NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7.586 |
7.455 |
-0.131 |
-1.7% |
7.578 |
| High |
7.610 |
7.556 |
-0.054 |
-0.7% |
7.853 |
| Low |
7.410 |
7.340 |
-0.070 |
-0.9% |
7.380 |
| Close |
7.457 |
7.392 |
-0.065 |
-0.9% |
7.721 |
| Range |
0.200 |
0.216 |
0.016 |
8.0% |
0.473 |
| ATR |
0.204 |
0.205 |
0.001 |
0.4% |
0.000 |
| Volume |
2,388 |
3,309 |
921 |
38.6% |
18,203 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.077 |
7.951 |
7.511 |
|
| R3 |
7.861 |
7.735 |
7.451 |
|
| R2 |
7.645 |
7.645 |
7.432 |
|
| R1 |
7.519 |
7.519 |
7.412 |
7.474 |
| PP |
7.429 |
7.429 |
7.429 |
7.407 |
| S1 |
7.303 |
7.303 |
7.372 |
7.258 |
| S2 |
7.213 |
7.213 |
7.352 |
|
| S3 |
6.997 |
7.087 |
7.333 |
|
| S4 |
6.781 |
6.871 |
7.273 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.070 |
8.869 |
7.981 |
|
| R3 |
8.597 |
8.396 |
7.851 |
|
| R2 |
8.124 |
8.124 |
7.808 |
|
| R1 |
7.923 |
7.923 |
7.764 |
8.024 |
| PP |
7.651 |
7.651 |
7.651 |
7.702 |
| S1 |
7.450 |
7.450 |
7.678 |
7.551 |
| S2 |
7.178 |
7.178 |
7.634 |
|
| S3 |
6.705 |
6.977 |
7.591 |
|
| S4 |
6.232 |
6.504 |
7.461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.853 |
7.340 |
0.513 |
6.9% |
0.211 |
2.9% |
10% |
False |
True |
3,576 |
| 10 |
7.853 |
7.340 |
0.513 |
6.9% |
0.195 |
2.6% |
10% |
False |
True |
2,978 |
| 20 |
8.732 |
7.340 |
1.392 |
18.8% |
0.196 |
2.6% |
4% |
False |
True |
3,567 |
| 40 |
9.185 |
7.340 |
1.845 |
25.0% |
0.166 |
2.2% |
3% |
False |
True |
2,675 |
| 60 |
9.290 |
7.340 |
1.950 |
26.4% |
0.160 |
2.2% |
3% |
False |
True |
2,288 |
| 80 |
9.290 |
7.340 |
1.950 |
26.4% |
0.157 |
2.1% |
3% |
False |
True |
1,990 |
| 100 |
9.290 |
7.340 |
1.950 |
26.4% |
0.152 |
2.1% |
3% |
False |
True |
1,693 |
| 120 |
9.290 |
7.340 |
1.950 |
26.4% |
0.155 |
2.1% |
3% |
False |
True |
1,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.474 |
|
2.618 |
8.121 |
|
1.618 |
7.905 |
|
1.000 |
7.772 |
|
0.618 |
7.689 |
|
HIGH |
7.556 |
|
0.618 |
7.473 |
|
0.500 |
7.448 |
|
0.382 |
7.423 |
|
LOW |
7.340 |
|
0.618 |
7.207 |
|
1.000 |
7.124 |
|
1.618 |
6.991 |
|
2.618 |
6.775 |
|
4.250 |
6.422 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.448 |
7.561 |
| PP |
7.429 |
7.505 |
| S1 |
7.411 |
7.448 |
|