |
| S1 |
8.123 |
8.123 |
8.493 |
8.242 |
| S2 |
7.691 |
7.691 |
8.431 |
|
| S3 |
7.021 |
7.453 |
8.370 |
|
| S4 |
6.351 |
6.783 |
8.186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.600 |
7.930 |
0.670 |
7.8% |
0.203 |
2.4% |
93% |
True |
False |
6,253 |
| 10 |
8.650 |
7.930 |
0.720 |
8.4% |
0.228 |
2.7% |
87% |
False |
False |
5,068 |
| 20 |
8.676 |
7.930 |
0.746 |
8.7% |
0.215 |
2.5% |
84% |
False |
False |
4,055 |
| 40 |
9.740 |
7.930 |
1.810 |
21.2% |
0.211 |
2.5% |
34% |
False |
False |
3,677 |
| 60 |
9.912 |
7.930 |
1.982 |
23.2% |
0.184 |
2.1% |
31% |
False |
False |
2,860 |
| 80 |
9.912 |
7.930 |
1.982 |
23.2% |
0.173 |
2.0% |
31% |
False |
False |
2,354 |
| 100 |
9.912 |
7.930 |
1.982 |
23.2% |
0.169 |
2.0% |
31% |
False |
False |
2,075 |
| 120 |
9.912 |
7.930 |
1.982 |
23.2% |
0.161 |
1.9% |
31% |
False |
False |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.875 |
|
2.618 |
9.385 |
|
1.618 |
9.085 |
|
1.000 |
8.900 |
|
0.618 |
8.785 |
|
HIGH |
8.600 |
|
0.618 |
8.485 |
|
0.500 |
8.450 |
|
0.382 |
8.415 |
|
LOW |
8.300 |
|
0.618 |
8.115 |
|
1.000 |
8.000 |
|
1.618 |
7.815 |
|
2.618 |
7.515 |
|
4.250 |
7.025 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.519 |
8.478 |
| PP |
8.485 |
8.403 |
| S1 |
8.450 |
8.327 |
|