NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.125 |
7.920 |
-0.205 |
-2.5% |
8.640 |
High |
8.238 |
7.920 |
-0.318 |
-3.9% |
8.800 |
Low |
7.863 |
7.712 |
-0.151 |
-1.9% |
8.220 |
Close |
7.885 |
7.823 |
-0.062 |
-0.8% |
8.463 |
Range |
0.375 |
0.208 |
-0.167 |
-44.5% |
0.580 |
ATR |
0.269 |
0.265 |
-0.004 |
-1.6% |
0.000 |
Volume |
7,156 |
10,114 |
2,958 |
41.3% |
31,945 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.442 |
8.341 |
7.937 |
|
R3 |
8.234 |
8.133 |
7.880 |
|
R2 |
8.026 |
8.026 |
7.861 |
|
R1 |
7.925 |
7.925 |
7.842 |
7.872 |
PP |
7.818 |
7.818 |
7.818 |
7.792 |
S1 |
7.717 |
7.717 |
7.804 |
7.664 |
S2 |
7.610 |
7.610 |
7.785 |
|
S3 |
7.402 |
7.509 |
7.766 |
|
S4 |
7.194 |
7.301 |
7.709 |
|
|
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 |
7.712 |
1.088 |
13.9% |
0.317 |
4.0% |
10% |
False |
True |
7,181 |
10 |
8.800 |
7.712 |
1.088 |
13.9% |
0.273 |
3.5% |
10% |
False |
True |
7,421 |
20 |
8.800 |
7.712 |
1.088 |
13.9% |
0.243 |
3.1% |
10% |
False |
True |
5,533 |
40 |
8.801 |
7.712 |
1.089 |
13.9% |
0.225 |
2.9% |
10% |
False |
True |
4,210 |
60 |
9.838 |
7.712 |
2.126 |
27.2% |
0.202 |
2.6% |
5% |
False |
True |
3,553 |
80 |
9.912 |
7.712 |
2.200 |
28.1% |
0.185 |
2.4% |
5% |
False |
True |
2,898 |
100 |
9.912 |
7.712 |
2.200 |
28.1% |
0.180 |
2.3% |
5% |
False |
True |
2,504 |
120 |
9.912 |
7.712 |
2.200 |
28.1% |
0.170 |
2.2% |
5% |
False |
True |
2,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.804 |
2.618 |
8.465 |
1.618 |
8.257 |
1.000 |
8.128 |
0.618 |
8.049 |
HIGH |
7.920 |
0.618 |
7.841 |
0.500 |
7.816 |
0.382 |
7.791 |
LOW |
7.712 |
0.618 |
7.583 |
1.000 |
7.504 |
1.618 |
7.375 |
2.618 |
7.167 |
4.250 |
6.828 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.821 |
8.151 |
PP |
7.818 |
8.041 |
S1 |
7.816 |
7.932 |
|