NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.466 |
6.600 |
0.134 |
2.1% |
6.600 |
| High |
6.646 |
6.735 |
0.089 |
1.3% |
6.863 |
| Low |
6.296 |
6.498 |
0.202 |
3.2% |
6.422 |
| Close |
6.576 |
6.690 |
0.114 |
1.7% |
6.461 |
| Range |
0.350 |
0.237 |
-0.113 |
-32.3% |
0.441 |
| ATR |
0.280 |
0.277 |
-0.003 |
-1.1% |
0.000 |
| Volume |
9,803 |
19,207 |
9,404 |
95.9% |
42,155 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.352 |
7.258 |
6.820 |
|
| R3 |
7.115 |
7.021 |
6.755 |
|
| R2 |
6.878 |
6.878 |
6.733 |
|
| R1 |
6.784 |
6.784 |
6.712 |
6.831 |
| PP |
6.641 |
6.641 |
6.641 |
6.665 |
| S1 |
6.547 |
6.547 |
6.668 |
6.594 |
| S2 |
6.404 |
6.404 |
6.647 |
|
| S3 |
6.167 |
6.310 |
6.625 |
|
| S4 |
5.930 |
6.073 |
6.560 |
|
|
| 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 |
6.735 |
6.296 |
0.439 |
6.6% |
0.242 |
3.6% |
90% |
True |
False |
11,358 |
| 10 |
6.890 |
6.296 |
0.594 |
8.9% |
0.236 |
3.5% |
66% |
False |
False |
9,816 |
| 20 |
8.115 |
6.296 |
1.819 |
27.2% |
0.292 |
4.4% |
22% |
False |
False |
13,786 |
| 40 |
8.115 |
6.296 |
1.819 |
27.2% |
0.266 |
4.0% |
22% |
False |
False |
9,857 |
| 60 |
9.100 |
6.296 |
2.804 |
41.9% |
0.240 |
3.6% |
14% |
False |
False |
7,706 |
| 80 |
9.290 |
6.296 |
2.994 |
44.8% |
0.214 |
3.2% |
13% |
False |
False |
6,187 |
| 100 |
9.290 |
6.296 |
2.994 |
44.8% |
0.201 |
3.0% |
13% |
False |
False |
5,210 |
| 120 |
9.290 |
6.296 |
2.994 |
44.8% |
0.191 |
2.9% |
13% |
False |
False |
4,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.742 |
|
2.618 |
7.355 |
|
1.618 |
7.118 |
|
1.000 |
6.972 |
|
0.618 |
6.881 |
|
HIGH |
6.735 |
|
0.618 |
6.644 |
|
0.500 |
6.617 |
|
0.382 |
6.589 |
|
LOW |
6.498 |
|
0.618 |
6.352 |
|
1.000 |
6.261 |
|
1.618 |
6.115 |
|
2.618 |
5.878 |
|
4.250 |
5.491 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.666 |
6.632 |
| PP |
6.641 |
6.574 |
| S1 |
6.617 |
6.516 |
|