NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.000 |
7.790 |
-0.210 |
-2.6% |
8.390 |
High |
8.000 |
7.800 |
-0.200 |
-2.5% |
8.390 |
Low |
7.790 |
7.650 |
-0.140 |
-1.8% |
8.105 |
Close |
7.813 |
7.700 |
-0.113 |
-1.4% |
8.120 |
Range |
0.210 |
0.150 |
-0.060 |
-28.6% |
0.285 |
ATR |
0.155 |
0.156 |
0.001 |
0.4% |
0.000 |
Volume |
136 |
152 |
16 |
11.8% |
1,848 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.167 |
8.083 |
7.783 |
|
R3 |
8.017 |
7.933 |
7.741 |
|
R2 |
7.867 |
7.867 |
7.728 |
|
R1 |
7.783 |
7.783 |
7.714 |
7.750 |
PP |
7.717 |
7.717 |
7.717 |
7.700 |
S1 |
7.633 |
7.633 |
7.686 |
7.600 |
S2 |
7.567 |
7.567 |
7.673 |
|
S3 |
7.417 |
7.483 |
7.659 |
|
S4 |
7.267 |
7.333 |
7.618 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.060 |
8.875 |
8.277 |
|
R3 |
8.775 |
8.590 |
8.198 |
|
R2 |
8.490 |
8.490 |
8.172 |
|
R1 |
8.305 |
8.305 |
8.146 |
8.255 |
PP |
8.205 |
8.205 |
8.205 |
8.180 |
S1 |
8.020 |
8.020 |
8.094 |
7.970 |
S2 |
7.920 |
7.920 |
8.068 |
|
S3 |
7.635 |
7.735 |
8.042 |
|
S4 |
7.350 |
7.450 |
7.963 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.438 |
2.618 |
8.193 |
1.618 |
8.043 |
1.000 |
7.950 |
0.618 |
7.893 |
HIGH |
7.800 |
0.618 |
7.743 |
0.500 |
7.725 |
0.382 |
7.707 |
LOW |
7.650 |
0.618 |
7.557 |
1.000 |
7.500 |
1.618 |
7.407 |
2.618 |
7.257 |
4.250 |
7.013 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
7.725 |
7.915 |
PP |
7.717 |
7.843 |
S1 |
7.708 |
7.772 |
|