NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.782 |
6.880 |
0.098 |
1.4% |
7.684 |
| High |
6.890 |
6.880 |
-0.010 |
-0.1% |
7.684 |
| Low |
6.743 |
6.660 |
-0.083 |
-1.2% |
6.660 |
| Close |
6.805 |
6.704 |
-0.101 |
-1.5% |
6.704 |
| Range |
0.147 |
0.220 |
0.073 |
49.7% |
1.024 |
| ATR |
0.297 |
0.292 |
-0.006 |
-1.9% |
0.000 |
| Volume |
10,644 |
7,061 |
-3,583 |
-33.7% |
52,803 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.408 |
7.276 |
6.825 |
|
| R3 |
7.188 |
7.056 |
6.765 |
|
| R2 |
6.968 |
6.968 |
6.744 |
|
| R1 |
6.836 |
6.836 |
6.724 |
6.792 |
| PP |
6.748 |
6.748 |
6.748 |
6.726 |
| S1 |
6.616 |
6.616 |
6.684 |
6.572 |
| S2 |
6.528 |
6.528 |
6.664 |
|
| S3 |
6.308 |
6.396 |
6.644 |
|
| S4 |
6.088 |
6.176 |
6.583 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.088 |
9.420 |
7.267 |
|
| R3 |
9.064 |
8.396 |
6.986 |
|
| R2 |
8.040 |
8.040 |
6.892 |
|
| R1 |
7.372 |
7.372 |
6.798 |
7.194 |
| PP |
7.016 |
7.016 |
7.016 |
6.927 |
| S1 |
6.348 |
6.348 |
6.610 |
6.170 |
| S2 |
5.992 |
5.992 |
6.516 |
|
| S3 |
4.968 |
5.324 |
6.422 |
|
| S4 |
3.944 |
4.300 |
6.141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.684 |
6.660 |
1.024 |
15.3% |
0.294 |
4.4% |
4% |
False |
True |
10,560 |
| 10 |
8.115 |
6.660 |
1.455 |
21.7% |
0.319 |
4.8% |
3% |
False |
True |
13,920 |
| 20 |
8.115 |
6.660 |
1.455 |
21.7% |
0.297 |
4.4% |
3% |
False |
True |
13,351 |
| 40 |
8.115 |
6.660 |
1.455 |
21.7% |
0.253 |
3.8% |
3% |
False |
True |
8,324 |
| 60 |
9.185 |
6.660 |
2.525 |
37.7% |
0.225 |
3.4% |
2% |
False |
True |
6,608 |
| 80 |
9.290 |
6.660 |
2.630 |
39.2% |
0.200 |
3.0% |
2% |
False |
True |
5,294 |
| 100 |
9.290 |
6.660 |
2.630 |
39.2% |
0.192 |
2.9% |
2% |
False |
True |
4,508 |
| 120 |
9.290 |
6.660 |
2.630 |
39.2% |
0.183 |
2.7% |
2% |
False |
True |
3,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.815 |
|
2.618 |
7.456 |
|
1.618 |
7.236 |
|
1.000 |
7.100 |
|
0.618 |
7.016 |
|
HIGH |
6.880 |
|
0.618 |
6.796 |
|
0.500 |
6.770 |
|
0.382 |
6.744 |
|
LOW |
6.660 |
|
0.618 |
6.524 |
|
1.000 |
6.440 |
|
1.618 |
6.304 |
|
2.618 |
6.084 |
|
4.250 |
5.725 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.770 |
6.861 |
| PP |
6.748 |
6.808 |
| S1 |
6.726 |
6.756 |
|