NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.490 |
7.576 |
0.086 |
1.1% |
7.500 |
High |
7.556 |
7.608 |
0.052 |
0.7% |
7.707 |
Low |
7.369 |
7.369 |
0.000 |
0.0% |
7.350 |
Close |
7.520 |
7.417 |
-0.103 |
-1.4% |
7.381 |
Range |
0.187 |
0.239 |
0.052 |
27.8% |
0.357 |
ATR |
0.224 |
0.225 |
0.001 |
0.5% |
0.000 |
Volume |
10,659 |
8,495 |
-2,164 |
-20.3% |
23,725 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.182 |
8.038 |
7.548 |
|
R3 |
7.943 |
7.799 |
7.483 |
|
R2 |
7.704 |
7.704 |
7.461 |
|
R1 |
7.560 |
7.560 |
7.439 |
7.513 |
PP |
7.465 |
7.465 |
7.465 |
7.441 |
S1 |
7.321 |
7.321 |
7.395 |
7.274 |
S2 |
7.226 |
7.226 |
7.373 |
|
S3 |
6.987 |
7.082 |
7.351 |
|
S4 |
6.748 |
6.843 |
7.286 |
|
|
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% |
0.205 |
2.8% |
45% |
False |
False |
6,162 |
10 |
7.780 |
7.250 |
0.530 |
7.1% |
0.193 |
2.6% |
32% |
False |
False |
5,474 |
20 |
8.800 |
7.250 |
1.550 |
20.9% |
0.230 |
3.1% |
11% |
False |
False |
6,095 |
40 |
8.800 |
7.250 |
1.550 |
20.9% |
0.219 |
3.0% |
11% |
False |
False |
4,985 |
60 |
9.830 |
7.250 |
2.580 |
34.8% |
0.215 |
2.9% |
6% |
False |
False |
4,381 |
80 |
9.912 |
7.250 |
2.662 |
35.9% |
0.194 |
2.6% |
6% |
False |
False |
3,580 |
100 |
9.912 |
7.250 |
2.662 |
35.9% |
0.184 |
2.5% |
6% |
False |
False |
3,032 |
120 |
9.912 |
7.250 |
2.662 |
35.9% |
0.179 |
2.4% |
6% |
False |
False |
2,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.624 |
2.618 |
8.234 |
1.618 |
7.995 |
1.000 |
7.847 |
0.618 |
7.756 |
HIGH |
7.608 |
0.618 |
7.517 |
0.500 |
7.489 |
0.382 |
7.460 |
LOW |
7.369 |
0.618 |
7.221 |
1.000 |
7.130 |
1.618 |
6.982 |
2.618 |
6.743 |
4.250 |
6.353 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.489 |
7.429 |
PP |
7.465 |
7.425 |
S1 |
7.441 |
7.421 |
|