NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.758 |
7.367 |
-0.391 |
-5.0% |
7.460 |
| High |
7.800 |
7.601 |
-0.199 |
-2.6% |
7.461 |
| Low |
7.348 |
7.346 |
-0.002 |
0.0% |
7.000 |
| Close |
7.374 |
7.484 |
0.110 |
1.5% |
7.411 |
| Range |
0.452 |
0.255 |
-0.197 |
-43.6% |
0.461 |
| ATR |
0.245 |
0.245 |
0.001 |
0.3% |
0.000 |
| Volume |
7,680 |
7,373 |
-307 |
-4.0% |
22,795 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.242 |
8.118 |
7.624 |
|
| R3 |
7.987 |
7.863 |
7.554 |
|
| R2 |
7.732 |
7.732 |
7.531 |
|
| R1 |
7.608 |
7.608 |
7.507 |
7.670 |
| PP |
7.477 |
7.477 |
7.477 |
7.508 |
| S1 |
7.353 |
7.353 |
7.461 |
7.415 |
| S2 |
7.222 |
7.222 |
7.437 |
|
| S3 |
6.967 |
7.098 |
7.414 |
|
| S4 |
6.712 |
6.843 |
7.344 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.674 |
8.503 |
7.665 |
|
| R3 |
8.213 |
8.042 |
7.538 |
|
| R2 |
7.752 |
7.752 |
7.496 |
|
| R1 |
7.581 |
7.581 |
7.453 |
7.436 |
| PP |
7.291 |
7.291 |
7.291 |
7.218 |
| S1 |
7.120 |
7.120 |
7.369 |
6.975 |
| S2 |
6.830 |
6.830 |
7.326 |
|
| S3 |
6.369 |
6.659 |
7.284 |
|
| S4 |
5.908 |
6.198 |
7.157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.800 |
7.204 |
0.596 |
8.0% |
0.253 |
3.4% |
47% |
False |
False |
5,621 |
| 10 |
7.844 |
7.000 |
0.844 |
11.3% |
0.251 |
3.4% |
57% |
False |
False |
4,822 |
| 20 |
7.853 |
7.000 |
0.853 |
11.4% |
0.236 |
3.2% |
57% |
False |
False |
4,042 |
| 40 |
9.117 |
7.000 |
2.117 |
28.3% |
0.200 |
2.7% |
23% |
False |
False |
3,670 |
| 60 |
9.290 |
7.000 |
2.290 |
30.6% |
0.178 |
2.4% |
21% |
False |
False |
2,874 |
| 80 |
9.290 |
7.000 |
2.290 |
30.6% |
0.172 |
2.3% |
21% |
False |
False |
2,502 |
| 100 |
9.290 |
7.000 |
2.290 |
30.6% |
0.164 |
2.2% |
21% |
False |
False |
2,156 |
| 120 |
9.290 |
7.000 |
2.290 |
30.6% |
0.161 |
2.2% |
21% |
False |
False |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.685 |
|
2.618 |
8.269 |
|
1.618 |
8.014 |
|
1.000 |
7.856 |
|
0.618 |
7.759 |
|
HIGH |
7.601 |
|
0.618 |
7.504 |
|
0.500 |
7.474 |
|
0.382 |
7.443 |
|
LOW |
7.346 |
|
0.618 |
7.188 |
|
1.000 |
7.091 |
|
1.618 |
6.933 |
|
2.618 |
6.678 |
|
4.250 |
6.262 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.481 |
7.573 |
| PP |
7.477 |
7.543 |
| S1 |
7.474 |
7.514 |
|