NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.930 |
7.715 |
-0.215 |
-2.7% |
7.279 |
High |
7.930 |
7.912 |
-0.018 |
-0.2% |
7.950 |
Low |
7.622 |
7.665 |
0.043 |
0.6% |
7.165 |
Close |
7.661 |
7.754 |
0.093 |
1.2% |
7.754 |
Range |
0.308 |
0.247 |
-0.061 |
-19.8% |
0.785 |
ATR |
0.246 |
0.246 |
0.000 |
0.1% |
0.000 |
Volume |
12,649 |
11,252 |
-1,397 |
-11.0% |
54,973 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.518 |
8.383 |
7.890 |
|
R3 |
8.271 |
8.136 |
7.822 |
|
R2 |
8.024 |
8.024 |
7.799 |
|
R1 |
7.889 |
7.889 |
7.777 |
7.957 |
PP |
7.777 |
7.777 |
7.777 |
7.811 |
S1 |
7.642 |
7.642 |
7.731 |
7.710 |
S2 |
7.530 |
7.530 |
7.709 |
|
S3 |
7.283 |
7.395 |
7.686 |
|
S4 |
7.036 |
7.148 |
7.618 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.978 |
9.651 |
8.186 |
|
R3 |
9.193 |
8.866 |
7.970 |
|
R2 |
8.408 |
8.408 |
7.898 |
|
R1 |
8.081 |
8.081 |
7.826 |
8.245 |
PP |
7.623 |
7.623 |
7.623 |
7.705 |
S1 |
7.296 |
7.296 |
7.682 |
7.460 |
S2 |
6.838 |
6.838 |
7.610 |
|
S3 |
6.053 |
6.511 |
7.538 |
|
S4 |
5.268 |
5.726 |
7.322 |
|
|
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 |
10.1% |
0.296 |
3.8% |
75% |
False |
False |
10,994 |
10 |
7.950 |
7.165 |
0.785 |
10.1% |
0.236 |
3.0% |
75% |
False |
False |
9,491 |
20 |
8.238 |
7.165 |
1.073 |
13.8% |
0.223 |
2.9% |
55% |
False |
False |
7,535 |
40 |
8.800 |
7.165 |
1.635 |
21.1% |
0.227 |
2.9% |
36% |
False |
False |
6,249 |
60 |
8.967 |
7.165 |
1.802 |
23.2% |
0.220 |
2.8% |
33% |
False |
False |
5,256 |
80 |
9.838 |
7.165 |
2.673 |
34.5% |
0.204 |
2.6% |
22% |
False |
False |
4,368 |
100 |
9.912 |
7.165 |
2.747 |
35.4% |
0.190 |
2.4% |
21% |
False |
False |
3,674 |
120 |
9.912 |
7.165 |
2.747 |
35.4% |
0.184 |
2.4% |
21% |
False |
False |
3,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.962 |
2.618 |
8.559 |
1.618 |
8.312 |
1.000 |
8.159 |
0.618 |
8.065 |
HIGH |
7.912 |
0.618 |
7.818 |
0.500 |
7.789 |
0.382 |
7.759 |
LOW |
7.665 |
0.618 |
7.512 |
1.000 |
7.418 |
1.618 |
7.265 |
2.618 |
7.018 |
4.250 |
6.615 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.789 |
7.749 |
PP |
7.777 |
7.745 |
S1 |
7.766 |
7.740 |
|