NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
8.640 |
8.600 |
-0.040 |
-0.5% |
8.000 |
| High |
8.783 |
8.705 |
-0.078 |
-0.9% |
8.600 |
| Low |
8.533 |
8.510 |
-0.023 |
-0.3% |
7.930 |
| Close |
8.588 |
8.650 |
0.062 |
0.7% |
8.554 |
| Range |
0.250 |
0.195 |
-0.055 |
-22.0% |
0.670 |
| ATR |
0.224 |
0.222 |
-0.002 |
-0.9% |
0.000 |
| Volume |
6,187 |
7,121 |
934 |
15.1% |
31,265 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.207 |
9.123 |
8.757 |
|
| R3 |
9.012 |
8.928 |
8.704 |
|
| R2 |
8.817 |
8.817 |
8.686 |
|
| R1 |
8.733 |
8.733 |
8.668 |
8.775 |
| PP |
8.622 |
8.622 |
8.622 |
8.643 |
| S1 |
8.538 |
8.538 |
8.632 |
8.580 |
| S2 |
8.427 |
8.427 |
8.614 |
|
| S3 |
8.232 |
8.343 |
8.596 |
|
| S4 |
8.037 |
8.148 |
8.543 |
|
|
| 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 |
8.054 |
0.729 |
8.4% |
0.228 |
2.6% |
82% |
False |
False |
7,661 |
| 10 |
8.783 |
7.930 |
0.853 |
9.9% |
0.217 |
2.5% |
84% |
False |
False |
5,806 |
| 20 |
8.783 |
7.930 |
0.853 |
9.9% |
0.219 |
2.5% |
84% |
False |
False |
4,544 |
| 40 |
9.518 |
7.930 |
1.588 |
18.4% |
0.215 |
2.5% |
45% |
False |
False |
3,920 |
| 60 |
9.838 |
7.930 |
1.908 |
22.1% |
0.185 |
2.1% |
38% |
False |
False |
3,044 |
| 80 |
9.912 |
7.930 |
1.982 |
22.9% |
0.174 |
2.0% |
36% |
False |
False |
2,508 |
| 100 |
9.912 |
7.930 |
1.982 |
22.9% |
0.171 |
2.0% |
36% |
False |
False |
2,195 |
| 120 |
9.912 |
7.930 |
1.982 |
22.9% |
0.163 |
1.9% |
36% |
False |
False |
1,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.534 |
|
2.618 |
9.216 |
|
1.618 |
9.021 |
|
1.000 |
8.900 |
|
0.618 |
8.826 |
|
HIGH |
8.705 |
|
0.618 |
8.631 |
|
0.500 |
8.608 |
|
0.382 |
8.584 |
|
LOW |
8.510 |
|
0.618 |
8.389 |
|
1.000 |
8.315 |
|
1.618 |
8.194 |
|
2.618 |
7.999 |
|
4.250 |
7.681 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.636 |
8.614 |
| PP |
8.622 |
8.578 |
| S1 |
8.608 |
8.542 |
|