NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8.067 |
7.880 |
-0.187 |
-2.3% |
7.803 |
High |
8.130 |
8.046 |
-0.084 |
-1.0% |
7.950 |
Low |
7.855 |
7.800 |
-0.055 |
-0.7% |
7.500 |
Close |
7.915 |
8.027 |
0.112 |
1.4% |
7.705 |
Range |
0.275 |
0.246 |
-0.029 |
-10.5% |
0.450 |
ATR |
0.247 |
0.247 |
0.000 |
0.0% |
0.000 |
Volume |
28,624 |
18,586 |
-10,038 |
-35.1% |
60,967 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.696 |
8.607 |
8.162 |
|
R3 |
8.450 |
8.361 |
8.095 |
|
R2 |
8.204 |
8.204 |
8.072 |
|
R1 |
8.115 |
8.115 |
8.050 |
8.160 |
PP |
7.958 |
7.958 |
7.958 |
7.980 |
S1 |
7.869 |
7.869 |
8.004 |
7.914 |
S2 |
7.712 |
7.712 |
7.982 |
|
S3 |
7.466 |
7.623 |
7.959 |
|
S4 |
7.220 |
7.377 |
7.892 |
|
|
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 |
8.130 |
7.598 |
0.532 |
6.6% |
0.224 |
2.8% |
81% |
False |
False |
18,681 |
10 |
8.130 |
7.500 |
0.630 |
7.8% |
0.230 |
2.9% |
84% |
False |
False |
15,702 |
20 |
8.130 |
7.165 |
0.965 |
12.0% |
0.256 |
3.2% |
89% |
False |
False |
13,563 |
40 |
8.800 |
7.165 |
1.635 |
20.4% |
0.243 |
3.0% |
53% |
False |
False |
9,829 |
60 |
8.800 |
7.165 |
1.635 |
20.4% |
0.231 |
2.9% |
53% |
False |
False |
7,844 |
80 |
9.830 |
7.165 |
2.665 |
33.2% |
0.225 |
2.8% |
32% |
False |
False |
6,677 |
100 |
9.912 |
7.165 |
2.747 |
34.2% |
0.206 |
2.6% |
31% |
False |
False |
5,576 |
120 |
9.912 |
7.165 |
2.747 |
34.2% |
0.196 |
2.4% |
31% |
False |
False |
4,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.092 |
2.618 |
8.690 |
1.618 |
8.444 |
1.000 |
8.292 |
0.618 |
8.198 |
HIGH |
8.046 |
0.618 |
7.952 |
0.500 |
7.923 |
0.382 |
7.894 |
LOW |
7.800 |
0.618 |
7.648 |
1.000 |
7.554 |
1.618 |
7.402 |
2.618 |
7.156 |
4.250 |
6.755 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.992 |
8.006 |
PP |
7.958 |
7.986 |
S1 |
7.923 |
7.965 |
|