NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.539 |
7.930 |
0.391 |
5.2% |
7.380 |
High |
7.950 |
7.930 |
-0.020 |
-0.3% |
7.608 |
Low |
7.530 |
7.622 |
0.092 |
1.2% |
7.240 |
Close |
7.919 |
7.661 |
-0.258 |
-3.3% |
7.301 |
Range |
0.420 |
0.308 |
-0.112 |
-26.7% |
0.368 |
ATR |
0.241 |
0.246 |
0.005 |
2.0% |
0.000 |
Volume |
10,717 |
12,649 |
1,932 |
18.0% |
39,937 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.662 |
8.469 |
7.830 |
|
R3 |
8.354 |
8.161 |
7.746 |
|
R2 |
8.046 |
8.046 |
7.717 |
|
R1 |
7.853 |
7.853 |
7.689 |
7.796 |
PP |
7.738 |
7.738 |
7.738 |
7.709 |
S1 |
7.545 |
7.545 |
7.633 |
7.488 |
S2 |
7.430 |
7.430 |
7.605 |
|
S3 |
7.122 |
7.237 |
7.576 |
|
S4 |
6.814 |
6.929 |
7.492 |
|
|
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 |
10.2% |
0.272 |
3.6% |
63% |
False |
False |
11,395 |
10 |
7.950 |
7.165 |
0.785 |
10.2% |
0.238 |
3.1% |
63% |
False |
False |
8,778 |
20 |
8.589 |
7.165 |
1.424 |
18.6% |
0.224 |
2.9% |
35% |
False |
False |
7,351 |
40 |
8.800 |
7.165 |
1.635 |
21.3% |
0.227 |
3.0% |
30% |
False |
False |
6,066 |
60 |
9.225 |
7.165 |
2.060 |
26.9% |
0.222 |
2.9% |
24% |
False |
False |
5,157 |
80 |
9.838 |
7.165 |
2.673 |
34.9% |
0.203 |
2.6% |
19% |
False |
False |
4,244 |
100 |
9.912 |
7.165 |
2.747 |
35.9% |
0.189 |
2.5% |
18% |
False |
False |
3,569 |
120 |
9.912 |
7.165 |
2.747 |
35.9% |
0.183 |
2.4% |
18% |
False |
False |
3,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.239 |
2.618 |
8.736 |
1.618 |
8.428 |
1.000 |
8.238 |
0.618 |
8.120 |
HIGH |
7.930 |
0.618 |
7.812 |
0.500 |
7.776 |
0.382 |
7.740 |
LOW |
7.622 |
0.618 |
7.432 |
1.000 |
7.314 |
1.618 |
7.124 |
2.618 |
6.816 |
4.250 |
6.313 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.776 |
7.661 |
PP |
7.738 |
7.660 |
S1 |
7.699 |
7.660 |
|