NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
8.000 |
8.100 |
0.100 |
1.3% |
8.410 |
High |
8.100 |
8.160 |
0.060 |
0.7% |
8.650 |
Low |
7.930 |
8.010 |
0.080 |
1.0% |
8.010 |
Close |
8.058 |
8.110 |
0.052 |
0.6% |
8.042 |
Range |
0.170 |
0.150 |
-0.020 |
-11.8% |
0.640 |
ATR |
0.223 |
0.218 |
-0.005 |
-2.3% |
0.000 |
Volume |
2,434 |
3,832 |
1,398 |
57.4% |
19,421 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.543 |
8.477 |
8.193 |
|
R3 |
8.393 |
8.327 |
8.151 |
|
R2 |
8.243 |
8.243 |
8.138 |
|
R1 |
8.177 |
8.177 |
8.124 |
8.210 |
PP |
8.093 |
8.093 |
8.093 |
8.110 |
S1 |
8.027 |
8.027 |
8.096 |
8.060 |
S2 |
7.943 |
7.943 |
8.083 |
|
S3 |
7.793 |
7.877 |
8.069 |
|
S4 |
7.643 |
7.727 |
8.028 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.154 |
9.738 |
8.394 |
|
R3 |
9.514 |
9.098 |
8.218 |
|
R2 |
8.874 |
8.874 |
8.159 |
|
R1 |
8.458 |
8.458 |
8.101 |
8.346 |
PP |
8.234 |
8.234 |
8.234 |
8.178 |
S1 |
7.818 |
7.818 |
7.983 |
7.706 |
S2 |
7.594 |
7.594 |
7.925 |
|
S3 |
6.954 |
7.178 |
7.866 |
|
S4 |
6.314 |
6.538 |
7.690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.454 |
7.930 |
0.524 |
6.5% |
0.205 |
2.5% |
34% |
False |
False |
3,952 |
10 |
8.650 |
7.930 |
0.720 |
8.9% |
0.214 |
2.6% |
25% |
False |
False |
3,645 |
20 |
8.676 |
7.930 |
0.746 |
9.2% |
0.214 |
2.6% |
24% |
False |
False |
3,317 |
40 |
9.830 |
7.930 |
1.900 |
23.4% |
0.204 |
2.5% |
9% |
False |
False |
3,174 |
60 |
9.912 |
7.930 |
1.982 |
24.4% |
0.179 |
2.2% |
9% |
False |
False |
2,469 |
80 |
9.912 |
7.930 |
1.982 |
24.4% |
0.170 |
2.1% |
9% |
False |
False |
2,059 |
100 |
9.912 |
7.930 |
1.982 |
24.4% |
0.166 |
2.0% |
9% |
False |
False |
1,832 |
120 |
9.912 |
7.930 |
1.982 |
24.4% |
0.160 |
2.0% |
9% |
False |
False |
1,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.798 |
2.618 |
8.553 |
1.618 |
8.403 |
1.000 |
8.310 |
0.618 |
8.253 |
HIGH |
8.160 |
0.618 |
8.103 |
0.500 |
8.085 |
0.382 |
8.067 |
LOW |
8.010 |
0.618 |
7.917 |
1.000 |
7.860 |
1.618 |
7.767 |
2.618 |
7.617 |
4.250 |
7.373 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
8.102 |
8.102 |
PP |
8.093 |
8.094 |
S1 |
8.085 |
8.086 |
|