NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.815 |
7.978 |
0.163 |
2.1% |
7.279 |
High |
7.950 |
7.980 |
0.030 |
0.4% |
7.950 |
Low |
7.765 |
7.587 |
-0.178 |
-2.3% |
7.165 |
Close |
7.932 |
7.858 |
-0.074 |
-0.9% |
7.754 |
Range |
0.185 |
0.393 |
0.208 |
112.4% |
0.785 |
ATR |
0.243 |
0.253 |
0.011 |
4.4% |
0.000 |
Volume |
10,529 |
9,429 |
-1,100 |
-10.4% |
54,973 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.987 |
8.816 |
8.074 |
|
R3 |
8.594 |
8.423 |
7.966 |
|
R2 |
8.201 |
8.201 |
7.930 |
|
R1 |
8.030 |
8.030 |
7.894 |
7.919 |
PP |
7.808 |
7.808 |
7.808 |
7.753 |
S1 |
7.637 |
7.637 |
7.822 |
7.526 |
S2 |
7.415 |
7.415 |
7.786 |
|
S3 |
7.022 |
7.244 |
7.750 |
|
S4 |
6.629 |
6.851 |
7.642 |
|
|
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 |
7.980 |
7.530 |
0.450 |
5.7% |
0.311 |
4.0% |
73% |
True |
False |
10,915 |
10 |
7.980 |
7.165 |
0.815 |
10.4% |
0.261 |
3.3% |
85% |
True |
False |
10,733 |
20 |
7.980 |
7.165 |
0.815 |
10.4% |
0.222 |
2.8% |
85% |
True |
False |
7,670 |
40 |
8.800 |
7.165 |
1.635 |
20.8% |
0.233 |
3.0% |
42% |
False |
False |
6,601 |
60 |
8.801 |
7.165 |
1.636 |
20.8% |
0.224 |
2.9% |
42% |
False |
False |
5,364 |
80 |
9.838 |
7.165 |
2.673 |
34.0% |
0.207 |
2.6% |
26% |
False |
False |
4,582 |
100 |
9.912 |
7.165 |
2.747 |
35.0% |
0.192 |
2.4% |
25% |
False |
False |
3,853 |
120 |
9.912 |
7.165 |
2.747 |
35.0% |
0.187 |
2.4% |
25% |
False |
False |
3,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.650 |
2.618 |
9.009 |
1.618 |
8.616 |
1.000 |
8.373 |
0.618 |
8.223 |
HIGH |
7.980 |
0.618 |
7.830 |
0.500 |
7.784 |
0.382 |
7.737 |
LOW |
7.587 |
0.618 |
7.344 |
1.000 |
7.194 |
1.618 |
6.951 |
2.618 |
6.558 |
4.250 |
5.917 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.833 |
7.833 |
PP |
7.808 |
7.808 |
S1 |
7.784 |
7.784 |
|