NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.911 |
7.790 |
-0.121 |
-1.5% |
7.815 |
High |
7.950 |
7.835 |
-0.115 |
-1.4% |
8.030 |
Low |
7.757 |
7.659 |
-0.098 |
-1.3% |
7.484 |
Close |
7.787 |
7.746 |
-0.041 |
-0.5% |
7.820 |
Range |
0.193 |
0.176 |
-0.017 |
-8.8% |
0.546 |
ATR |
0.260 |
0.254 |
-0.006 |
-2.3% |
0.000 |
Volume |
9,706 |
13,951 |
4,245 |
43.7% |
61,777 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.275 |
8.186 |
7.843 |
|
R3 |
8.099 |
8.010 |
7.794 |
|
R2 |
7.923 |
7.923 |
7.778 |
|
R1 |
7.834 |
7.834 |
7.762 |
7.791 |
PP |
7.747 |
7.747 |
7.747 |
7.725 |
S1 |
7.658 |
7.658 |
7.730 |
7.615 |
S2 |
7.571 |
7.571 |
7.714 |
|
S3 |
7.395 |
7.482 |
7.698 |
|
S4 |
7.219 |
7.306 |
7.649 |
|
|
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% |
0.262 |
3.4% |
48% |
False |
False |
12,343 |
10 |
8.030 |
7.484 |
0.546 |
7.0% |
0.270 |
3.5% |
48% |
False |
False |
12,020 |
20 |
8.030 |
7.165 |
0.865 |
11.2% |
0.246 |
3.2% |
67% |
False |
False |
9,990 |
40 |
8.800 |
7.165 |
1.635 |
21.1% |
0.240 |
3.1% |
36% |
False |
False |
7,955 |
60 |
8.800 |
7.165 |
1.635 |
21.1% |
0.231 |
3.0% |
36% |
False |
False |
6,293 |
80 |
9.830 |
7.165 |
2.665 |
34.4% |
0.218 |
2.8% |
22% |
False |
False |
5,458 |
100 |
9.912 |
7.165 |
2.747 |
35.5% |
0.200 |
2.6% |
21% |
False |
False |
4,555 |
120 |
9.912 |
7.165 |
2.747 |
35.5% |
0.191 |
2.5% |
21% |
False |
False |
3,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.583 |
2.618 |
8.296 |
1.618 |
8.120 |
1.000 |
8.011 |
0.618 |
7.944 |
HIGH |
7.835 |
0.618 |
7.768 |
0.500 |
7.747 |
0.382 |
7.726 |
LOW |
7.659 |
0.618 |
7.550 |
1.000 |
7.483 |
1.618 |
7.374 |
2.618 |
7.198 |
4.250 |
6.911 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.747 |
7.805 |
PP |
7.747 |
7.785 |
S1 |
7.746 |
7.766 |
|