NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.289 |
7.315 |
0.026 |
0.4% |
7.480 |
| High |
7.387 |
7.398 |
0.011 |
0.1% |
7.800 |
| Low |
7.207 |
7.229 |
0.022 |
0.3% |
7.139 |
| Close |
7.285 |
7.379 |
0.094 |
1.3% |
7.182 |
| Range |
0.180 |
0.169 |
-0.011 |
-6.1% |
0.661 |
| ATR |
0.245 |
0.240 |
-0.005 |
-2.2% |
0.000 |
| Volume |
7,887 |
20,489 |
12,602 |
159.8% |
37,430 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.842 |
7.780 |
7.472 |
|
| R3 |
7.673 |
7.611 |
7.425 |
|
| R2 |
7.504 |
7.504 |
7.410 |
|
| R1 |
7.442 |
7.442 |
7.394 |
7.473 |
| PP |
7.335 |
7.335 |
7.335 |
7.351 |
| S1 |
7.273 |
7.273 |
7.364 |
7.304 |
| S2 |
7.166 |
7.166 |
7.348 |
|
| S3 |
6.997 |
7.104 |
7.333 |
|
| S4 |
6.828 |
6.935 |
7.286 |
|
|
| 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 |
7.550 |
7.045 |
0.505 |
6.8% |
0.233 |
3.2% |
66% |
False |
False |
10,274 |
| 10 |
7.800 |
7.045 |
0.755 |
10.2% |
0.243 |
3.3% |
44% |
False |
False |
7,947 |
| 20 |
7.844 |
7.000 |
0.844 |
11.4% |
0.241 |
3.3% |
45% |
False |
False |
5,928 |
| 40 |
9.100 |
7.000 |
2.100 |
28.5% |
0.213 |
2.9% |
18% |
False |
False |
4,667 |
| 60 |
9.290 |
7.000 |
2.290 |
31.0% |
0.188 |
2.5% |
17% |
False |
False |
3,654 |
| 80 |
9.290 |
7.000 |
2.290 |
31.0% |
0.178 |
2.4% |
17% |
False |
False |
3,066 |
| 100 |
9.290 |
7.000 |
2.290 |
31.0% |
0.171 |
2.3% |
17% |
False |
False |
2,647 |
| 120 |
9.290 |
7.000 |
2.290 |
31.0% |
0.165 |
2.2% |
17% |
False |
False |
2,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.116 |
|
2.618 |
7.840 |
|
1.618 |
7.671 |
|
1.000 |
7.567 |
|
0.618 |
7.502 |
|
HIGH |
7.398 |
|
0.618 |
7.333 |
|
0.500 |
7.314 |
|
0.382 |
7.294 |
|
LOW |
7.229 |
|
0.618 |
7.125 |
|
1.000 |
7.060 |
|
1.618 |
6.956 |
|
2.618 |
6.787 |
|
4.250 |
6.511 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.357 |
7.327 |
| PP |
7.335 |
7.274 |
| S1 |
7.314 |
7.222 |
|