NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.675 |
7.520 |
-0.155 |
-2.0% |
8.125 |
High |
7.707 |
7.590 |
-0.117 |
-1.5% |
8.238 |
Low |
7.445 |
7.458 |
0.013 |
0.2% |
7.600 |
Close |
7.486 |
7.510 |
0.024 |
0.3% |
7.629 |
Range |
0.262 |
0.132 |
-0.130 |
-49.6% |
0.638 |
ATR |
0.242 |
0.234 |
-0.008 |
-3.2% |
0.000 |
Volume |
7,020 |
4,470 |
-2,550 |
-36.3% |
32,083 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.915 |
7.845 |
7.583 |
|
R3 |
7.783 |
7.713 |
7.546 |
|
R2 |
7.651 |
7.651 |
7.534 |
|
R1 |
7.581 |
7.581 |
7.522 |
7.550 |
PP |
7.519 |
7.519 |
7.519 |
7.504 |
S1 |
7.449 |
7.449 |
7.498 |
7.418 |
S2 |
7.387 |
7.387 |
7.486 |
|
S3 |
7.255 |
7.317 |
7.474 |
|
S4 |
7.123 |
7.185 |
7.437 |
|
|
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 |
7.780 |
7.395 |
0.385 |
5.1% |
0.181 |
2.4% |
30% |
False |
False |
4,787 |
10 |
8.589 |
7.395 |
1.194 |
15.9% |
0.210 |
2.8% |
10% |
False |
False |
5,925 |
20 |
8.800 |
7.395 |
1.405 |
18.7% |
0.226 |
3.0% |
8% |
False |
False |
5,997 |
40 |
8.800 |
7.395 |
1.405 |
18.7% |
0.223 |
3.0% |
8% |
False |
False |
4,528 |
60 |
9.830 |
7.395 |
2.435 |
32.4% |
0.207 |
2.8% |
5% |
False |
False |
4,011 |
80 |
9.912 |
7.395 |
2.517 |
33.5% |
0.189 |
2.5% |
5% |
False |
False |
3,243 |
100 |
9.912 |
7.395 |
2.517 |
33.5% |
0.181 |
2.4% |
5% |
False |
False |
2,751 |
120 |
9.912 |
7.395 |
2.517 |
33.5% |
0.174 |
2.3% |
5% |
False |
False |
2,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.151 |
2.618 |
7.936 |
1.618 |
7.804 |
1.000 |
7.722 |
0.618 |
7.672 |
HIGH |
7.590 |
0.618 |
7.540 |
0.500 |
7.524 |
0.382 |
7.508 |
LOW |
7.458 |
0.618 |
7.376 |
1.000 |
7.326 |
1.618 |
7.244 |
2.618 |
7.112 |
4.250 |
6.897 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.524 |
7.576 |
PP |
7.519 |
7.554 |
S1 |
7.515 |
7.532 |
|