NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6.820 |
6.565 |
-0.255 |
-3.7% |
7.684 |
| High |
6.863 |
6.713 |
-0.150 |
-2.2% |
7.684 |
| Low |
6.517 |
6.525 |
0.008 |
0.1% |
6.660 |
| Close |
6.561 |
6.607 |
0.046 |
0.7% |
6.704 |
| Range |
0.346 |
0.188 |
-0.158 |
-45.7% |
1.024 |
| ATR |
0.292 |
0.285 |
-0.007 |
-2.5% |
0.000 |
| Volume |
10,049 |
9,190 |
-859 |
-8.5% |
52,803 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.179 |
7.081 |
6.710 |
|
| R3 |
6.991 |
6.893 |
6.659 |
|
| R2 |
6.803 |
6.803 |
6.641 |
|
| R1 |
6.705 |
6.705 |
6.624 |
6.754 |
| PP |
6.615 |
6.615 |
6.615 |
6.640 |
| S1 |
6.517 |
6.517 |
6.590 |
6.566 |
| S2 |
6.427 |
6.427 |
6.573 |
|
| S3 |
6.239 |
6.329 |
6.555 |
|
| S4 |
6.051 |
6.141 |
6.504 |
|
|
| 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 |
6.880 |
6.439 |
0.441 |
6.7% |
0.238 |
3.6% |
38% |
False |
False |
7,983 |
| 10 |
7.959 |
6.439 |
1.520 |
23.0% |
0.276 |
4.2% |
11% |
False |
False |
9,624 |
| 20 |
8.115 |
6.439 |
1.676 |
25.4% |
0.282 |
4.3% |
10% |
False |
False |
13,563 |
| 40 |
8.115 |
6.439 |
1.676 |
25.4% |
0.264 |
4.0% |
10% |
False |
False |
8,959 |
| 60 |
9.100 |
6.439 |
2.661 |
40.3% |
0.229 |
3.5% |
6% |
False |
False |
7,080 |
| 80 |
9.290 |
6.439 |
2.851 |
43.2% |
0.207 |
3.1% |
6% |
False |
False |
5,639 |
| 100 |
9.290 |
6.439 |
2.851 |
43.2% |
0.196 |
3.0% |
6% |
False |
False |
4,779 |
| 120 |
9.290 |
6.439 |
2.851 |
43.2% |
0.186 |
2.8% |
6% |
False |
False |
4,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.512 |
|
2.618 |
7.205 |
|
1.618 |
7.017 |
|
1.000 |
6.901 |
|
0.618 |
6.829 |
|
HIGH |
6.713 |
|
0.618 |
6.641 |
|
0.500 |
6.619 |
|
0.382 |
6.597 |
|
LOW |
6.525 |
|
0.618 |
6.409 |
|
1.000 |
6.337 |
|
1.618 |
6.221 |
|
2.618 |
6.033 |
|
4.250 |
5.726 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.619 |
6.690 |
| PP |
6.615 |
6.662 |
| S1 |
6.611 |
6.635 |
|