NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.730 |
6.525 |
-0.205 |
-3.0% |
6.466 |
| High |
6.860 |
6.580 |
-0.280 |
-4.1% |
6.860 |
| Low |
6.526 |
6.386 |
-0.140 |
-2.1% |
6.296 |
| Close |
6.577 |
6.446 |
-0.131 |
-2.0% |
6.446 |
| Range |
0.334 |
0.194 |
-0.140 |
-41.9% |
0.564 |
| ATR |
0.281 |
0.275 |
-0.006 |
-2.2% |
0.000 |
| Volume |
16,876 |
21,451 |
4,575 |
27.1% |
76,634 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.053 |
6.943 |
6.553 |
|
| R3 |
6.859 |
6.749 |
6.499 |
|
| R2 |
6.665 |
6.665 |
6.482 |
|
| R1 |
6.555 |
6.555 |
6.464 |
6.513 |
| PP |
6.471 |
6.471 |
6.471 |
6.450 |
| S1 |
6.361 |
6.361 |
6.428 |
6.319 |
| S2 |
6.277 |
6.277 |
6.410 |
|
| S3 |
6.083 |
6.167 |
6.393 |
|
| S4 |
5.889 |
5.973 |
6.339 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.226 |
7.900 |
6.756 |
|
| R3 |
7.662 |
7.336 |
6.601 |
|
| R2 |
7.098 |
7.098 |
6.549 |
|
| R1 |
6.772 |
6.772 |
6.498 |
6.653 |
| PP |
6.534 |
6.534 |
6.534 |
6.475 |
| S1 |
6.208 |
6.208 |
6.394 |
6.089 |
| S2 |
5.970 |
5.970 |
6.343 |
|
| S3 |
5.406 |
5.644 |
6.291 |
|
| S4 |
4.842 |
5.080 |
6.136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.860 |
6.296 |
0.564 |
8.7% |
0.252 |
3.9% |
27% |
False |
False |
15,326 |
| 10 |
6.863 |
6.296 |
0.567 |
8.8% |
0.252 |
3.9% |
26% |
False |
False |
11,878 |
| 20 |
8.115 |
6.296 |
1.819 |
28.2% |
0.285 |
4.4% |
8% |
False |
False |
12,899 |
| 40 |
8.115 |
6.296 |
1.819 |
28.2% |
0.269 |
4.2% |
8% |
False |
False |
10,594 |
| 60 |
8.995 |
6.296 |
2.699 |
41.9% |
0.243 |
3.8% |
6% |
False |
False |
8,228 |
| 80 |
9.290 |
6.296 |
2.994 |
46.4% |
0.217 |
3.4% |
5% |
False |
False |
6,615 |
| 100 |
9.290 |
6.296 |
2.994 |
46.4% |
0.203 |
3.2% |
5% |
False |
False |
5,576 |
| 120 |
9.290 |
6.296 |
2.994 |
46.4% |
0.193 |
3.0% |
5% |
False |
False |
4,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.405 |
|
2.618 |
7.088 |
|
1.618 |
6.894 |
|
1.000 |
6.774 |
|
0.618 |
6.700 |
|
HIGH |
6.580 |
|
0.618 |
6.506 |
|
0.500 |
6.483 |
|
0.382 |
6.460 |
|
LOW |
6.386 |
|
0.618 |
6.266 |
|
1.000 |
6.192 |
|
1.618 |
6.072 |
|
2.618 |
5.878 |
|
4.250 |
5.562 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.483 |
6.623 |
| PP |
6.471 |
6.564 |
| S1 |
6.458 |
6.505 |
|