NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.315 |
7.387 |
0.072 |
1.0% |
7.480 |
| High |
7.398 |
7.675 |
0.277 |
3.7% |
7.800 |
| Low |
7.229 |
7.383 |
0.154 |
2.1% |
7.139 |
| Close |
7.379 |
7.656 |
0.277 |
3.8% |
7.182 |
| Range |
0.169 |
0.292 |
0.123 |
72.8% |
0.661 |
| ATR |
0.240 |
0.244 |
0.004 |
1.7% |
0.000 |
| Volume |
20,489 |
30,350 |
9,861 |
48.1% |
37,430 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.447 |
8.344 |
7.817 |
|
| R3 |
8.155 |
8.052 |
7.736 |
|
| R2 |
7.863 |
7.863 |
7.710 |
|
| R1 |
7.760 |
7.760 |
7.683 |
7.812 |
| PP |
7.571 |
7.571 |
7.571 |
7.597 |
| S1 |
7.468 |
7.468 |
7.629 |
7.520 |
| S2 |
7.279 |
7.279 |
7.602 |
|
| S3 |
6.987 |
7.176 |
7.576 |
|
| S4 |
6.695 |
6.884 |
7.495 |
|
|
| 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 |
7.675 |
7.045 |
0.630 |
8.2% |
0.222 |
2.9% |
97% |
True |
False |
14,699 |
| 10 |
7.800 |
7.045 |
0.755 |
9.9% |
0.257 |
3.4% |
81% |
False |
False |
10,664 |
| 20 |
7.844 |
7.000 |
0.844 |
11.0% |
0.242 |
3.2% |
78% |
False |
False |
7,302 |
| 40 |
9.100 |
7.000 |
2.100 |
27.4% |
0.217 |
2.8% |
31% |
False |
False |
5,311 |
| 60 |
9.290 |
7.000 |
2.290 |
29.9% |
0.191 |
2.5% |
29% |
False |
False |
4,127 |
| 80 |
9.290 |
7.000 |
2.290 |
29.9% |
0.180 |
2.4% |
29% |
False |
False |
3,431 |
| 100 |
9.290 |
7.000 |
2.290 |
29.9% |
0.173 |
2.3% |
29% |
False |
False |
2,950 |
| 120 |
9.290 |
7.000 |
2.290 |
29.9% |
0.166 |
2.2% |
29% |
False |
False |
2,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.916 |
|
2.618 |
8.439 |
|
1.618 |
8.147 |
|
1.000 |
7.967 |
|
0.618 |
7.855 |
|
HIGH |
7.675 |
|
0.618 |
7.563 |
|
0.500 |
7.529 |
|
0.382 |
7.495 |
|
LOW |
7.383 |
|
0.618 |
7.203 |
|
1.000 |
7.091 |
|
1.618 |
6.911 |
|
2.618 |
6.619 |
|
4.250 |
6.142 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.614 |
7.584 |
| PP |
7.571 |
7.513 |
| S1 |
7.529 |
7.441 |
|