NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.494 |
8.310 |
-0.184 |
-2.2% |
8.640 |
High |
8.590 |
8.589 |
-0.001 |
0.0% |
8.800 |
Low |
8.220 |
8.310 |
0.090 |
1.1% |
8.220 |
Close |
8.405 |
8.463 |
0.058 |
0.7% |
8.463 |
Range |
0.370 |
0.279 |
-0.091 |
-24.6% |
0.580 |
ATR |
0.241 |
0.244 |
0.003 |
1.1% |
0.000 |
Volume |
6,906 |
7,569 |
663 |
9.6% |
31,945 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.291 |
9.156 |
8.616 |
|
R3 |
9.012 |
8.877 |
8.540 |
|
R2 |
8.733 |
8.733 |
8.514 |
|
R1 |
8.598 |
8.598 |
8.489 |
8.666 |
PP |
8.454 |
8.454 |
8.454 |
8.488 |
S1 |
8.319 |
8.319 |
8.437 |
8.387 |
S2 |
8.175 |
8.175 |
8.412 |
|
S3 |
7.896 |
8.040 |
8.386 |
|
S4 |
7.617 |
7.761 |
8.310 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.234 |
9.929 |
8.782 |
|
R3 |
9.654 |
9.349 |
8.623 |
|
R2 |
9.074 |
9.074 |
8.569 |
|
R1 |
8.769 |
8.769 |
8.516 |
8.632 |
PP |
8.494 |
8.494 |
8.494 |
8.426 |
S1 |
8.189 |
8.189 |
8.410 |
8.052 |
S2 |
7.914 |
7.914 |
8.357 |
|
S3 |
7.334 |
7.609 |
8.304 |
|
S4 |
6.754 |
7.029 |
8.144 |
|
|
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% |
0.289 |
3.4% |
42% |
False |
False |
6,389 |
10 |
8.800 |
7.930 |
0.870 |
10.3% |
0.246 |
2.9% |
61% |
False |
False |
6,321 |
20 |
8.800 |
7.930 |
0.870 |
10.3% |
0.232 |
2.7% |
61% |
False |
False |
4,963 |
40 |
8.967 |
7.930 |
1.037 |
12.3% |
0.219 |
2.6% |
51% |
False |
False |
4,116 |
60 |
9.838 |
7.930 |
1.908 |
22.5% |
0.198 |
2.3% |
28% |
False |
False |
3,313 |
80 |
9.912 |
7.930 |
1.982 |
23.4% |
0.182 |
2.1% |
27% |
False |
False |
2,708 |
100 |
9.912 |
7.930 |
1.982 |
23.4% |
0.176 |
2.1% |
27% |
False |
False |
2,354 |
120 |
9.912 |
7.930 |
1.982 |
23.4% |
0.167 |
2.0% |
27% |
False |
False |
2,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.775 |
2.618 |
9.319 |
1.618 |
9.040 |
1.000 |
8.868 |
0.618 |
8.761 |
HIGH |
8.589 |
0.618 |
8.482 |
0.500 |
8.450 |
0.382 |
8.417 |
LOW |
8.310 |
0.618 |
8.138 |
1.000 |
8.031 |
1.618 |
7.859 |
2.618 |
7.580 |
4.250 |
7.124 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.459 |
8.510 |
PP |
8.454 |
8.494 |
S1 |
8.450 |
8.479 |
|