NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.600 |
8.700 |
0.100 |
1.2% |
8.000 |
High |
8.705 |
8.800 |
0.095 |
1.1% |
8.600 |
Low |
8.510 |
8.448 |
-0.062 |
-0.7% |
7.930 |
Close |
8.650 |
8.537 |
-0.113 |
-1.3% |
8.554 |
Range |
0.195 |
0.352 |
0.157 |
80.5% |
0.670 |
ATR |
0.222 |
0.231 |
0.009 |
4.2% |
0.000 |
Volume |
7,121 |
4,162 |
-2,959 |
-41.6% |
31,265 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.651 |
9.446 |
8.731 |
|
R3 |
9.299 |
9.094 |
8.634 |
|
R2 |
8.947 |
8.947 |
8.602 |
|
R1 |
8.742 |
8.742 |
8.569 |
8.669 |
PP |
8.595 |
8.595 |
8.595 |
8.558 |
S1 |
8.390 |
8.390 |
8.505 |
8.317 |
S2 |
8.243 |
8.243 |
8.472 |
|
S3 |
7.891 |
8.038 |
8.440 |
|
S4 |
7.539 |
7.686 |
8.343 |
|
|
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 |
8.800 |
8.204 |
0.596 |
7.0% |
0.265 |
3.1% |
56% |
True |
False |
7,159 |
10 |
8.800 |
7.930 |
0.870 |
10.2% |
0.235 |
2.8% |
70% |
True |
False |
5,674 |
20 |
8.800 |
7.930 |
0.870 |
10.2% |
0.221 |
2.6% |
70% |
True |
False |
4,577 |
40 |
9.314 |
7.930 |
1.384 |
16.2% |
0.216 |
2.5% |
44% |
False |
False |
3,974 |
60 |
9.838 |
7.930 |
1.908 |
22.3% |
0.190 |
2.2% |
32% |
False |
False |
3,106 |
80 |
9.912 |
7.930 |
1.982 |
23.2% |
0.176 |
2.1% |
31% |
False |
False |
2,554 |
100 |
9.912 |
7.930 |
1.982 |
23.2% |
0.173 |
2.0% |
31% |
False |
False |
2,233 |
120 |
9.912 |
7.930 |
1.982 |
23.2% |
0.165 |
1.9% |
31% |
False |
False |
1,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.296 |
2.618 |
9.722 |
1.618 |
9.370 |
1.000 |
9.152 |
0.618 |
9.018 |
HIGH |
8.800 |
0.618 |
8.666 |
0.500 |
8.624 |
0.382 |
8.582 |
LOW |
8.448 |
0.618 |
8.230 |
1.000 |
8.096 |
1.618 |
7.878 |
2.618 |
7.526 |
4.250 |
6.952 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.624 |
8.624 |
PP |
8.595 |
8.595 |
S1 |
8.566 |
8.566 |
|