NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
7.061 |
6.782 |
-0.279 |
-4.0% |
7.865 |
| High |
7.061 |
6.890 |
-0.171 |
-2.4% |
8.115 |
| Low |
6.756 |
6.743 |
-0.013 |
-0.2% |
7.510 |
| Close |
6.770 |
6.805 |
0.035 |
0.5% |
7.828 |
| Range |
0.305 |
0.147 |
-0.158 |
-51.8% |
0.605 |
| ATR |
0.309 |
0.297 |
-0.012 |
-3.7% |
0.000 |
| Volume |
11,817 |
10,644 |
-1,173 |
-9.9% |
86,397 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.254 |
7.176 |
6.886 |
|
| R3 |
7.107 |
7.029 |
6.845 |
|
| R2 |
6.960 |
6.960 |
6.832 |
|
| R1 |
6.882 |
6.882 |
6.818 |
6.921 |
| PP |
6.813 |
6.813 |
6.813 |
6.832 |
| S1 |
6.735 |
6.735 |
6.792 |
6.774 |
| S2 |
6.666 |
6.666 |
6.778 |
|
| S3 |
6.519 |
6.588 |
6.765 |
|
| S4 |
6.372 |
6.441 |
6.724 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.633 |
9.335 |
8.161 |
|
| R3 |
9.028 |
8.730 |
7.994 |
|
| R2 |
8.423 |
8.423 |
7.939 |
|
| R1 |
8.125 |
8.125 |
7.883 |
7.972 |
| PP |
7.818 |
7.818 |
7.818 |
7.741 |
| S1 |
7.520 |
7.520 |
7.773 |
7.367 |
| S2 |
7.213 |
7.213 |
7.717 |
|
| S3 |
6.608 |
6.915 |
7.662 |
|
| S4 |
6.003 |
6.310 |
7.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.959 |
6.743 |
1.216 |
17.9% |
0.313 |
4.6% |
5% |
False |
True |
11,264 |
| 10 |
8.115 |
6.743 |
1.372 |
20.2% |
0.334 |
4.9% |
5% |
False |
True |
15,784 |
| 20 |
8.115 |
6.743 |
1.372 |
20.2% |
0.296 |
4.3% |
5% |
False |
True |
13,224 |
| 40 |
8.115 |
6.743 |
1.372 |
20.2% |
0.251 |
3.7% |
5% |
False |
True |
8,231 |
| 60 |
9.185 |
6.743 |
2.442 |
35.9% |
0.223 |
3.3% |
3% |
False |
True |
6,501 |
| 80 |
9.290 |
6.743 |
2.547 |
37.4% |
0.202 |
3.0% |
2% |
False |
True |
5,226 |
| 100 |
9.290 |
6.743 |
2.547 |
37.4% |
0.191 |
2.8% |
2% |
False |
True |
4,442 |
| 120 |
9.290 |
6.743 |
2.547 |
37.4% |
0.182 |
2.7% |
2% |
False |
True |
3,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.515 |
|
2.618 |
7.275 |
|
1.618 |
7.128 |
|
1.000 |
7.037 |
|
0.618 |
6.981 |
|
HIGH |
6.890 |
|
0.618 |
6.834 |
|
0.500 |
6.817 |
|
0.382 |
6.799 |
|
LOW |
6.743 |
|
0.618 |
6.652 |
|
1.000 |
6.596 |
|
1.618 |
6.505 |
|
2.618 |
6.358 |
|
4.250 |
6.118 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.817 |
6.902 |
| PP |
6.813 |
6.870 |
| S1 |
6.809 |
6.837 |
|