NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.880 |
7.710 |
-0.170 |
-2.2% |
8.640 |
High |
7.880 |
7.786 |
-0.094 |
-1.2% |
8.800 |
Low |
7.659 |
7.672 |
0.013 |
0.2% |
8.220 |
Close |
7.680 |
7.735 |
0.055 |
0.7% |
8.463 |
Range |
0.221 |
0.114 |
-0.107 |
-48.4% |
0.580 |
ATR |
0.262 |
0.251 |
-0.011 |
-4.0% |
0.000 |
Volume |
5,410 |
5,064 |
-346 |
-6.4% |
31,945 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.073 |
8.018 |
7.798 |
|
R3 |
7.959 |
7.904 |
7.766 |
|
R2 |
7.845 |
7.845 |
7.756 |
|
R1 |
7.790 |
7.790 |
7.745 |
7.818 |
PP |
7.731 |
7.731 |
7.731 |
7.745 |
S1 |
7.676 |
7.676 |
7.725 |
7.704 |
S2 |
7.617 |
7.617 |
7.714 |
|
S3 |
7.503 |
7.562 |
7.704 |
|
S4 |
7.389 |
7.448 |
7.672 |
|
|
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 |
8.589 |
7.659 |
0.930 |
12.0% |
0.239 |
3.1% |
8% |
False |
False |
7,062 |
10 |
8.800 |
7.659 |
1.141 |
14.8% |
0.266 |
3.4% |
7% |
False |
False |
6,716 |
20 |
8.800 |
7.659 |
1.141 |
14.8% |
0.240 |
3.1% |
7% |
False |
False |
5,722 |
40 |
8.800 |
7.659 |
1.141 |
14.8% |
0.218 |
2.8% |
7% |
False |
False |
4,282 |
60 |
9.838 |
7.659 |
2.179 |
28.2% |
0.204 |
2.6% |
3% |
False |
False |
3,691 |
80 |
9.912 |
7.659 |
2.253 |
29.1% |
0.186 |
2.4% |
3% |
False |
False |
3,010 |
100 |
9.912 |
7.659 |
2.253 |
29.1% |
0.180 |
2.3% |
3% |
False |
False |
2,596 |
120 |
9.912 |
7.659 |
2.253 |
29.1% |
0.171 |
2.2% |
3% |
False |
False |
2,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.271 |
2.618 |
8.084 |
1.618 |
7.970 |
1.000 |
7.900 |
0.618 |
7.856 |
HIGH |
7.786 |
0.618 |
7.742 |
0.500 |
7.729 |
0.382 |
7.716 |
LOW |
7.672 |
0.618 |
7.602 |
1.000 |
7.558 |
1.618 |
7.488 |
2.618 |
7.374 |
4.250 |
7.188 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.733 |
7.790 |
PP |
7.731 |
7.771 |
S1 |
7.729 |
7.753 |
|