NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.600 |
6.560 |
-0.040 |
-0.6% |
7.684 |
| High |
6.609 |
6.814 |
0.205 |
3.1% |
7.684 |
| Low |
6.439 |
6.550 |
0.111 |
1.7% |
6.660 |
| Close |
6.570 |
6.696 |
0.126 |
1.9% |
6.704 |
| Range |
0.170 |
0.264 |
0.094 |
55.3% |
1.024 |
| ATR |
0.290 |
0.288 |
-0.002 |
-0.6% |
0.000 |
| Volume |
5,529 |
8,090 |
2,561 |
46.3% |
52,803 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.479 |
7.351 |
6.841 |
|
| R3 |
7.215 |
7.087 |
6.769 |
|
| R2 |
6.951 |
6.951 |
6.744 |
|
| R1 |
6.823 |
6.823 |
6.720 |
6.887 |
| PP |
6.687 |
6.687 |
6.687 |
6.719 |
| S1 |
6.559 |
6.559 |
6.672 |
6.623 |
| S2 |
6.423 |
6.423 |
6.648 |
|
| S3 |
6.159 |
6.295 |
6.623 |
|
| S4 |
5.895 |
6.031 |
6.551 |
|
|
| 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 |
7.061 |
6.439 |
0.622 |
9.3% |
0.221 |
3.3% |
41% |
False |
False |
8,628 |
| 10 |
8.115 |
6.439 |
1.676 |
25.0% |
0.305 |
4.5% |
15% |
False |
False |
10,236 |
| 20 |
8.115 |
6.439 |
1.676 |
25.0% |
0.285 |
4.3% |
15% |
False |
False |
13,381 |
| 40 |
8.115 |
6.439 |
1.676 |
25.0% |
0.255 |
3.8% |
15% |
False |
False |
8,567 |
| 60 |
9.153 |
6.439 |
2.714 |
40.5% |
0.227 |
3.4% |
9% |
False |
False |
6,801 |
| 80 |
9.290 |
6.439 |
2.851 |
42.6% |
0.203 |
3.0% |
9% |
False |
False |
5,421 |
| 100 |
9.290 |
6.439 |
2.851 |
42.6% |
0.194 |
2.9% |
9% |
False |
False |
4,617 |
| 120 |
9.290 |
6.439 |
2.851 |
42.6% |
0.184 |
2.8% |
9% |
False |
False |
3,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.936 |
|
2.618 |
7.505 |
|
1.618 |
7.241 |
|
1.000 |
7.078 |
|
0.618 |
6.977 |
|
HIGH |
6.814 |
|
0.618 |
6.713 |
|
0.500 |
6.682 |
|
0.382 |
6.651 |
|
LOW |
6.550 |
|
0.618 |
6.387 |
|
1.000 |
6.286 |
|
1.618 |
6.123 |
|
2.618 |
5.859 |
|
4.250 |
5.428 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.691 |
6.684 |
| PP |
6.687 |
6.672 |
| S1 |
6.682 |
6.660 |
|