NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.525 |
6.296 |
-0.229 |
-3.5% |
6.466 |
| High |
6.580 |
6.753 |
0.173 |
2.6% |
6.860 |
| Low |
6.386 |
6.230 |
-0.156 |
-2.4% |
6.296 |
| Close |
6.446 |
6.716 |
0.270 |
4.2% |
6.446 |
| Range |
0.194 |
0.523 |
0.329 |
169.6% |
0.564 |
| ATR |
0.275 |
0.293 |
0.018 |
6.4% |
0.000 |
| Volume |
21,451 |
14,633 |
-6,818 |
-31.8% |
76,634 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.135 |
7.949 |
7.004 |
|
| R3 |
7.612 |
7.426 |
6.860 |
|
| R2 |
7.089 |
7.089 |
6.812 |
|
| R1 |
6.903 |
6.903 |
6.764 |
6.996 |
| PP |
6.566 |
6.566 |
6.566 |
6.613 |
| S1 |
6.380 |
6.380 |
6.668 |
6.473 |
| S2 |
6.043 |
6.043 |
6.620 |
|
| S3 |
5.520 |
5.857 |
6.572 |
|
| S4 |
4.997 |
5.334 |
6.428 |
|
|
| 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 |
6.230 |
0.630 |
9.4% |
0.328 |
4.9% |
77% |
False |
True |
16,394 |
| 10 |
6.863 |
6.230 |
0.633 |
9.4% |
0.287 |
4.3% |
77% |
False |
True |
12,789 |
| 20 |
8.115 |
6.230 |
1.885 |
28.1% |
0.296 |
4.4% |
26% |
False |
True |
12,392 |
| 40 |
8.115 |
6.230 |
1.885 |
28.1% |
0.277 |
4.1% |
26% |
False |
True |
10,900 |
| 60 |
8.842 |
6.230 |
2.612 |
38.9% |
0.249 |
3.7% |
19% |
False |
True |
8,433 |
| 80 |
9.185 |
6.230 |
2.955 |
44.0% |
0.220 |
3.3% |
16% |
False |
True |
6,780 |
| 100 |
9.290 |
6.230 |
3.060 |
45.6% |
0.207 |
3.1% |
16% |
False |
True |
5,708 |
| 120 |
9.290 |
6.230 |
3.060 |
45.6% |
0.196 |
2.9% |
16% |
False |
True |
4,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.976 |
|
2.618 |
8.122 |
|
1.618 |
7.599 |
|
1.000 |
7.276 |
|
0.618 |
7.076 |
|
HIGH |
6.753 |
|
0.618 |
6.553 |
|
0.500 |
6.492 |
|
0.382 |
6.430 |
|
LOW |
6.230 |
|
0.618 |
5.907 |
|
1.000 |
5.707 |
|
1.618 |
5.384 |
|
2.618 |
4.861 |
|
4.250 |
4.007 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.641 |
6.659 |
| PP |
6.566 |
6.602 |
| S1 |
6.492 |
6.545 |
|