NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6.296 |
6.730 |
0.434 |
6.9% |
6.466 |
| High |
6.753 |
6.780 |
0.027 |
0.4% |
6.860 |
| Low |
6.230 |
6.612 |
0.382 |
6.1% |
6.296 |
| Close |
6.716 |
6.757 |
0.041 |
0.6% |
6.446 |
| Range |
0.523 |
0.168 |
-0.355 |
-67.9% |
0.564 |
| ATR |
0.293 |
0.284 |
-0.009 |
-3.0% |
0.000 |
| Volume |
14,633 |
35,057 |
20,424 |
139.6% |
76,634 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.220 |
7.157 |
6.849 |
|
| R3 |
7.052 |
6.989 |
6.803 |
|
| R2 |
6.884 |
6.884 |
6.788 |
|
| R1 |
6.821 |
6.821 |
6.772 |
6.853 |
| PP |
6.716 |
6.716 |
6.716 |
6.732 |
| S1 |
6.653 |
6.653 |
6.742 |
6.685 |
| S2 |
6.548 |
6.548 |
6.726 |
|
| S3 |
6.380 |
6.485 |
6.711 |
|
| S4 |
6.212 |
6.317 |
6.665 |
|
|
| 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 |
9.3% |
0.291 |
4.3% |
84% |
False |
False |
21,444 |
| 10 |
6.863 |
6.230 |
0.633 |
9.4% |
0.277 |
4.1% |
83% |
False |
False |
15,486 |
| 20 |
8.115 |
6.230 |
1.885 |
27.9% |
0.291 |
4.3% |
28% |
False |
False |
12,861 |
| 40 |
8.115 |
6.230 |
1.885 |
27.9% |
0.276 |
4.1% |
28% |
False |
False |
11,694 |
| 60 |
8.732 |
6.230 |
2.502 |
37.0% |
0.249 |
3.7% |
21% |
False |
False |
8,985 |
| 80 |
9.185 |
6.230 |
2.955 |
43.7% |
0.221 |
3.3% |
18% |
False |
False |
7,185 |
| 100 |
9.290 |
6.230 |
3.060 |
45.3% |
0.207 |
3.1% |
17% |
False |
False |
6,050 |
| 120 |
9.290 |
6.230 |
3.060 |
45.3% |
0.197 |
2.9% |
17% |
False |
False |
5,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.494 |
|
2.618 |
7.220 |
|
1.618 |
7.052 |
|
1.000 |
6.948 |
|
0.618 |
6.884 |
|
HIGH |
6.780 |
|
0.618 |
6.716 |
|
0.500 |
6.696 |
|
0.382 |
6.676 |
|
LOW |
6.612 |
|
0.618 |
6.508 |
|
1.000 |
6.444 |
|
1.618 |
6.340 |
|
2.618 |
6.172 |
|
4.250 |
5.898 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.737 |
6.673 |
| PP |
6.716 |
6.589 |
| S1 |
6.696 |
6.505 |
|