NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
7.030 |
6.944 |
-0.086 |
-1.2% |
6.905 |
| High |
7.039 |
7.035 |
-0.004 |
-0.1% |
7.255 |
| Low |
6.744 |
6.823 |
0.079 |
1.2% |
6.744 |
| Close |
6.919 |
6.870 |
-0.049 |
-0.7% |
6.870 |
| Range |
0.295 |
0.212 |
-0.083 |
-28.1% |
0.511 |
| ATR |
0.319 |
0.311 |
-0.008 |
-2.4% |
0.000 |
| Volume |
47,618 |
54,609 |
6,991 |
14.7% |
191,727 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.545 |
7.420 |
6.987 |
|
| R3 |
7.333 |
7.208 |
6.928 |
|
| R2 |
7.121 |
7.121 |
6.909 |
|
| R1 |
6.996 |
6.996 |
6.889 |
6.953 |
| PP |
6.909 |
6.909 |
6.909 |
6.888 |
| S1 |
6.784 |
6.784 |
6.851 |
6.741 |
| S2 |
6.697 |
6.697 |
6.831 |
|
| S3 |
6.485 |
6.572 |
6.812 |
|
| S4 |
6.273 |
6.360 |
6.753 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.489 |
8.191 |
7.151 |
|
| R3 |
7.978 |
7.680 |
7.011 |
|
| R2 |
7.467 |
7.467 |
6.964 |
|
| R1 |
7.169 |
7.169 |
6.917 |
7.063 |
| PP |
6.956 |
6.956 |
6.956 |
6.903 |
| S1 |
6.658 |
6.658 |
6.823 |
6.552 |
| S2 |
6.445 |
6.445 |
6.776 |
|
| S3 |
5.934 |
6.147 |
6.729 |
|
| S4 |
5.423 |
5.636 |
6.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.255 |
6.744 |
0.511 |
7.4% |
0.258 |
3.8% |
25% |
False |
False |
38,345 |
| 10 |
7.374 |
6.700 |
0.674 |
9.8% |
0.325 |
4.7% |
25% |
False |
False |
36,273 |
| 20 |
7.374 |
6.230 |
1.144 |
16.7% |
0.323 |
4.7% |
56% |
False |
False |
29,331 |
| 40 |
8.115 |
6.230 |
1.885 |
27.4% |
0.304 |
4.4% |
34% |
False |
False |
21,459 |
| 60 |
8.115 |
6.230 |
1.885 |
27.4% |
0.284 |
4.1% |
34% |
False |
False |
15,866 |
| 80 |
9.100 |
6.230 |
2.870 |
41.8% |
0.255 |
3.7% |
22% |
False |
False |
12,718 |
| 100 |
9.290 |
6.230 |
3.060 |
44.5% |
0.232 |
3.4% |
21% |
False |
False |
10,460 |
| 120 |
9.290 |
6.230 |
3.060 |
44.5% |
0.219 |
3.2% |
21% |
False |
False |
8,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.936 |
|
2.618 |
7.590 |
|
1.618 |
7.378 |
|
1.000 |
7.247 |
|
0.618 |
7.166 |
|
HIGH |
7.035 |
|
0.618 |
6.954 |
|
0.500 |
6.929 |
|
0.382 |
6.904 |
|
LOW |
6.823 |
|
0.618 |
6.692 |
|
1.000 |
6.611 |
|
1.618 |
6.480 |
|
2.618 |
6.268 |
|
4.250 |
5.922 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.929 |
6.943 |
| PP |
6.909 |
6.919 |
| S1 |
6.890 |
6.894 |
|