NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.305 |
8.365 |
0.060 |
0.7% |
8.600 |
High |
8.380 |
8.365 |
-0.015 |
-0.2% |
8.720 |
Low |
8.260 |
8.245 |
-0.015 |
-0.2% |
8.400 |
Close |
8.368 |
8.224 |
-0.144 |
-1.7% |
8.539 |
Range |
0.120 |
0.120 |
0.000 |
0.0% |
0.320 |
ATR |
0.144 |
0.143 |
-0.002 |
-1.0% |
0.000 |
Volume |
130 |
371 |
241 |
185.4% |
2,151 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.638 |
8.551 |
8.290 |
|
R3 |
8.518 |
8.431 |
8.257 |
|
R2 |
8.398 |
8.398 |
8.246 |
|
R1 |
8.311 |
8.311 |
8.235 |
8.295 |
PP |
8.278 |
8.278 |
8.278 |
8.270 |
S1 |
8.191 |
8.191 |
8.213 |
8.175 |
S2 |
8.158 |
8.158 |
8.202 |
|
S3 |
8.038 |
8.071 |
8.191 |
|
S4 |
7.918 |
7.951 |
8.158 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.513 |
9.346 |
8.715 |
|
R3 |
9.193 |
9.026 |
8.627 |
|
R2 |
8.873 |
8.873 |
8.598 |
|
R1 |
8.706 |
8.706 |
8.568 |
8.630 |
PP |
8.553 |
8.553 |
8.553 |
8.515 |
S1 |
8.386 |
8.386 |
8.510 |
8.310 |
S2 |
8.233 |
8.233 |
8.480 |
|
S3 |
7.913 |
8.066 |
8.451 |
|
S4 |
7.593 |
7.746 |
8.363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.720 |
8.245 |
0.475 |
5.8% |
0.104 |
1.3% |
-4% |
False |
True |
392 |
10 |
8.749 |
8.245 |
0.504 |
6.1% |
0.094 |
1.1% |
-4% |
False |
True |
360 |
20 |
9.090 |
8.245 |
0.845 |
10.3% |
0.094 |
1.1% |
-2% |
False |
True |
509 |
40 |
9.090 |
8.090 |
1.000 |
12.2% |
0.099 |
1.2% |
13% |
False |
False |
581 |
60 |
9.090 |
7.958 |
1.132 |
13.8% |
0.103 |
1.3% |
23% |
False |
False |
589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.875 |
2.618 |
8.679 |
1.618 |
8.559 |
1.000 |
8.485 |
0.618 |
8.439 |
HIGH |
8.365 |
0.618 |
8.319 |
0.500 |
8.305 |
0.382 |
8.291 |
LOW |
8.245 |
0.618 |
8.171 |
1.000 |
8.125 |
1.618 |
8.051 |
2.618 |
7.931 |
4.250 |
7.735 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.305 |
8.318 |
PP |
8.278 |
8.286 |
S1 |
8.251 |
8.255 |
|