NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
7.722 |
7.685 |
-0.037 |
-0.5% |
7.803 |
High |
7.739 |
7.800 |
0.061 |
0.8% |
7.950 |
Low |
7.500 |
7.683 |
0.183 |
2.4% |
7.500 |
Close |
7.694 |
7.705 |
0.011 |
0.1% |
7.705 |
Range |
0.239 |
0.117 |
-0.122 |
-51.0% |
0.450 |
ATR |
0.253 |
0.244 |
-0.010 |
-3.8% |
0.000 |
Volume |
13,327 |
13,118 |
-209 |
-1.6% |
60,967 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.080 |
8.010 |
7.769 |
|
R3 |
7.963 |
7.893 |
7.737 |
|
R2 |
7.846 |
7.846 |
7.726 |
|
R1 |
7.776 |
7.776 |
7.716 |
7.811 |
PP |
7.729 |
7.729 |
7.729 |
7.747 |
S1 |
7.659 |
7.659 |
7.694 |
7.694 |
S2 |
7.612 |
7.612 |
7.684 |
|
S3 |
7.495 |
7.542 |
7.673 |
|
S4 |
7.378 |
7.425 |
7.641 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.068 |
8.837 |
7.953 |
|
R3 |
8.618 |
8.387 |
7.829 |
|
R2 |
8.168 |
8.168 |
7.788 |
|
R1 |
7.937 |
7.937 |
7.746 |
7.828 |
PP |
7.718 |
7.718 |
7.718 |
7.664 |
S1 |
7.487 |
7.487 |
7.664 |
7.378 |
S2 |
7.268 |
7.268 |
7.623 |
|
S3 |
6.818 |
7.037 |
7.581 |
|
S4 |
6.368 |
6.587 |
7.458 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.950 |
7.500 |
0.450 |
5.8% |
0.187 |
2.4% |
46% |
False |
False |
12,193 |
10 |
8.030 |
7.484 |
0.546 |
7.1% |
0.250 |
3.2% |
40% |
False |
False |
12,274 |
20 |
8.030 |
7.165 |
0.865 |
11.2% |
0.243 |
3.2% |
62% |
False |
False |
10,882 |
40 |
8.800 |
7.165 |
1.635 |
21.2% |
0.236 |
3.1% |
33% |
False |
False |
8,416 |
60 |
8.800 |
7.165 |
1.635 |
21.2% |
0.230 |
3.0% |
33% |
False |
False |
6,691 |
80 |
9.830 |
7.165 |
2.665 |
34.6% |
0.219 |
2.8% |
20% |
False |
False |
5,759 |
100 |
9.912 |
7.165 |
2.747 |
35.7% |
0.202 |
2.6% |
20% |
False |
False |
4,798 |
120 |
9.912 |
7.165 |
2.747 |
35.7% |
0.192 |
2.5% |
20% |
False |
False |
4,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.297 |
2.618 |
8.106 |
1.618 |
7.989 |
1.000 |
7.917 |
0.618 |
7.872 |
HIGH |
7.800 |
0.618 |
7.755 |
0.500 |
7.742 |
0.382 |
7.728 |
LOW |
7.683 |
0.618 |
7.611 |
1.000 |
7.566 |
1.618 |
7.494 |
2.618 |
7.377 |
4.250 |
7.186 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
7.742 |
7.693 |
PP |
7.729 |
7.680 |
S1 |
7.717 |
7.668 |
|