NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6.944 |
6.860 |
-0.084 |
-1.2% |
6.905 |
| High |
7.035 |
7.098 |
0.063 |
0.9% |
7.255 |
| Low |
6.823 |
6.753 |
-0.070 |
-1.0% |
6.744 |
| Close |
6.870 |
7.050 |
0.180 |
2.6% |
6.870 |
| Range |
0.212 |
0.345 |
0.133 |
62.7% |
0.511 |
| ATR |
0.311 |
0.314 |
0.002 |
0.8% |
0.000 |
| Volume |
54,609 |
36,712 |
-17,897 |
-32.8% |
191,727 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.002 |
7.871 |
7.240 |
|
| R3 |
7.657 |
7.526 |
7.145 |
|
| R2 |
7.312 |
7.312 |
7.113 |
|
| R1 |
7.181 |
7.181 |
7.082 |
7.247 |
| PP |
6.967 |
6.967 |
6.967 |
7.000 |
| S1 |
6.836 |
6.836 |
7.018 |
6.902 |
| S2 |
6.622 |
6.622 |
6.987 |
|
| S3 |
6.277 |
6.491 |
6.955 |
|
| S4 |
5.932 |
6.146 |
6.860 |
|
|
| 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 |
7.2% |
0.255 |
3.6% |
60% |
False |
False |
40,046 |
| 10 |
7.374 |
6.700 |
0.674 |
9.6% |
0.325 |
4.6% |
52% |
False |
False |
35,874 |
| 20 |
7.374 |
6.230 |
1.144 |
16.2% |
0.333 |
4.7% |
72% |
False |
False |
30,702 |
| 40 |
8.115 |
6.230 |
1.885 |
26.7% |
0.307 |
4.3% |
44% |
False |
False |
22,228 |
| 60 |
8.115 |
6.230 |
1.885 |
26.7% |
0.286 |
4.1% |
44% |
False |
False |
16,426 |
| 80 |
9.100 |
6.230 |
2.870 |
40.7% |
0.258 |
3.7% |
29% |
False |
False |
13,155 |
| 100 |
9.290 |
6.230 |
3.060 |
43.4% |
0.234 |
3.3% |
27% |
False |
False |
10,817 |
| 120 |
9.290 |
6.230 |
3.060 |
43.4% |
0.220 |
3.1% |
27% |
False |
False |
9,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.564 |
|
2.618 |
8.001 |
|
1.618 |
7.656 |
|
1.000 |
7.443 |
|
0.618 |
7.311 |
|
HIGH |
7.098 |
|
0.618 |
6.966 |
|
0.500 |
6.926 |
|
0.382 |
6.885 |
|
LOW |
6.753 |
|
0.618 |
6.540 |
|
1.000 |
6.408 |
|
1.618 |
6.195 |
|
2.618 |
5.850 |
|
4.250 |
5.287 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.009 |
7.007 |
| PP |
6.967 |
6.964 |
| S1 |
6.926 |
6.921 |
|