NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
7.220 |
6.870 |
-0.350 |
-4.8% |
6.296 |
| High |
7.268 |
7.040 |
-0.228 |
-3.1% |
7.270 |
| Low |
6.872 |
6.700 |
-0.172 |
-2.5% |
6.230 |
| Close |
6.910 |
6.978 |
0.068 |
1.0% |
7.054 |
| Range |
0.396 |
0.340 |
-0.056 |
-14.1% |
1.040 |
| ATR |
0.330 |
0.331 |
0.001 |
0.2% |
0.000 |
| Volume |
37,215 |
31,121 |
-6,094 |
-16.4% |
147,262 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.926 |
7.792 |
7.165 |
|
| R3 |
7.586 |
7.452 |
7.072 |
|
| R2 |
7.246 |
7.246 |
7.040 |
|
| R1 |
7.112 |
7.112 |
7.009 |
7.179 |
| PP |
6.906 |
6.906 |
6.906 |
6.940 |
| S1 |
6.772 |
6.772 |
6.947 |
6.839 |
| S2 |
6.566 |
6.566 |
6.916 |
|
| S3 |
6.226 |
6.432 |
6.885 |
|
| S4 |
5.886 |
6.092 |
6.791 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.971 |
9.553 |
7.626 |
|
| R3 |
8.931 |
8.513 |
7.340 |
|
| R2 |
7.891 |
7.891 |
7.245 |
|
| R1 |
7.473 |
7.473 |
7.149 |
7.682 |
| PP |
6.851 |
6.851 |
6.851 |
6.956 |
| S1 |
6.433 |
6.433 |
6.959 |
6.642 |
| S2 |
5.811 |
5.811 |
6.863 |
|
| S3 |
4.771 |
5.393 |
6.768 |
|
| S4 |
3.731 |
4.353 |
6.482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.374 |
6.700 |
0.674 |
9.7% |
0.382 |
5.5% |
41% |
False |
True |
33,218 |
| 10 |
7.374 |
6.230 |
1.144 |
16.4% |
0.370 |
5.3% |
65% |
False |
False |
30,322 |
| 20 |
7.374 |
6.230 |
1.144 |
16.4% |
0.312 |
4.5% |
65% |
False |
False |
20,381 |
| 40 |
8.115 |
6.230 |
1.885 |
27.0% |
0.304 |
4.4% |
40% |
False |
False |
16,802 |
| 60 |
8.115 |
6.230 |
1.885 |
27.0% |
0.271 |
3.9% |
40% |
False |
False |
12,281 |
| 80 |
9.185 |
6.230 |
2.955 |
42.3% |
0.246 |
3.5% |
25% |
False |
False |
9,971 |
| 100 |
9.290 |
6.230 |
3.060 |
43.9% |
0.224 |
3.2% |
24% |
False |
False |
8,257 |
| 120 |
9.290 |
6.230 |
3.060 |
43.9% |
0.212 |
3.0% |
24% |
False |
False |
7,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.485 |
|
2.618 |
7.930 |
|
1.618 |
7.590 |
|
1.000 |
7.380 |
|
0.618 |
7.250 |
|
HIGH |
7.040 |
|
0.618 |
6.910 |
|
0.500 |
6.870 |
|
0.382 |
6.830 |
|
LOW |
6.700 |
|
0.618 |
6.490 |
|
1.000 |
6.360 |
|
1.618 |
6.150 |
|
2.618 |
5.810 |
|
4.250 |
5.255 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.942 |
7.037 |
| PP |
6.906 |
7.017 |
| S1 |
6.870 |
6.998 |
|