NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.700 |
8.494 |
-0.206 |
-2.4% |
8.000 |
High |
8.800 |
8.590 |
-0.210 |
-2.4% |
8.600 |
Low |
8.448 |
8.220 |
-0.228 |
-2.7% |
7.930 |
Close |
8.537 |
8.405 |
-0.132 |
-1.5% |
8.554 |
Range |
0.352 |
0.370 |
0.018 |
5.1% |
0.670 |
ATR |
0.231 |
0.241 |
0.010 |
4.3% |
0.000 |
Volume |
4,162 |
6,906 |
2,744 |
65.9% |
31,265 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.515 |
9.330 |
8.609 |
|
R3 |
9.145 |
8.960 |
8.507 |
|
R2 |
8.775 |
8.775 |
8.473 |
|
R1 |
8.590 |
8.590 |
8.439 |
8.498 |
PP |
8.405 |
8.405 |
8.405 |
8.359 |
S1 |
8.220 |
8.220 |
8.371 |
8.128 |
S2 |
8.035 |
8.035 |
8.337 |
|
S3 |
7.665 |
7.850 |
8.303 |
|
S4 |
7.295 |
7.480 |
8.202 |
|
|
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 |
8.220 |
0.580 |
6.9% |
0.293 |
3.5% |
32% |
False |
True |
6,369 |
10 |
8.800 |
7.930 |
0.870 |
10.4% |
0.242 |
2.9% |
55% |
False |
False |
6,069 |
20 |
8.800 |
7.930 |
0.870 |
10.4% |
0.229 |
2.7% |
55% |
False |
False |
4,781 |
40 |
9.225 |
7.930 |
1.295 |
15.4% |
0.220 |
2.6% |
37% |
False |
False |
4,060 |
60 |
9.838 |
7.930 |
1.908 |
22.7% |
0.195 |
2.3% |
25% |
False |
False |
3,208 |
80 |
9.912 |
7.930 |
1.982 |
23.6% |
0.180 |
2.1% |
24% |
False |
False |
2,624 |
100 |
9.912 |
7.930 |
1.982 |
23.6% |
0.175 |
2.1% |
24% |
False |
False |
2,290 |
120 |
9.912 |
7.930 |
1.982 |
23.6% |
0.166 |
2.0% |
24% |
False |
False |
2,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.163 |
2.618 |
9.559 |
1.618 |
9.189 |
1.000 |
8.960 |
0.618 |
8.819 |
HIGH |
8.590 |
0.618 |
8.449 |
0.500 |
8.405 |
0.382 |
8.361 |
LOW |
8.220 |
0.618 |
7.991 |
1.000 |
7.850 |
1.618 |
7.621 |
2.618 |
7.251 |
4.250 |
6.648 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.405 |
8.510 |
PP |
8.405 |
8.475 |
S1 |
8.405 |
8.440 |
|