NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
7.500 |
7.503 |
0.003 |
0.0% |
8.125 |
High |
7.551 |
7.677 |
0.126 |
1.7% |
8.238 |
Low |
7.395 |
7.503 |
0.108 |
1.5% |
7.600 |
Close |
7.520 |
7.581 |
0.061 |
0.8% |
7.629 |
Range |
0.156 |
0.174 |
0.018 |
11.5% |
0.638 |
ATR |
0.245 |
0.240 |
-0.005 |
-2.1% |
0.000 |
Volume |
2,900 |
5,208 |
2,308 |
79.6% |
32,083 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.109 |
8.019 |
7.677 |
|
R3 |
7.935 |
7.845 |
7.629 |
|
R2 |
7.761 |
7.761 |
7.613 |
|
R1 |
7.671 |
7.671 |
7.597 |
7.716 |
PP |
7.587 |
7.587 |
7.587 |
7.610 |
S1 |
7.497 |
7.497 |
7.565 |
7.542 |
S2 |
7.413 |
7.413 |
7.549 |
|
S3 |
7.239 |
7.323 |
7.533 |
|
S4 |
7.065 |
7.149 |
7.485 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.736 |
9.321 |
7.980 |
|
R3 |
9.098 |
8.683 |
7.804 |
|
R2 |
8.460 |
8.460 |
7.746 |
|
R1 |
8.045 |
8.045 |
7.687 |
7.934 |
PP |
7.822 |
7.822 |
7.822 |
7.767 |
S1 |
7.407 |
7.407 |
7.571 |
7.296 |
S2 |
7.184 |
7.184 |
7.512 |
|
S3 |
6.546 |
6.769 |
7.454 |
|
S4 |
5.908 |
6.131 |
7.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.880 |
7.395 |
0.485 |
6.4% |
0.169 |
2.2% |
38% |
False |
False |
4,584 |
10 |
8.800 |
7.395 |
1.405 |
18.5% |
0.243 |
3.2% |
13% |
False |
False |
5,882 |
20 |
8.800 |
7.395 |
1.405 |
18.5% |
0.230 |
3.0% |
13% |
False |
False |
5,844 |
40 |
8.800 |
7.395 |
1.405 |
18.5% |
0.220 |
2.9% |
13% |
False |
False |
4,306 |
60 |
9.830 |
7.395 |
2.435 |
32.1% |
0.206 |
2.7% |
8% |
False |
False |
3,843 |
80 |
9.912 |
7.395 |
2.517 |
33.2% |
0.186 |
2.5% |
7% |
False |
False |
3,119 |
100 |
9.912 |
7.395 |
2.517 |
33.2% |
0.180 |
2.4% |
7% |
False |
False |
2,694 |
120 |
9.912 |
7.395 |
2.517 |
33.2% |
0.172 |
2.3% |
7% |
False |
False |
2,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.417 |
2.618 |
8.133 |
1.618 |
7.959 |
1.000 |
7.851 |
0.618 |
7.785 |
HIGH |
7.677 |
0.618 |
7.611 |
0.500 |
7.590 |
0.382 |
7.569 |
LOW |
7.503 |
0.618 |
7.395 |
1.000 |
7.329 |
1.618 |
7.221 |
2.618 |
7.047 |
4.250 |
6.764 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
7.590 |
7.588 |
PP |
7.587 |
7.585 |
S1 |
7.584 |
7.583 |
|