NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 29-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.503 |
7.675 |
0.172 |
2.3% |
8.125 |
High |
7.677 |
7.707 |
0.030 |
0.4% |
8.238 |
Low |
7.503 |
7.445 |
-0.058 |
-0.8% |
7.600 |
Close |
7.581 |
7.486 |
-0.095 |
-1.3% |
7.629 |
Range |
0.174 |
0.262 |
0.088 |
50.6% |
0.638 |
ATR |
0.240 |
0.242 |
0.002 |
0.7% |
0.000 |
Volume |
5,208 |
7,020 |
1,812 |
34.8% |
32,083 |
|
Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.332 |
8.171 |
7.630 |
|
R3 |
8.070 |
7.909 |
7.558 |
|
R2 |
7.808 |
7.808 |
7.534 |
|
R1 |
7.647 |
7.647 |
7.510 |
7.597 |
PP |
7.546 |
7.546 |
7.546 |
7.521 |
S1 |
7.385 |
7.385 |
7.462 |
7.335 |
S2 |
7.284 |
7.284 |
7.438 |
|
S3 |
7.022 |
7.123 |
7.414 |
|
S4 |
6.760 |
6.861 |
7.342 |
|
|
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 |
7.786 |
7.395 |
0.391 |
5.2% |
0.177 |
2.4% |
23% |
False |
False |
4,906 |
10 |
8.590 |
7.395 |
1.195 |
16.0% |
0.234 |
3.1% |
8% |
False |
False |
6,168 |
20 |
8.800 |
7.395 |
1.405 |
18.8% |
0.235 |
3.1% |
6% |
False |
False |
5,921 |
40 |
8.800 |
7.395 |
1.405 |
18.8% |
0.224 |
3.0% |
6% |
False |
False |
4,444 |
60 |
9.830 |
7.395 |
2.435 |
32.5% |
0.208 |
2.8% |
4% |
False |
False |
3,948 |
80 |
9.912 |
7.395 |
2.517 |
33.6% |
0.189 |
2.5% |
4% |
False |
False |
3,196 |
100 |
9.912 |
7.395 |
2.517 |
33.6% |
0.181 |
2.4% |
4% |
False |
False |
2,738 |
120 |
9.912 |
7.395 |
2.517 |
33.6% |
0.174 |
2.3% |
4% |
False |
False |
2,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.821 |
2.618 |
8.393 |
1.618 |
8.131 |
1.000 |
7.969 |
0.618 |
7.869 |
HIGH |
7.707 |
0.618 |
7.607 |
0.500 |
7.576 |
0.382 |
7.545 |
LOW |
7.445 |
0.618 |
7.283 |
1.000 |
7.183 |
1.618 |
7.021 |
2.618 |
6.759 |
4.250 |
6.332 |
|
|
Fisher Pivots for day following 29-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.576 |
7.551 |
PP |
7.546 |
7.529 |
S1 |
7.516 |
7.508 |
|