NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.715 |
7.815 |
0.100 |
1.3% |
7.279 |
High |
7.912 |
7.950 |
0.038 |
0.5% |
7.950 |
Low |
7.665 |
7.765 |
0.100 |
1.3% |
7.165 |
Close |
7.754 |
7.932 |
0.178 |
2.3% |
7.754 |
Range |
0.247 |
0.185 |
-0.062 |
-25.1% |
0.785 |
ATR |
0.246 |
0.243 |
-0.004 |
-1.5% |
0.000 |
Volume |
11,252 |
10,529 |
-723 |
-6.4% |
54,973 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.437 |
8.370 |
8.034 |
|
R3 |
8.252 |
8.185 |
7.983 |
|
R2 |
8.067 |
8.067 |
7.966 |
|
R1 |
8.000 |
8.000 |
7.949 |
8.034 |
PP |
7.882 |
7.882 |
7.882 |
7.899 |
S1 |
7.815 |
7.815 |
7.915 |
7.849 |
S2 |
7.697 |
7.697 |
7.898 |
|
S3 |
7.512 |
7.630 |
7.881 |
|
S4 |
7.327 |
7.445 |
7.830 |
|
|
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 |
7.369 |
0.581 |
7.3% |
0.265 |
3.3% |
97% |
True |
False |
11,365 |
10 |
7.950 |
7.165 |
0.785 |
9.9% |
0.247 |
3.1% |
98% |
True |
False |
10,131 |
20 |
7.950 |
7.165 |
0.785 |
9.9% |
0.213 |
2.7% |
98% |
True |
False |
7,704 |
40 |
8.800 |
7.165 |
1.635 |
20.6% |
0.227 |
2.9% |
47% |
False |
False |
6,457 |
60 |
8.801 |
7.165 |
1.636 |
20.6% |
0.220 |
2.8% |
47% |
False |
False |
5,373 |
80 |
9.838 |
7.165 |
2.673 |
33.7% |
0.204 |
2.6% |
29% |
False |
False |
4,491 |
100 |
9.912 |
7.165 |
2.747 |
34.6% |
0.189 |
2.4% |
28% |
False |
False |
3,762 |
120 |
9.912 |
7.165 |
2.747 |
34.6% |
0.185 |
2.3% |
28% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.736 |
2.618 |
8.434 |
1.618 |
8.249 |
1.000 |
8.135 |
0.618 |
8.064 |
HIGH |
7.950 |
0.618 |
7.879 |
0.500 |
7.858 |
0.382 |
7.836 |
LOW |
7.765 |
0.618 |
7.651 |
1.000 |
7.580 |
1.618 |
7.466 |
2.618 |
7.281 |
4.250 |
6.979 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.907 |
7.883 |
PP |
7.882 |
7.835 |
S1 |
7.858 |
7.786 |
|