NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.750 |
7.500 |
-0.250 |
-3.2% |
8.125 |
High |
7.780 |
7.551 |
-0.229 |
-2.9% |
8.238 |
Low |
7.600 |
7.395 |
-0.205 |
-2.7% |
7.600 |
Close |
7.629 |
7.520 |
-0.109 |
-1.4% |
7.629 |
Range |
0.180 |
0.156 |
-0.024 |
-13.3% |
0.638 |
ATR |
0.246 |
0.245 |
-0.001 |
-0.3% |
0.000 |
Volume |
4,339 |
2,900 |
-1,439 |
-33.2% |
32,083 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.957 |
7.894 |
7.606 |
|
R3 |
7.801 |
7.738 |
7.563 |
|
R2 |
7.645 |
7.645 |
7.549 |
|
R1 |
7.582 |
7.582 |
7.534 |
7.614 |
PP |
7.489 |
7.489 |
7.489 |
7.504 |
S1 |
7.426 |
7.426 |
7.506 |
7.458 |
S2 |
7.333 |
7.333 |
7.491 |
|
S3 |
7.177 |
7.270 |
7.477 |
|
S4 |
7.021 |
7.114 |
7.434 |
|
|
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 |
7.920 |
7.395 |
0.525 |
7.0% |
0.176 |
2.3% |
24% |
False |
True |
5,565 |
10 |
8.800 |
7.395 |
1.405 |
18.7% |
0.245 |
3.3% |
9% |
False |
True |
6,074 |
20 |
8.800 |
7.395 |
1.405 |
18.7% |
0.240 |
3.2% |
9% |
False |
True |
5,785 |
40 |
8.800 |
7.395 |
1.405 |
18.7% |
0.218 |
2.9% |
9% |
False |
True |
4,213 |
60 |
9.830 |
7.395 |
2.435 |
32.4% |
0.205 |
2.7% |
5% |
False |
True |
3,774 |
80 |
9.912 |
7.395 |
2.517 |
33.5% |
0.185 |
2.5% |
5% |
False |
True |
3,062 |
100 |
9.912 |
7.395 |
2.517 |
33.5% |
0.180 |
2.4% |
5% |
False |
True |
2,652 |
120 |
9.912 |
7.395 |
2.517 |
33.5% |
0.172 |
2.3% |
5% |
False |
True |
2,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.214 |
2.618 |
7.959 |
1.618 |
7.803 |
1.000 |
7.707 |
0.618 |
7.647 |
HIGH |
7.551 |
0.618 |
7.491 |
0.500 |
7.473 |
0.382 |
7.455 |
LOW |
7.395 |
0.618 |
7.299 |
1.000 |
7.239 |
1.618 |
7.143 |
2.618 |
6.987 |
4.250 |
6.732 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.504 |
7.591 |
PP |
7.489 |
7.567 |
S1 |
7.473 |
7.544 |
|