NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.685 |
7.735 |
0.050 |
0.7% |
7.803 |
High |
7.800 |
7.822 |
0.022 |
0.3% |
7.950 |
Low |
7.683 |
7.598 |
-0.085 |
-1.1% |
7.500 |
Close |
7.705 |
7.797 |
0.092 |
1.2% |
7.705 |
Range |
0.117 |
0.224 |
0.107 |
91.5% |
0.450 |
ATR |
0.244 |
0.242 |
-0.001 |
-0.6% |
0.000 |
Volume |
13,118 |
9,446 |
-3,672 |
-28.0% |
60,967 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.411 |
8.328 |
7.920 |
|
R3 |
8.187 |
8.104 |
7.859 |
|
R2 |
7.963 |
7.963 |
7.838 |
|
R1 |
7.880 |
7.880 |
7.818 |
7.922 |
PP |
7.739 |
7.739 |
7.739 |
7.760 |
S1 |
7.656 |
7.656 |
7.776 |
7.698 |
S2 |
7.515 |
7.515 |
7.756 |
|
S3 |
7.291 |
7.432 |
7.735 |
|
S4 |
7.067 |
7.208 |
7.674 |
|
|
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% |
0.190 |
2.4% |
66% |
False |
False |
11,909 |
10 |
8.030 |
7.484 |
0.546 |
7.0% |
0.254 |
3.3% |
57% |
False |
False |
12,166 |
20 |
8.030 |
7.165 |
0.865 |
11.1% |
0.251 |
3.2% |
73% |
False |
False |
11,148 |
40 |
8.800 |
7.165 |
1.635 |
21.0% |
0.237 |
3.0% |
39% |
False |
False |
8,592 |
60 |
8.800 |
7.165 |
1.635 |
21.0% |
0.230 |
3.0% |
39% |
False |
False |
6,808 |
80 |
9.830 |
7.165 |
2.665 |
34.2% |
0.220 |
2.8% |
24% |
False |
False |
5,851 |
100 |
9.912 |
7.165 |
2.747 |
35.2% |
0.202 |
2.6% |
23% |
False |
False |
4,886 |
120 |
9.912 |
7.165 |
2.747 |
35.2% |
0.193 |
2.5% |
23% |
False |
False |
4,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.774 |
2.618 |
8.408 |
1.618 |
8.184 |
1.000 |
8.046 |
0.618 |
7.960 |
HIGH |
7.822 |
0.618 |
7.736 |
0.500 |
7.710 |
0.382 |
7.684 |
LOW |
7.598 |
0.618 |
7.460 |
1.000 |
7.374 |
1.618 |
7.236 |
2.618 |
7.012 |
4.250 |
6.646 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.768 |
7.752 |
PP |
7.739 |
7.706 |
S1 |
7.710 |
7.661 |
|