NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
8.492 |
8.613 |
0.121 |
1.4% |
8.325 |
| High |
8.676 |
8.627 |
-0.049 |
-0.6% |
8.676 |
| Low |
8.469 |
8.400 |
-0.069 |
-0.8% |
8.096 |
| Close |
8.643 |
8.451 |
-0.192 |
-2.2% |
8.451 |
| Range |
0.207 |
0.227 |
0.020 |
9.7% |
0.580 |
| ATR |
0.212 |
0.214 |
0.002 |
1.0% |
0.000 |
| Volume |
2,821 |
3,937 |
1,116 |
39.6% |
13,790 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.174 |
9.039 |
8.576 |
|
| R3 |
8.947 |
8.812 |
8.513 |
|
| R2 |
8.720 |
8.720 |
8.493 |
|
| R1 |
8.585 |
8.585 |
8.472 |
8.539 |
| PP |
8.493 |
8.493 |
8.493 |
8.470 |
| S1 |
8.358 |
8.358 |
8.430 |
8.312 |
| S2 |
8.266 |
8.266 |
8.409 |
|
| S3 |
8.039 |
8.131 |
8.389 |
|
| S4 |
7.812 |
7.904 |
8.326 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.148 |
9.879 |
8.770 |
|
| R3 |
9.568 |
9.299 |
8.611 |
|
| R2 |
8.988 |
8.988 |
8.557 |
|
| R1 |
8.719 |
8.719 |
8.504 |
8.854 |
| PP |
8.408 |
8.408 |
8.408 |
8.475 |
| S1 |
8.139 |
8.139 |
8.398 |
8.274 |
| S2 |
7.828 |
7.828 |
8.345 |
|
| S3 |
7.248 |
7.559 |
8.292 |
|
| S4 |
6.668 |
6.979 |
8.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.676 |
8.096 |
0.580 |
6.9% |
0.219 |
2.6% |
61% |
False |
False |
2,758 |
| 10 |
8.676 |
8.096 |
0.580 |
6.9% |
0.219 |
2.6% |
61% |
False |
False |
2,878 |
| 20 |
8.967 |
8.096 |
0.871 |
10.3% |
0.206 |
2.4% |
41% |
False |
False |
3,270 |
| 40 |
9.838 |
8.096 |
1.742 |
20.6% |
0.180 |
2.1% |
20% |
False |
False |
2,488 |
| 60 |
9.912 |
8.096 |
1.816 |
21.5% |
0.165 |
1.9% |
20% |
False |
False |
1,957 |
| 80 |
9.912 |
8.096 |
1.816 |
21.5% |
0.162 |
1.9% |
20% |
False |
False |
1,702 |
| 100 |
9.912 |
8.096 |
1.816 |
21.5% |
0.154 |
1.8% |
20% |
False |
False |
1,488 |
| 120 |
9.912 |
8.096 |
1.816 |
21.5% |
0.157 |
1.9% |
20% |
False |
False |
1,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.592 |
|
2.618 |
9.221 |
|
1.618 |
8.994 |
|
1.000 |
8.854 |
|
0.618 |
8.767 |
|
HIGH |
8.627 |
|
0.618 |
8.540 |
|
0.500 |
8.514 |
|
0.382 |
8.487 |
|
LOW |
8.400 |
|
0.618 |
8.260 |
|
1.000 |
8.173 |
|
1.618 |
8.033 |
|
2.618 |
7.806 |
|
4.250 |
7.435 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.514 |
8.438 |
| PP |
8.493 |
8.424 |
| S1 |
8.472 |
8.411 |
|