NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 03-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.600 |
7.380 |
-0.220 |
-2.9% |
7.500 |
High |
7.623 |
7.380 |
-0.243 |
-3.2% |
7.707 |
Low |
7.350 |
7.310 |
-0.040 |
-0.5% |
7.350 |
Close |
7.381 |
7.350 |
-0.031 |
-0.4% |
7.381 |
Range |
0.273 |
0.070 |
-0.203 |
-74.4% |
0.357 |
ATR |
0.237 |
0.225 |
-0.012 |
-5.0% |
0.000 |
Volume |
4,127 |
4,127 |
0 |
0.0% |
23,725 |
|
Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.557 |
7.523 |
7.389 |
|
R3 |
7.487 |
7.453 |
7.369 |
|
R2 |
7.417 |
7.417 |
7.363 |
|
R1 |
7.383 |
7.383 |
7.356 |
7.365 |
PP |
7.347 |
7.347 |
7.347 |
7.338 |
S1 |
7.313 |
7.313 |
7.344 |
7.295 |
S2 |
7.277 |
7.277 |
7.337 |
|
S3 |
7.207 |
7.243 |
7.331 |
|
S4 |
7.137 |
7.173 |
7.312 |
|
|
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 |
7.310 |
0.397 |
5.4% |
0.182 |
2.5% |
10% |
False |
True |
4,990 |
10 |
7.920 |
7.310 |
0.610 |
8.3% |
0.179 |
2.4% |
7% |
False |
True |
5,277 |
20 |
8.800 |
7.310 |
1.490 |
20.3% |
0.223 |
3.0% |
3% |
False |
True |
6,035 |
40 |
8.800 |
7.310 |
1.490 |
20.3% |
0.220 |
3.0% |
3% |
False |
True |
4,639 |
60 |
9.830 |
7.310 |
2.520 |
34.3% |
0.210 |
2.9% |
2% |
False |
True |
4,085 |
80 |
9.912 |
7.310 |
2.602 |
35.4% |
0.190 |
2.6% |
2% |
False |
True |
3,320 |
100 |
9.912 |
7.310 |
2.602 |
35.4% |
0.181 |
2.5% |
2% |
False |
True |
2,820 |
120 |
9.912 |
7.310 |
2.602 |
35.4% |
0.175 |
2.4% |
2% |
False |
True |
2,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.678 |
2.618 |
7.563 |
1.618 |
7.493 |
1.000 |
7.450 |
0.618 |
7.423 |
HIGH |
7.380 |
0.618 |
7.353 |
0.500 |
7.345 |
0.382 |
7.337 |
LOW |
7.310 |
0.618 |
7.267 |
1.000 |
7.240 |
1.618 |
7.197 |
2.618 |
7.127 |
4.250 |
7.013 |
|
|
Fisher Pivots for day following 03-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.348 |
7.467 |
PP |
7.347 |
7.428 |
S1 |
7.345 |
7.389 |
|