NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 22-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.920 |
7.880 |
-0.040 |
-0.5% |
8.640 |
High |
7.920 |
7.880 |
-0.040 |
-0.5% |
8.800 |
Low |
7.712 |
7.659 |
-0.053 |
-0.7% |
8.220 |
Close |
7.823 |
7.680 |
-0.143 |
-1.8% |
8.463 |
Range |
0.208 |
0.221 |
0.013 |
6.3% |
0.580 |
ATR |
0.265 |
0.262 |
-0.003 |
-1.2% |
0.000 |
Volume |
10,114 |
5,410 |
-4,704 |
-46.5% |
31,945 |
|
Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.403 |
8.262 |
7.802 |
|
R3 |
8.182 |
8.041 |
7.741 |
|
R2 |
7.961 |
7.961 |
7.721 |
|
R1 |
7.820 |
7.820 |
7.700 |
7.780 |
PP |
7.740 |
7.740 |
7.740 |
7.720 |
S1 |
7.599 |
7.599 |
7.660 |
7.559 |
S2 |
7.519 |
7.519 |
7.639 |
|
S3 |
7.298 |
7.378 |
7.619 |
|
S4 |
7.077 |
7.157 |
7.558 |
|
|
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 |
8.590 |
7.659 |
0.931 |
12.1% |
0.291 |
3.8% |
2% |
False |
True |
7,431 |
10 |
8.800 |
7.659 |
1.141 |
14.9% |
0.278 |
3.6% |
2% |
False |
True |
7,295 |
20 |
8.800 |
7.659 |
1.141 |
14.9% |
0.241 |
3.1% |
2% |
False |
True |
5,614 |
40 |
8.800 |
7.659 |
1.141 |
14.9% |
0.226 |
2.9% |
2% |
False |
True |
4,206 |
60 |
9.838 |
7.659 |
2.179 |
28.4% |
0.204 |
2.7% |
1% |
False |
True |
3,632 |
80 |
9.912 |
7.659 |
2.253 |
29.3% |
0.186 |
2.4% |
1% |
False |
True |
2,959 |
100 |
9.912 |
7.659 |
2.253 |
29.3% |
0.180 |
2.4% |
1% |
False |
True |
2,552 |
120 |
9.912 |
7.659 |
2.253 |
29.3% |
0.171 |
2.2% |
1% |
False |
True |
2,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.819 |
2.618 |
8.459 |
1.618 |
8.238 |
1.000 |
8.101 |
0.618 |
8.017 |
HIGH |
7.880 |
0.618 |
7.796 |
0.500 |
7.770 |
0.382 |
7.743 |
LOW |
7.659 |
0.618 |
7.522 |
1.000 |
7.438 |
1.618 |
7.301 |
2.618 |
7.080 |
4.250 |
6.720 |
|
|
Fisher Pivots for day following 22-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.770 |
7.949 |
PP |
7.740 |
7.859 |
S1 |
7.710 |
7.770 |
|