NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.287 |
7.220 |
-0.067 |
-0.9% |
7.480 |
| High |
7.386 |
7.269 |
-0.117 |
-1.6% |
7.800 |
| Low |
7.139 |
7.045 |
-0.094 |
-1.3% |
7.139 |
| Close |
7.182 |
7.228 |
0.046 |
0.6% |
7.182 |
| Range |
0.247 |
0.224 |
-0.023 |
-9.3% |
0.661 |
| ATR |
0.252 |
0.250 |
-0.002 |
-0.8% |
0.000 |
| Volume |
8,804 |
5,968 |
-2,836 |
-32.2% |
37,430 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.853 |
7.764 |
7.351 |
|
| R3 |
7.629 |
7.540 |
7.290 |
|
| R2 |
7.405 |
7.405 |
7.269 |
|
| R1 |
7.316 |
7.316 |
7.249 |
7.361 |
| PP |
7.181 |
7.181 |
7.181 |
7.203 |
| S1 |
7.092 |
7.092 |
7.207 |
7.137 |
| S2 |
6.957 |
6.957 |
7.187 |
|
| S3 |
6.733 |
6.868 |
7.166 |
|
| S4 |
6.509 |
6.644 |
7.105 |
|
|
| 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 |
7.045 |
0.755 |
10.4% |
0.304 |
4.2% |
24% |
False |
True |
7,610 |
| 10 |
7.800 |
7.000 |
0.800 |
11.1% |
0.253 |
3.5% |
29% |
False |
False |
6,277 |
| 20 |
7.853 |
7.000 |
0.853 |
11.8% |
0.246 |
3.4% |
27% |
False |
False |
4,824 |
| 40 |
9.100 |
7.000 |
2.100 |
29.1% |
0.210 |
2.9% |
11% |
False |
False |
4,082 |
| 60 |
9.290 |
7.000 |
2.290 |
31.7% |
0.185 |
2.6% |
10% |
False |
False |
3,210 |
| 80 |
9.290 |
7.000 |
2.290 |
31.7% |
0.177 |
2.4% |
10% |
False |
False |
2,729 |
| 100 |
9.290 |
7.000 |
2.290 |
31.7% |
0.169 |
2.3% |
10% |
False |
False |
2,371 |
| 120 |
9.290 |
7.000 |
2.290 |
31.7% |
0.164 |
2.3% |
10% |
False |
False |
2,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.221 |
|
2.618 |
7.855 |
|
1.618 |
7.631 |
|
1.000 |
7.493 |
|
0.618 |
7.407 |
|
HIGH |
7.269 |
|
0.618 |
7.183 |
|
0.500 |
7.157 |
|
0.382 |
7.131 |
|
LOW |
7.045 |
|
0.618 |
6.907 |
|
1.000 |
6.821 |
|
1.618 |
6.683 |
|
2.618 |
6.459 |
|
4.250 |
6.093 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.204 |
7.298 |
| PP |
7.181 |
7.274 |
| S1 |
7.157 |
7.251 |
|