NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6.848 |
6.936 |
0.088 |
1.3% |
6.860 |
| High |
6.953 |
7.080 |
0.127 |
1.8% |
7.505 |
| Low |
6.770 |
6.835 |
0.065 |
1.0% |
6.753 |
| Close |
6.863 |
7.010 |
0.147 |
2.1% |
7.073 |
| Range |
0.183 |
0.245 |
0.062 |
33.9% |
0.752 |
| ATR |
0.314 |
0.309 |
-0.005 |
-1.6% |
0.000 |
| Volume |
86,873 |
76,069 |
-10,804 |
-12.4% |
272,989 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.710 |
7.605 |
7.145 |
|
| R3 |
7.465 |
7.360 |
7.077 |
|
| R2 |
7.220 |
7.220 |
7.055 |
|
| R1 |
7.115 |
7.115 |
7.032 |
7.168 |
| PP |
6.975 |
6.975 |
6.975 |
7.001 |
| S1 |
6.870 |
6.870 |
6.988 |
6.923 |
| S2 |
6.730 |
6.730 |
6.965 |
|
| S3 |
6.485 |
6.625 |
6.943 |
|
| S4 |
6.240 |
6.380 |
6.875 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.366 |
8.972 |
7.487 |
|
| R3 |
8.614 |
8.220 |
7.280 |
|
| R2 |
7.862 |
7.862 |
7.211 |
|
| R1 |
7.468 |
7.468 |
7.142 |
7.665 |
| PP |
7.110 |
7.110 |
7.110 |
7.209 |
| S1 |
6.716 |
6.716 |
7.004 |
6.913 |
| S2 |
6.358 |
6.358 |
6.935 |
|
| S3 |
5.606 |
5.964 |
6.866 |
|
| S4 |
4.854 |
5.212 |
6.659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.431 |
6.770 |
0.661 |
9.4% |
0.291 |
4.2% |
36% |
False |
False |
68,646 |
| 10 |
7.505 |
6.744 |
0.761 |
10.9% |
0.300 |
4.3% |
35% |
False |
False |
61,527 |
| 20 |
7.505 |
6.700 |
0.805 |
11.5% |
0.325 |
4.6% |
39% |
False |
False |
47,161 |
| 40 |
7.959 |
6.230 |
1.729 |
24.7% |
0.311 |
4.4% |
45% |
False |
False |
30,549 |
| 60 |
8.115 |
6.230 |
1.885 |
26.9% |
0.296 |
4.2% |
41% |
False |
False |
23,944 |
| 80 |
8.557 |
6.230 |
2.327 |
33.2% |
0.271 |
3.9% |
34% |
False |
False |
18,862 |
| 100 |
9.185 |
6.230 |
2.955 |
42.2% |
0.246 |
3.5% |
26% |
False |
False |
15,472 |
| 120 |
9.290 |
6.230 |
3.060 |
43.7% |
0.229 |
3.3% |
25% |
False |
False |
13,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.121 |
|
2.618 |
7.721 |
|
1.618 |
7.476 |
|
1.000 |
7.325 |
|
0.618 |
7.231 |
|
HIGH |
7.080 |
|
0.618 |
6.986 |
|
0.500 |
6.958 |
|
0.382 |
6.929 |
|
LOW |
6.835 |
|
0.618 |
6.684 |
|
1.000 |
6.590 |
|
1.618 |
6.439 |
|
2.618 |
6.194 |
|
4.250 |
5.794 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.993 |
6.999 |
| PP |
6.975 |
6.989 |
| S1 |
6.958 |
6.978 |
|