NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.380 |
7.380 |
0.000 |
0.0% |
7.500 |
High |
7.380 |
7.504 |
0.124 |
1.7% |
7.707 |
Low |
7.310 |
7.250 |
-0.060 |
-0.8% |
7.350 |
Close |
7.350 |
7.463 |
0.113 |
1.5% |
7.381 |
Range |
0.070 |
0.254 |
0.184 |
262.9% |
0.357 |
ATR |
0.225 |
0.227 |
0.002 |
0.9% |
0.000 |
Volume |
4,127 |
3,402 |
-725 |
-17.6% |
23,725 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.168 |
8.069 |
7.603 |
|
R3 |
7.914 |
7.815 |
7.533 |
|
R2 |
7.660 |
7.660 |
7.510 |
|
R1 |
7.561 |
7.561 |
7.486 |
7.611 |
PP |
7.406 |
7.406 |
7.406 |
7.430 |
S1 |
7.307 |
7.307 |
7.440 |
7.357 |
S2 |
7.152 |
7.152 |
7.416 |
|
S3 |
6.898 |
7.053 |
7.393 |
|
S4 |
6.644 |
6.799 |
7.323 |
|
|
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 |
7.250 |
0.457 |
6.1% |
0.198 |
2.7% |
47% |
False |
True |
4,629 |
10 |
7.880 |
7.250 |
0.630 |
8.4% |
0.184 |
2.5% |
34% |
False |
True |
4,606 |
20 |
8.800 |
7.250 |
1.550 |
20.8% |
0.228 |
3.1% |
14% |
False |
True |
6,014 |
40 |
8.800 |
7.250 |
1.550 |
20.8% |
0.221 |
3.0% |
14% |
False |
True |
4,665 |
60 |
9.830 |
7.250 |
2.580 |
34.6% |
0.212 |
2.8% |
8% |
False |
True |
4,121 |
80 |
9.912 |
7.250 |
2.662 |
35.7% |
0.191 |
2.6% |
8% |
False |
True |
3,355 |
100 |
9.912 |
7.250 |
2.662 |
35.7% |
0.182 |
2.4% |
8% |
False |
True |
2,850 |
120 |
9.912 |
7.250 |
2.662 |
35.7% |
0.176 |
2.4% |
8% |
False |
True |
2,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.584 |
2.618 |
8.169 |
1.618 |
7.915 |
1.000 |
7.758 |
0.618 |
7.661 |
HIGH |
7.504 |
0.618 |
7.407 |
0.500 |
7.377 |
0.382 |
7.347 |
LOW |
7.250 |
0.618 |
7.093 |
1.000 |
6.996 |
1.618 |
6.839 |
2.618 |
6.585 |
4.250 |
6.171 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.434 |
7.454 |
PP |
7.406 |
7.445 |
S1 |
7.377 |
7.437 |
|