NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 28-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
7.790 |
7.800 |
0.010 |
0.1% |
8.390 |
High |
7.800 |
7.853 |
0.053 |
0.7% |
8.390 |
Low |
7.650 |
7.791 |
0.141 |
1.8% |
8.105 |
Close |
7.700 |
7.825 |
0.125 |
1.6% |
8.120 |
Range |
0.150 |
0.062 |
-0.088 |
-58.7% |
0.285 |
ATR |
0.156 |
0.156 |
0.000 |
-0.1% |
0.000 |
Volume |
152 |
177 |
25 |
16.4% |
1,848 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.009 |
7.979 |
7.859 |
|
R3 |
7.947 |
7.917 |
7.842 |
|
R2 |
7.885 |
7.885 |
7.836 |
|
R1 |
7.855 |
7.855 |
7.831 |
7.870 |
PP |
7.823 |
7.823 |
7.823 |
7.831 |
S1 |
7.793 |
7.793 |
7.819 |
7.808 |
S2 |
7.761 |
7.761 |
7.814 |
|
S3 |
7.699 |
7.731 |
7.808 |
|
S4 |
7.637 |
7.669 |
7.791 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.180 |
7.650 |
0.530 |
6.8% |
0.114 |
1.5% |
33% |
False |
False |
168 |
10 |
8.520 |
7.650 |
0.870 |
11.1% |
0.117 |
1.5% |
20% |
False |
False |
342 |
20 |
8.950 |
7.650 |
1.300 |
16.6% |
0.098 |
1.3% |
13% |
False |
False |
356 |
40 |
9.090 |
7.650 |
1.440 |
18.4% |
0.103 |
1.3% |
12% |
False |
False |
432 |
60 |
9.090 |
7.650 |
1.440 |
18.4% |
0.103 |
1.3% |
12% |
False |
False |
558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.117 |
2.618 |
8.015 |
1.618 |
7.953 |
1.000 |
7.915 |
0.618 |
7.891 |
HIGH |
7.853 |
0.618 |
7.829 |
0.500 |
7.822 |
0.382 |
7.815 |
LOW |
7.791 |
0.618 |
7.753 |
1.000 |
7.729 |
1.618 |
7.691 |
2.618 |
7.629 |
4.250 |
7.528 |
|
|
Fisher Pivots for day following 28-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
7.824 |
7.825 |
PP |
7.823 |
7.825 |
S1 |
7.822 |
7.825 |
|