NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.350 |
7.279 |
-0.071 |
-1.0% |
7.380 |
High |
7.369 |
7.505 |
0.136 |
1.8% |
7.608 |
Low |
7.240 |
7.165 |
-0.075 |
-1.0% |
7.240 |
Close |
7.301 |
7.476 |
0.175 |
2.4% |
7.301 |
Range |
0.129 |
0.340 |
0.211 |
163.6% |
0.368 |
ATR |
0.222 |
0.230 |
0.008 |
3.8% |
0.000 |
Volume |
13,254 |
8,674 |
-4,580 |
-34.6% |
39,937 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.402 |
8.279 |
7.663 |
|
R3 |
8.062 |
7.939 |
7.570 |
|
R2 |
7.722 |
7.722 |
7.538 |
|
R1 |
7.599 |
7.599 |
7.507 |
7.661 |
PP |
7.382 |
7.382 |
7.382 |
7.413 |
S1 |
7.259 |
7.259 |
7.445 |
7.321 |
S2 |
7.042 |
7.042 |
7.414 |
|
S3 |
6.702 |
6.919 |
7.383 |
|
S4 |
6.362 |
6.579 |
7.289 |
|
|
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 |
7.165 |
0.443 |
5.9% |
0.230 |
3.1% |
70% |
False |
True |
8,896 |
10 |
7.707 |
7.165 |
0.542 |
7.2% |
0.206 |
2.8% |
57% |
False |
True |
6,943 |
20 |
8.800 |
7.165 |
1.635 |
21.9% |
0.226 |
3.0% |
19% |
False |
True |
6,508 |
40 |
8.800 |
7.165 |
1.635 |
21.9% |
0.222 |
3.0% |
19% |
False |
True |
5,403 |
60 |
9.620 |
7.165 |
2.455 |
32.8% |
0.218 |
2.9% |
13% |
False |
True |
4,709 |
80 |
9.838 |
7.165 |
2.673 |
35.8% |
0.194 |
2.6% |
12% |
False |
True |
3,837 |
100 |
9.912 |
7.165 |
2.747 |
36.7% |
0.185 |
2.5% |
11% |
False |
True |
3,241 |
120 |
9.912 |
7.165 |
2.747 |
36.7% |
0.179 |
2.4% |
11% |
False |
True |
2,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.950 |
2.618 |
8.395 |
1.618 |
8.055 |
1.000 |
7.845 |
0.618 |
7.715 |
HIGH |
7.505 |
0.618 |
7.375 |
0.500 |
7.335 |
0.382 |
7.295 |
LOW |
7.165 |
0.618 |
6.955 |
1.000 |
6.825 |
1.618 |
6.615 |
2.618 |
6.275 |
4.250 |
5.720 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.429 |
7.446 |
PP |
7.382 |
7.416 |
S1 |
7.335 |
7.387 |
|