NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 05-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.380 |
7.490 |
0.110 |
1.5% |
7.500 |
High |
7.504 |
7.556 |
0.052 |
0.7% |
7.707 |
Low |
7.250 |
7.369 |
0.119 |
1.6% |
7.350 |
Close |
7.463 |
7.520 |
0.057 |
0.8% |
7.381 |
Range |
0.254 |
0.187 |
-0.067 |
-26.4% |
0.357 |
ATR |
0.227 |
0.224 |
-0.003 |
-1.3% |
0.000 |
Volume |
3,402 |
10,659 |
7,257 |
213.3% |
23,725 |
|
Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.043 |
7.968 |
7.623 |
|
R3 |
7.856 |
7.781 |
7.571 |
|
R2 |
7.669 |
7.669 |
7.554 |
|
R1 |
7.594 |
7.594 |
7.537 |
7.632 |
PP |
7.482 |
7.482 |
7.482 |
7.500 |
S1 |
7.407 |
7.407 |
7.503 |
7.445 |
S2 |
7.295 |
7.295 |
7.486 |
|
S3 |
7.108 |
7.220 |
7.469 |
|
S4 |
6.921 |
7.033 |
7.417 |
|
|
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 |
7.623 |
7.250 |
0.373 |
5.0% |
0.183 |
2.4% |
72% |
False |
False |
5,357 |
10 |
7.786 |
7.250 |
0.536 |
7.1% |
0.180 |
2.4% |
50% |
False |
False |
5,131 |
20 |
8.800 |
7.250 |
1.550 |
20.6% |
0.229 |
3.0% |
17% |
False |
False |
6,213 |
40 |
8.800 |
7.250 |
1.550 |
20.6% |
0.219 |
2.9% |
17% |
False |
False |
4,847 |
60 |
9.830 |
7.250 |
2.580 |
34.3% |
0.214 |
2.8% |
10% |
False |
False |
4,282 |
80 |
9.912 |
7.250 |
2.662 |
35.4% |
0.193 |
2.6% |
10% |
False |
False |
3,482 |
100 |
9.912 |
7.250 |
2.662 |
35.4% |
0.182 |
2.4% |
10% |
False |
False |
2,952 |
120 |
9.912 |
7.250 |
2.662 |
35.4% |
0.177 |
2.4% |
10% |
False |
False |
2,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.351 |
2.618 |
8.046 |
1.618 |
7.859 |
1.000 |
7.743 |
0.618 |
7.672 |
HIGH |
7.556 |
0.618 |
7.485 |
0.500 |
7.463 |
0.382 |
7.440 |
LOW |
7.369 |
0.618 |
7.253 |
1.000 |
7.182 |
1.618 |
7.066 |
2.618 |
6.879 |
4.250 |
6.574 |
|
|
Fisher Pivots for day following 05-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.501 |
7.481 |
PP |
7.482 |
7.442 |
S1 |
7.463 |
7.403 |
|