NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
7.051 |
7.250 |
0.199 |
2.8% |
7.586 |
| High |
7.272 |
7.355 |
0.083 |
1.1% |
7.844 |
| Low |
7.000 |
7.204 |
0.204 |
2.9% |
7.340 |
| Close |
7.228 |
7.281 |
0.053 |
0.7% |
7.576 |
| Range |
0.272 |
0.151 |
-0.121 |
-44.5% |
0.504 |
| ATR |
0.233 |
0.227 |
-0.006 |
-2.5% |
0.000 |
| Volume |
4,188 |
3,189 |
-999 |
-23.9% |
15,167 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.733 |
7.658 |
7.364 |
|
| R3 |
7.582 |
7.507 |
7.323 |
|
| R2 |
7.431 |
7.431 |
7.309 |
|
| R1 |
7.356 |
7.356 |
7.295 |
7.394 |
| PP |
7.280 |
7.280 |
7.280 |
7.299 |
| S1 |
7.205 |
7.205 |
7.267 |
7.243 |
| S2 |
7.129 |
7.129 |
7.253 |
|
| S3 |
6.978 |
7.054 |
7.239 |
|
| S4 |
6.827 |
6.903 |
7.198 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.099 |
8.841 |
7.853 |
|
| R3 |
8.595 |
8.337 |
7.715 |
|
| R2 |
8.091 |
8.091 |
7.668 |
|
| R1 |
7.833 |
7.833 |
7.622 |
7.710 |
| PP |
7.587 |
7.587 |
7.587 |
7.525 |
| S1 |
7.329 |
7.329 |
7.530 |
7.206 |
| S2 |
7.083 |
7.083 |
7.484 |
|
| S3 |
6.579 |
6.825 |
7.437 |
|
| S4 |
6.075 |
6.321 |
7.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.844 |
7.000 |
0.844 |
11.6% |
0.235 |
3.2% |
33% |
False |
False |
4,104 |
| 10 |
7.844 |
7.000 |
0.844 |
11.6% |
0.227 |
3.1% |
33% |
False |
False |
3,940 |
| 20 |
7.860 |
7.000 |
0.860 |
11.8% |
0.206 |
2.8% |
33% |
False |
False |
3,238 |
| 40 |
9.185 |
7.000 |
2.185 |
30.0% |
0.187 |
2.6% |
13% |
False |
False |
3,140 |
| 60 |
9.290 |
7.000 |
2.290 |
31.5% |
0.171 |
2.3% |
12% |
False |
False |
2,559 |
| 80 |
9.290 |
7.000 |
2.290 |
31.5% |
0.165 |
2.3% |
12% |
False |
False |
2,246 |
| 100 |
9.290 |
7.000 |
2.290 |
31.5% |
0.159 |
2.2% |
12% |
False |
False |
1,934 |
| 120 |
9.290 |
7.000 |
2.290 |
31.5% |
0.157 |
2.2% |
12% |
False |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.997 |
|
2.618 |
7.750 |
|
1.618 |
7.599 |
|
1.000 |
7.506 |
|
0.618 |
7.448 |
|
HIGH |
7.355 |
|
0.618 |
7.297 |
|
0.500 |
7.280 |
|
0.382 |
7.262 |
|
LOW |
7.204 |
|
0.618 |
7.111 |
|
1.000 |
7.053 |
|
1.618 |
6.960 |
|
2.618 |
6.809 |
|
4.250 |
6.562 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.281 |
7.247 |
| PP |
7.280 |
7.212 |
| S1 |
7.280 |
7.178 |
|