NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.576 |
7.350 |
-0.226 |
-3.0% |
7.380 |
High |
7.608 |
7.369 |
-0.239 |
-3.1% |
7.608 |
Low |
7.369 |
7.240 |
-0.129 |
-1.8% |
7.240 |
Close |
7.417 |
7.301 |
-0.116 |
-1.6% |
7.301 |
Range |
0.239 |
0.129 |
-0.110 |
-46.0% |
0.368 |
ATR |
0.225 |
0.222 |
-0.003 |
-1.5% |
0.000 |
Volume |
8,495 |
13,254 |
4,759 |
56.0% |
39,937 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.690 |
7.625 |
7.372 |
|
R3 |
7.561 |
7.496 |
7.336 |
|
R2 |
7.432 |
7.432 |
7.325 |
|
R1 |
7.367 |
7.367 |
7.313 |
7.335 |
PP |
7.303 |
7.303 |
7.303 |
7.288 |
S1 |
7.238 |
7.238 |
7.289 |
7.206 |
S2 |
7.174 |
7.174 |
7.277 |
|
S3 |
7.045 |
7.109 |
7.266 |
|
S4 |
6.916 |
6.980 |
7.230 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.487 |
8.262 |
7.503 |
|
R3 |
8.119 |
7.894 |
7.402 |
|
R2 |
7.751 |
7.751 |
7.368 |
|
R1 |
7.526 |
7.526 |
7.335 |
7.455 |
PP |
7.383 |
7.383 |
7.383 |
7.347 |
S1 |
7.158 |
7.158 |
7.267 |
7.087 |
S2 |
7.015 |
7.015 |
7.234 |
|
S3 |
6.647 |
6.790 |
7.200 |
|
S4 |
6.279 |
6.422 |
7.099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.608 |
7.240 |
0.368 |
5.0% |
0.176 |
2.4% |
17% |
False |
True |
7,987 |
10 |
7.707 |
7.240 |
0.467 |
6.4% |
0.188 |
2.6% |
13% |
False |
True |
6,366 |
20 |
8.800 |
7.240 |
1.560 |
21.4% |
0.221 |
3.0% |
4% |
False |
True |
6,384 |
40 |
8.800 |
7.240 |
1.560 |
21.4% |
0.218 |
3.0% |
4% |
False |
True |
5,220 |
60 |
9.740 |
7.240 |
2.500 |
34.2% |
0.215 |
2.9% |
2% |
False |
True |
4,579 |
80 |
9.912 |
7.240 |
2.672 |
36.6% |
0.193 |
2.6% |
2% |
False |
True |
3,741 |
100 |
9.912 |
7.240 |
2.672 |
36.6% |
0.183 |
2.5% |
2% |
False |
True |
3,160 |
120 |
9.912 |
7.240 |
2.672 |
36.6% |
0.178 |
2.4% |
2% |
False |
True |
2,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.917 |
2.618 |
7.707 |
1.618 |
7.578 |
1.000 |
7.498 |
0.618 |
7.449 |
HIGH |
7.369 |
0.618 |
7.320 |
0.500 |
7.305 |
0.382 |
7.289 |
LOW |
7.240 |
0.618 |
7.160 |
1.000 |
7.111 |
1.618 |
7.031 |
2.618 |
6.902 |
4.250 |
6.692 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.305 |
7.424 |
PP |
7.303 |
7.383 |
S1 |
7.302 |
7.342 |
|