NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.450 |
8.640 |
0.190 |
2.2% |
8.000 |
High |
8.600 |
8.783 |
0.183 |
2.1% |
8.600 |
Low |
8.300 |
8.533 |
0.233 |
2.8% |
7.930 |
Close |
8.554 |
8.588 |
0.034 |
0.4% |
8.554 |
Range |
0.300 |
0.250 |
-0.050 |
-16.7% |
0.670 |
ATR |
0.222 |
0.224 |
0.002 |
0.9% |
0.000 |
Volume |
7,471 |
6,187 |
-1,284 |
-17.2% |
31,265 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.385 |
9.236 |
8.726 |
|
R3 |
9.135 |
8.986 |
8.657 |
|
R2 |
8.885 |
8.885 |
8.634 |
|
R1 |
8.736 |
8.736 |
8.611 |
8.686 |
PP |
8.635 |
8.635 |
8.635 |
8.609 |
S1 |
8.486 |
8.486 |
8.565 |
8.436 |
S2 |
8.385 |
8.385 |
8.542 |
|
S3 |
8.135 |
8.236 |
8.519 |
|
S4 |
7.885 |
7.986 |
8.451 |
|
|
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 |
8.783 |
8.010 |
0.773 |
9.0% |
0.219 |
2.6% |
75% |
True |
False |
7,003 |
10 |
8.783 |
7.930 |
0.853 |
9.9% |
0.236 |
2.7% |
77% |
True |
False |
5,496 |
20 |
8.783 |
7.930 |
0.853 |
9.9% |
0.219 |
2.5% |
77% |
True |
False |
4,298 |
40 |
9.620 |
7.930 |
1.690 |
19.7% |
0.214 |
2.5% |
39% |
False |
False |
3,809 |
60 |
9.838 |
7.930 |
1.908 |
22.2% |
0.184 |
2.1% |
34% |
False |
False |
2,947 |
80 |
9.912 |
7.930 |
1.982 |
23.1% |
0.175 |
2.0% |
33% |
False |
False |
2,424 |
100 |
9.912 |
7.930 |
1.982 |
23.1% |
0.170 |
2.0% |
33% |
False |
False |
2,132 |
120 |
9.912 |
7.930 |
1.982 |
23.1% |
0.162 |
1.9% |
33% |
False |
False |
1,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.846 |
2.618 |
9.438 |
1.618 |
9.188 |
1.000 |
9.033 |
0.618 |
8.938 |
HIGH |
8.783 |
0.618 |
8.688 |
0.500 |
8.658 |
0.382 |
8.629 |
LOW |
8.533 |
0.618 |
8.379 |
1.000 |
8.283 |
1.618 |
8.129 |
2.618 |
7.879 |
4.250 |
7.471 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.658 |
8.557 |
PP |
8.635 |
8.525 |
S1 |
8.611 |
8.494 |
|