NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.520 |
7.600 |
0.080 |
1.1% |
7.500 |
High |
7.590 |
7.623 |
0.033 |
0.4% |
7.707 |
Low |
7.458 |
7.350 |
-0.108 |
-1.4% |
7.350 |
Close |
7.510 |
7.381 |
-0.129 |
-1.7% |
7.381 |
Range |
0.132 |
0.273 |
0.141 |
106.8% |
0.357 |
ATR |
0.234 |
0.237 |
0.003 |
1.2% |
0.000 |
Volume |
4,470 |
4,127 |
-343 |
-7.7% |
23,725 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.270 |
8.099 |
7.531 |
|
R3 |
7.997 |
7.826 |
7.456 |
|
R2 |
7.724 |
7.724 |
7.431 |
|
R1 |
7.553 |
7.553 |
7.406 |
7.502 |
PP |
7.451 |
7.451 |
7.451 |
7.426 |
S1 |
7.280 |
7.280 |
7.356 |
7.229 |
S2 |
7.178 |
7.178 |
7.331 |
|
S3 |
6.905 |
7.007 |
7.306 |
|
S4 |
6.632 |
6.734 |
7.231 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.550 |
8.323 |
7.577 |
|
R3 |
8.193 |
7.966 |
7.479 |
|
R2 |
7.836 |
7.836 |
7.446 |
|
R1 |
7.609 |
7.609 |
7.414 |
7.544 |
PP |
7.479 |
7.479 |
7.479 |
7.447 |
S1 |
7.252 |
7.252 |
7.348 |
7.187 |
S2 |
7.122 |
7.122 |
7.316 |
|
S3 |
6.765 |
6.895 |
7.283 |
|
S4 |
6.408 |
6.538 |
7.185 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.707 |
7.350 |
0.357 |
4.8% |
0.199 |
2.7% |
9% |
False |
True |
4,745 |
10 |
8.238 |
7.350 |
0.888 |
12.0% |
0.210 |
2.8% |
3% |
False |
True |
5,580 |
20 |
8.800 |
7.350 |
1.450 |
19.6% |
0.228 |
3.1% |
2% |
False |
True |
5,950 |
40 |
8.800 |
7.350 |
1.450 |
19.6% |
0.223 |
3.0% |
2% |
False |
True |
4,596 |
60 |
9.830 |
7.350 |
2.480 |
33.6% |
0.210 |
2.9% |
1% |
False |
True |
4,052 |
80 |
9.912 |
7.350 |
2.562 |
34.7% |
0.191 |
2.6% |
1% |
False |
True |
3,276 |
100 |
9.912 |
7.350 |
2.562 |
34.7% |
0.182 |
2.5% |
1% |
False |
True |
2,786 |
120 |
9.912 |
7.350 |
2.562 |
34.7% |
0.175 |
2.4% |
1% |
False |
True |
2,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.783 |
2.618 |
8.338 |
1.618 |
8.065 |
1.000 |
7.896 |
0.618 |
7.792 |
HIGH |
7.623 |
0.618 |
7.519 |
0.500 |
7.487 |
0.382 |
7.454 |
LOW |
7.350 |
0.618 |
7.181 |
1.000 |
7.077 |
1.618 |
6.908 |
2.618 |
6.635 |
4.250 |
6.190 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.487 |
7.529 |
PP |
7.451 |
7.479 |
S1 |
7.416 |
7.430 |
|