NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 11-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.279 |
7.450 |
0.171 |
2.3% |
7.380 |
High |
7.505 |
7.533 |
0.028 |
0.4% |
7.608 |
Low |
7.165 |
7.369 |
0.204 |
2.8% |
7.240 |
Close |
7.476 |
7.504 |
0.028 |
0.4% |
7.301 |
Range |
0.340 |
0.164 |
-0.176 |
-51.8% |
0.368 |
ATR |
0.230 |
0.225 |
-0.005 |
-2.1% |
0.000 |
Volume |
8,674 |
11,681 |
3,007 |
34.7% |
39,937 |
|
Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.961 |
7.896 |
7.594 |
|
R3 |
7.797 |
7.732 |
7.549 |
|
R2 |
7.633 |
7.633 |
7.534 |
|
R1 |
7.568 |
7.568 |
7.519 |
7.601 |
PP |
7.469 |
7.469 |
7.469 |
7.485 |
S1 |
7.404 |
7.404 |
7.489 |
7.437 |
S2 |
7.305 |
7.305 |
7.474 |
|
S3 |
7.141 |
7.240 |
7.459 |
|
S4 |
6.977 |
7.076 |
7.414 |
|
|
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% |
0.212 |
2.8% |
77% |
False |
False |
10,552 |
10 |
7.707 |
7.165 |
0.542 |
7.2% |
0.205 |
2.7% |
63% |
False |
False |
7,590 |
20 |
8.800 |
7.165 |
1.635 |
21.8% |
0.224 |
3.0% |
21% |
False |
False |
6,736 |
40 |
8.800 |
7.165 |
1.635 |
21.8% |
0.222 |
3.0% |
21% |
False |
False |
5,640 |
60 |
9.518 |
7.165 |
2.353 |
31.4% |
0.218 |
2.9% |
14% |
False |
False |
4,859 |
80 |
9.838 |
7.165 |
2.673 |
35.6% |
0.195 |
2.6% |
13% |
False |
False |
3,967 |
100 |
9.912 |
7.165 |
2.747 |
36.6% |
0.184 |
2.4% |
12% |
False |
False |
3,354 |
120 |
9.912 |
7.165 |
2.747 |
36.6% |
0.180 |
2.4% |
12% |
False |
False |
2,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.230 |
2.618 |
7.962 |
1.618 |
7.798 |
1.000 |
7.697 |
0.618 |
7.634 |
HIGH |
7.533 |
0.618 |
7.470 |
0.500 |
7.451 |
0.382 |
7.432 |
LOW |
7.369 |
0.618 |
7.268 |
1.000 |
7.205 |
1.618 |
7.104 |
2.618 |
6.940 |
4.250 |
6.672 |
|
|
Fisher Pivots for day following 11-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.486 |
7.452 |
PP |
7.469 |
7.401 |
S1 |
7.451 |
7.349 |
|