NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.978 |
7.860 |
-0.118 |
-1.5% |
7.279 |
High |
7.980 |
7.860 |
-0.120 |
-1.5% |
7.950 |
Low |
7.587 |
7.600 |
0.013 |
0.2% |
7.165 |
Close |
7.858 |
7.615 |
-0.243 |
-3.1% |
7.754 |
Range |
0.393 |
0.260 |
-0.133 |
-33.8% |
0.785 |
ATR |
0.253 |
0.254 |
0.000 |
0.2% |
0.000 |
Volume |
9,429 |
14,623 |
5,194 |
55.1% |
54,973 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.472 |
8.303 |
7.758 |
|
R3 |
8.212 |
8.043 |
7.687 |
|
R2 |
7.952 |
7.952 |
7.663 |
|
R1 |
7.783 |
7.783 |
7.639 |
7.738 |
PP |
7.692 |
7.692 |
7.692 |
7.669 |
S1 |
7.523 |
7.523 |
7.591 |
7.478 |
S2 |
7.432 |
7.432 |
7.567 |
|
S3 |
7.172 |
7.263 |
7.544 |
|
S4 |
6.912 |
7.003 |
7.472 |
|
|
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 |
7.587 |
0.393 |
5.2% |
0.279 |
3.7% |
7% |
False |
False |
11,696 |
10 |
7.980 |
7.165 |
0.815 |
10.7% |
0.269 |
3.5% |
55% |
False |
False |
11,130 |
20 |
7.980 |
7.165 |
0.815 |
10.7% |
0.224 |
2.9% |
55% |
False |
False |
8,130 |
40 |
8.800 |
7.165 |
1.635 |
21.5% |
0.233 |
3.1% |
28% |
False |
False |
6,872 |
60 |
8.800 |
7.165 |
1.635 |
21.5% |
0.225 |
3.0% |
28% |
False |
False |
5,514 |
80 |
9.838 |
7.165 |
2.673 |
35.1% |
0.209 |
2.7% |
17% |
False |
False |
4,757 |
100 |
9.912 |
7.165 |
2.747 |
36.1% |
0.193 |
2.5% |
16% |
False |
False |
3,993 |
120 |
9.912 |
7.165 |
2.747 |
36.1% |
0.188 |
2.5% |
16% |
False |
False |
3,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.965 |
2.618 |
8.541 |
1.618 |
8.281 |
1.000 |
8.120 |
0.618 |
8.021 |
HIGH |
7.860 |
0.618 |
7.761 |
0.500 |
7.730 |
0.382 |
7.699 |
LOW |
7.600 |
0.618 |
7.439 |
1.000 |
7.340 |
1.618 |
7.179 |
2.618 |
6.919 |
4.250 |
6.495 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.730 |
7.784 |
PP |
7.692 |
7.727 |
S1 |
7.653 |
7.671 |
|