NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.466 |
6.466 |
0.000 |
0.0% |
6.600 |
| High |
6.466 |
6.646 |
0.180 |
2.8% |
6.863 |
| Low |
6.321 |
6.296 |
-0.025 |
-0.4% |
6.422 |
| Close |
6.321 |
6.576 |
0.255 |
4.0% |
6.461 |
| Range |
0.145 |
0.350 |
0.205 |
141.4% |
0.441 |
| ATR |
0.275 |
0.280 |
0.005 |
2.0% |
0.000 |
| Volume |
9,297 |
9,803 |
506 |
5.4% |
42,155 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.556 |
7.416 |
6.769 |
|
| R3 |
7.206 |
7.066 |
6.672 |
|
| R2 |
6.856 |
6.856 |
6.640 |
|
| R1 |
6.716 |
6.716 |
6.608 |
6.786 |
| PP |
6.506 |
6.506 |
6.506 |
6.541 |
| S1 |
6.366 |
6.366 |
6.544 |
6.436 |
| S2 |
6.156 |
6.156 |
6.512 |
|
| S3 |
5.806 |
6.016 |
6.480 |
|
| S4 |
5.456 |
5.666 |
6.384 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.905 |
7.624 |
6.704 |
|
| R3 |
7.464 |
7.183 |
6.582 |
|
| R2 |
7.023 |
7.023 |
6.542 |
|
| R1 |
6.742 |
6.742 |
6.501 |
6.662 |
| PP |
6.582 |
6.582 |
6.582 |
6.542 |
| S1 |
6.301 |
6.301 |
6.421 |
6.221 |
| S2 |
6.141 |
6.141 |
6.380 |
|
| S3 |
5.700 |
5.860 |
6.340 |
|
| S4 |
5.259 |
5.419 |
6.218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.863 |
6.296 |
0.567 |
8.6% |
0.264 |
4.0% |
49% |
False |
True |
9,527 |
| 10 |
7.061 |
6.296 |
0.765 |
11.6% |
0.242 |
3.7% |
37% |
False |
True |
9,077 |
| 20 |
8.115 |
6.296 |
1.819 |
27.7% |
0.289 |
4.4% |
15% |
False |
True |
13,850 |
| 40 |
8.115 |
6.296 |
1.819 |
27.7% |
0.266 |
4.0% |
15% |
False |
True |
9,460 |
| 60 |
9.100 |
6.296 |
2.804 |
42.6% |
0.238 |
3.6% |
10% |
False |
True |
7,428 |
| 80 |
9.290 |
6.296 |
2.994 |
45.5% |
0.212 |
3.2% |
9% |
False |
True |
5,957 |
| 100 |
9.290 |
6.296 |
2.994 |
45.5% |
0.199 |
3.0% |
9% |
False |
True |
5,025 |
| 120 |
9.290 |
6.296 |
2.994 |
45.5% |
0.190 |
2.9% |
9% |
False |
True |
4,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.134 |
|
2.618 |
7.562 |
|
1.618 |
7.212 |
|
1.000 |
6.996 |
|
0.618 |
6.862 |
|
HIGH |
6.646 |
|
0.618 |
6.512 |
|
0.500 |
6.471 |
|
0.382 |
6.430 |
|
LOW |
6.296 |
|
0.618 |
6.080 |
|
1.000 |
5.946 |
|
1.618 |
5.730 |
|
2.618 |
5.380 |
|
4.250 |
4.809 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.541 |
6.552 |
| PP |
6.506 |
6.528 |
| S1 |
6.471 |
6.504 |
|