NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.520 |
7.287 |
-0.233 |
-3.1% |
7.480 |
| High |
7.550 |
7.386 |
-0.164 |
-2.2% |
7.800 |
| Low |
7.206 |
7.139 |
-0.067 |
-0.9% |
7.139 |
| Close |
7.241 |
7.182 |
-0.059 |
-0.8% |
7.182 |
| Range |
0.344 |
0.247 |
-0.097 |
-28.2% |
0.661 |
| ATR |
0.252 |
0.252 |
0.000 |
-0.2% |
0.000 |
| Volume |
8,225 |
8,804 |
579 |
7.0% |
37,430 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.977 |
7.826 |
7.318 |
|
| R3 |
7.730 |
7.579 |
7.250 |
|
| R2 |
7.483 |
7.483 |
7.227 |
|
| R1 |
7.332 |
7.332 |
7.205 |
7.284 |
| PP |
7.236 |
7.236 |
7.236 |
7.212 |
| S1 |
7.085 |
7.085 |
7.159 |
7.037 |
| S2 |
6.989 |
6.989 |
7.137 |
|
| S3 |
6.742 |
6.838 |
7.114 |
|
| S4 |
6.495 |
6.591 |
7.046 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.357 |
8.930 |
7.546 |
|
| R3 |
8.696 |
8.269 |
7.364 |
|
| R2 |
8.035 |
8.035 |
7.303 |
|
| R1 |
7.608 |
7.608 |
7.243 |
7.491 |
| PP |
7.374 |
7.374 |
7.374 |
7.315 |
| S1 |
6.947 |
6.947 |
7.121 |
6.830 |
| S2 |
6.713 |
6.713 |
7.061 |
|
| S3 |
6.052 |
6.286 |
7.000 |
|
| S4 |
5.391 |
5.625 |
6.818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.800 |
7.139 |
0.661 |
9.2% |
0.304 |
4.2% |
7% |
False |
True |
7,486 |
| 10 |
7.800 |
7.000 |
0.800 |
11.1% |
0.256 |
3.6% |
23% |
False |
False |
6,022 |
| 20 |
7.853 |
7.000 |
0.853 |
11.9% |
0.244 |
3.4% |
21% |
False |
False |
4,679 |
| 40 |
9.100 |
7.000 |
2.100 |
29.2% |
0.207 |
2.9% |
9% |
False |
False |
3,976 |
| 60 |
9.290 |
7.000 |
2.290 |
31.9% |
0.184 |
2.6% |
8% |
False |
False |
3,127 |
| 80 |
9.290 |
7.000 |
2.290 |
31.9% |
0.176 |
2.5% |
8% |
False |
False |
2,676 |
| 100 |
9.290 |
7.000 |
2.290 |
31.9% |
0.168 |
2.3% |
8% |
False |
False |
2,314 |
| 120 |
9.290 |
7.000 |
2.290 |
31.9% |
0.163 |
2.3% |
8% |
False |
False |
2,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.436 |
|
2.618 |
8.033 |
|
1.618 |
7.786 |
|
1.000 |
7.633 |
|
0.618 |
7.539 |
|
HIGH |
7.386 |
|
0.618 |
7.292 |
|
0.500 |
7.263 |
|
0.382 |
7.233 |
|
LOW |
7.139 |
|
0.618 |
6.986 |
|
1.000 |
6.892 |
|
1.618 |
6.739 |
|
2.618 |
6.492 |
|
4.250 |
6.089 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.263 |
7.370 |
| PP |
7.236 |
7.307 |
| S1 |
7.209 |
7.245 |
|