NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
7.011 |
6.874 |
-0.137 |
-2.0% |
7.027 |
| High |
7.117 |
6.995 |
-0.122 |
-1.7% |
7.186 |
| Low |
6.846 |
6.745 |
-0.101 |
-1.5% |
6.745 |
| Close |
6.876 |
6.974 |
0.098 |
1.4% |
6.974 |
| Range |
0.271 |
0.250 |
-0.021 |
-7.7% |
0.441 |
| ATR |
0.306 |
0.302 |
-0.004 |
-1.3% |
0.000 |
| Volume |
74,295 |
80,970 |
6,675 |
9.0% |
395,326 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.655 |
7.564 |
7.112 |
|
| R3 |
7.405 |
7.314 |
7.043 |
|
| R2 |
7.155 |
7.155 |
7.020 |
|
| R1 |
7.064 |
7.064 |
6.997 |
7.110 |
| PP |
6.905 |
6.905 |
6.905 |
6.927 |
| S1 |
6.814 |
6.814 |
6.951 |
6.860 |
| S2 |
6.655 |
6.655 |
6.928 |
|
| S3 |
6.405 |
6.564 |
6.905 |
|
| S4 |
6.155 |
6.314 |
6.837 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.291 |
8.074 |
7.217 |
|
| R3 |
7.850 |
7.633 |
7.095 |
|
| R2 |
7.409 |
7.409 |
7.055 |
|
| R1 |
7.192 |
7.192 |
7.014 |
7.080 |
| PP |
6.968 |
6.968 |
6.968 |
6.913 |
| S1 |
6.751 |
6.751 |
6.934 |
6.639 |
| S2 |
6.527 |
6.527 |
6.893 |
|
| S3 |
6.086 |
6.310 |
6.853 |
|
| S4 |
5.645 |
5.869 |
6.731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7.186 |
6.745 |
0.441 |
6.3% |
0.262 |
3.8% |
52% |
False |
True |
79,065 |
| 10 |
7.505 |
6.745 |
0.760 |
10.9% |
0.302 |
4.3% |
30% |
False |
True |
66,831 |
| 20 |
7.505 |
6.700 |
0.805 |
11.5% |
0.313 |
4.5% |
34% |
False |
False |
51,552 |
| 40 |
7.684 |
6.230 |
1.454 |
20.8% |
0.305 |
4.4% |
51% |
False |
False |
33,747 |
| 60 |
8.115 |
6.230 |
1.885 |
27.0% |
0.295 |
4.2% |
39% |
False |
False |
26,448 |
| 80 |
8.160 |
6.230 |
1.930 |
27.7% |
0.273 |
3.9% |
39% |
False |
False |
20,669 |
| 100 |
9.185 |
6.230 |
2.955 |
42.4% |
0.249 |
3.6% |
25% |
False |
False |
17,007 |
| 120 |
9.290 |
6.230 |
3.060 |
43.9% |
0.232 |
3.3% |
24% |
False |
False |
14,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.058 |
|
2.618 |
7.650 |
|
1.618 |
7.400 |
|
1.000 |
7.245 |
|
0.618 |
7.150 |
|
HIGH |
6.995 |
|
0.618 |
6.900 |
|
0.500 |
6.870 |
|
0.382 |
6.841 |
|
LOW |
6.745 |
|
0.618 |
6.591 |
|
1.000 |
6.495 |
|
1.618 |
6.341 |
|
2.618 |
6.091 |
|
4.250 |
5.683 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6.939 |
6.960 |
| PP |
6.905 |
6.945 |
| S1 |
6.870 |
6.931 |
|