NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.560 |
6.820 |
0.260 |
4.0% |
7.684 |
| High |
6.814 |
6.863 |
0.049 |
0.7% |
7.684 |
| Low |
6.550 |
6.517 |
-0.033 |
-0.5% |
6.660 |
| Close |
6.696 |
6.561 |
-0.135 |
-2.0% |
6.704 |
| Range |
0.264 |
0.346 |
0.082 |
31.1% |
1.024 |
| ATR |
0.288 |
0.292 |
0.004 |
1.4% |
0.000 |
| Volume |
8,090 |
10,049 |
1,959 |
24.2% |
52,803 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.685 |
7.469 |
6.751 |
|
| R3 |
7.339 |
7.123 |
6.656 |
|
| R2 |
6.993 |
6.993 |
6.624 |
|
| R1 |
6.777 |
6.777 |
6.593 |
6.712 |
| PP |
6.647 |
6.647 |
6.647 |
6.615 |
| S1 |
6.431 |
6.431 |
6.529 |
6.366 |
| S2 |
6.301 |
6.301 |
6.498 |
|
| S3 |
5.955 |
6.085 |
6.466 |
|
| S4 |
5.609 |
5.739 |
6.371 |
|
|
| 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 |
6.890 |
6.439 |
0.451 |
6.9% |
0.229 |
3.5% |
27% |
False |
False |
8,274 |
| 10 |
7.959 |
6.439 |
1.520 |
23.2% |
0.300 |
4.6% |
8% |
False |
False |
10,382 |
| 20 |
8.115 |
6.439 |
1.676 |
25.5% |
0.290 |
4.4% |
7% |
False |
False |
13,514 |
| 40 |
8.115 |
6.439 |
1.676 |
25.5% |
0.263 |
4.0% |
7% |
False |
False |
8,778 |
| 60 |
9.117 |
6.439 |
2.678 |
40.8% |
0.230 |
3.5% |
5% |
False |
False |
6,951 |
| 80 |
9.290 |
6.439 |
2.851 |
43.5% |
0.206 |
3.1% |
4% |
False |
False |
5,534 |
| 100 |
9.290 |
6.439 |
2.851 |
43.5% |
0.196 |
3.0% |
4% |
False |
False |
4,704 |
| 120 |
9.290 |
6.439 |
2.851 |
43.5% |
0.185 |
2.8% |
4% |
False |
False |
4,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.334 |
|
2.618 |
7.769 |
|
1.618 |
7.423 |
|
1.000 |
7.209 |
|
0.618 |
7.077 |
|
HIGH |
6.863 |
|
0.618 |
6.731 |
|
0.500 |
6.690 |
|
0.382 |
6.649 |
|
LOW |
6.517 |
|
0.618 |
6.303 |
|
1.000 |
6.171 |
|
1.618 |
5.957 |
|
2.618 |
5.611 |
|
4.250 |
5.047 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.690 |
6.651 |
| PP |
6.647 |
6.621 |
| S1 |
6.604 |
6.591 |
|