NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.710 |
7.750 |
0.040 |
0.5% |
8.125 |
High |
7.786 |
7.780 |
-0.006 |
-0.1% |
8.238 |
Low |
7.672 |
7.600 |
-0.072 |
-0.9% |
7.600 |
Close |
7.735 |
7.629 |
-0.106 |
-1.4% |
7.629 |
Range |
0.114 |
0.180 |
0.066 |
57.9% |
0.638 |
ATR |
0.251 |
0.246 |
-0.005 |
-2.0% |
0.000 |
Volume |
5,064 |
4,339 |
-725 |
-14.3% |
32,083 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.210 |
8.099 |
7.728 |
|
R3 |
8.030 |
7.919 |
7.679 |
|
R2 |
7.850 |
7.850 |
7.662 |
|
R1 |
7.739 |
7.739 |
7.646 |
7.705 |
PP |
7.670 |
7.670 |
7.670 |
7.652 |
S1 |
7.559 |
7.559 |
7.613 |
7.525 |
S2 |
7.490 |
7.490 |
7.596 |
|
S3 |
7.310 |
7.379 |
7.580 |
|
S4 |
7.130 |
7.199 |
7.530 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.736 |
9.321 |
7.980 |
|
R3 |
9.098 |
8.683 |
7.804 |
|
R2 |
8.460 |
8.460 |
7.746 |
|
R1 |
8.045 |
8.045 |
7.687 |
7.934 |
PP |
7.822 |
7.822 |
7.822 |
7.767 |
S1 |
7.407 |
7.407 |
7.571 |
7.296 |
S2 |
7.184 |
7.184 |
7.512 |
|
S3 |
6.546 |
6.769 |
7.454 |
|
S4 |
5.908 |
6.131 |
7.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.238 |
7.600 |
0.638 |
8.4% |
0.220 |
2.9% |
5% |
False |
True |
6,416 |
10 |
8.800 |
7.600 |
1.200 |
15.7% |
0.254 |
3.3% |
2% |
False |
True |
6,402 |
20 |
8.800 |
7.600 |
1.200 |
15.7% |
0.241 |
3.2% |
2% |
False |
True |
5,735 |
40 |
8.800 |
7.600 |
1.200 |
15.7% |
0.219 |
2.9% |
2% |
False |
True |
4,174 |
60 |
9.838 |
7.600 |
2.238 |
29.3% |
0.206 |
2.7% |
1% |
False |
True |
3,736 |
80 |
9.912 |
7.600 |
2.312 |
30.3% |
0.185 |
2.4% |
1% |
False |
True |
3,050 |
100 |
9.912 |
7.600 |
2.312 |
30.3% |
0.180 |
2.4% |
1% |
False |
True |
2,633 |
120 |
9.912 |
7.600 |
2.312 |
30.3% |
0.171 |
2.2% |
1% |
False |
True |
2,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.545 |
2.618 |
8.251 |
1.618 |
8.071 |
1.000 |
7.960 |
0.618 |
7.891 |
HIGH |
7.780 |
0.618 |
7.711 |
0.500 |
7.690 |
0.382 |
7.669 |
LOW |
7.600 |
0.618 |
7.489 |
1.000 |
7.420 |
1.618 |
7.309 |
2.618 |
7.129 |
4.250 |
6.835 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.690 |
7.740 |
PP |
7.670 |
7.703 |
S1 |
7.649 |
7.666 |
|