NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.450 |
7.539 |
0.089 |
1.2% |
7.380 |
High |
7.533 |
7.950 |
0.417 |
5.5% |
7.608 |
Low |
7.369 |
7.530 |
0.161 |
2.2% |
7.240 |
Close |
7.504 |
7.919 |
0.415 |
5.5% |
7.301 |
Range |
0.164 |
0.420 |
0.256 |
156.1% |
0.368 |
ATR |
0.225 |
0.241 |
0.016 |
7.0% |
0.000 |
Volume |
11,681 |
10,717 |
-964 |
-8.3% |
39,937 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.060 |
8.909 |
8.150 |
|
R3 |
8.640 |
8.489 |
8.035 |
|
R2 |
8.220 |
8.220 |
7.996 |
|
R1 |
8.069 |
8.069 |
7.958 |
8.145 |
PP |
7.800 |
7.800 |
7.800 |
7.837 |
S1 |
7.649 |
7.649 |
7.881 |
7.725 |
S2 |
7.380 |
7.380 |
7.842 |
|
S3 |
6.960 |
7.229 |
7.804 |
|
S4 |
6.540 |
6.809 |
7.688 |
|
|
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 |
7.950 |
7.165 |
0.785 |
9.9% |
0.258 |
3.3% |
96% |
True |
False |
10,564 |
10 |
7.950 |
7.165 |
0.785 |
9.9% |
0.221 |
2.8% |
96% |
True |
False |
7,960 |
20 |
8.590 |
7.165 |
1.425 |
18.0% |
0.227 |
2.9% |
53% |
False |
False |
7,064 |
40 |
8.800 |
7.165 |
1.635 |
20.6% |
0.224 |
2.8% |
46% |
False |
False |
5,821 |
60 |
9.314 |
7.165 |
2.149 |
27.1% |
0.220 |
2.8% |
35% |
False |
False |
5,004 |
80 |
9.838 |
7.165 |
2.673 |
33.8% |
0.200 |
2.5% |
28% |
False |
False |
4,095 |
100 |
9.912 |
7.165 |
2.747 |
34.7% |
0.186 |
2.4% |
27% |
False |
False |
3,456 |
120 |
9.912 |
7.165 |
2.747 |
34.7% |
0.182 |
2.3% |
27% |
False |
False |
3,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.735 |
2.618 |
9.050 |
1.618 |
8.630 |
1.000 |
8.370 |
0.618 |
8.210 |
HIGH |
7.950 |
0.618 |
7.790 |
0.500 |
7.740 |
0.382 |
7.690 |
LOW |
7.530 |
0.618 |
7.270 |
1.000 |
7.110 |
1.618 |
6.850 |
2.618 |
6.430 |
4.250 |
5.745 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.859 |
7.799 |
PP |
7.800 |
7.678 |
S1 |
7.740 |
7.558 |
|