NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.803 |
7.911 |
0.108 |
1.4% |
7.815 |
High |
7.925 |
7.950 |
0.025 |
0.3% |
8.030 |
Low |
7.717 |
7.757 |
0.040 |
0.5% |
7.484 |
Close |
7.915 |
7.787 |
-0.128 |
-1.6% |
7.820 |
Range |
0.208 |
0.193 |
-0.015 |
-7.2% |
0.546 |
ATR |
0.265 |
0.260 |
-0.005 |
-1.9% |
0.000 |
Volume |
10,865 |
9,706 |
-1,159 |
-10.7% |
61,777 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.410 |
8.292 |
7.893 |
|
R3 |
8.217 |
8.099 |
7.840 |
|
R2 |
8.024 |
8.024 |
7.822 |
|
R1 |
7.906 |
7.906 |
7.805 |
7.869 |
PP |
7.831 |
7.831 |
7.831 |
7.813 |
S1 |
7.713 |
7.713 |
7.769 |
7.676 |
S2 |
7.638 |
7.638 |
7.752 |
|
S3 |
7.445 |
7.520 |
7.734 |
|
S4 |
7.252 |
7.327 |
7.681 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.416 |
9.164 |
8.120 |
|
R3 |
8.870 |
8.618 |
7.970 |
|
R2 |
8.324 |
8.324 |
7.920 |
|
R1 |
8.072 |
8.072 |
7.870 |
8.198 |
PP |
7.778 |
7.778 |
7.778 |
7.841 |
S1 |
7.526 |
7.526 |
7.770 |
7.652 |
S2 |
7.232 |
7.232 |
7.720 |
|
S3 |
6.686 |
6.980 |
7.670 |
|
S4 |
6.140 |
6.434 |
7.520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.030 |
7.484 |
0.546 |
7.0% |
0.279 |
3.6% |
55% |
False |
False |
12,478 |
10 |
8.030 |
7.484 |
0.546 |
7.0% |
0.295 |
3.8% |
55% |
False |
False |
11,696 |
20 |
8.030 |
7.165 |
0.865 |
11.1% |
0.250 |
3.2% |
72% |
False |
False |
9,643 |
40 |
8.800 |
7.165 |
1.635 |
21.0% |
0.240 |
3.1% |
38% |
False |
False |
7,744 |
60 |
8.800 |
7.165 |
1.635 |
21.0% |
0.230 |
3.0% |
38% |
False |
False |
6,085 |
80 |
9.830 |
7.165 |
2.665 |
34.2% |
0.217 |
2.8% |
23% |
False |
False |
5,293 |
100 |
9.912 |
7.165 |
2.747 |
35.3% |
0.199 |
2.6% |
23% |
False |
False |
4,424 |
120 |
9.912 |
7.165 |
2.747 |
35.3% |
0.192 |
2.5% |
23% |
False |
False |
3,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.770 |
2.618 |
8.455 |
1.618 |
8.262 |
1.000 |
8.143 |
0.618 |
8.069 |
HIGH |
7.950 |
0.618 |
7.876 |
0.500 |
7.854 |
0.382 |
7.831 |
LOW |
7.757 |
0.618 |
7.638 |
1.000 |
7.564 |
1.618 |
7.445 |
2.618 |
7.252 |
4.250 |
6.937 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.854 |
7.850 |
PP |
7.831 |
7.829 |
S1 |
7.809 |
7.808 |
|