NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
7.800 |
7.750 |
-0.050 |
-0.6% |
8.150 |
High |
7.853 |
7.880 |
0.027 |
0.3% |
8.180 |
Low |
7.791 |
7.735 |
-0.056 |
-0.7% |
7.650 |
Close |
7.825 |
7.933 |
0.108 |
1.4% |
7.933 |
Range |
0.062 |
0.145 |
0.083 |
133.9% |
0.530 |
ATR |
0.156 |
0.155 |
-0.001 |
-0.5% |
0.000 |
Volume |
177 |
142 |
-35 |
-19.8% |
795 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.284 |
8.254 |
8.013 |
|
R3 |
8.139 |
8.109 |
7.973 |
|
R2 |
7.994 |
7.994 |
7.960 |
|
R1 |
7.964 |
7.964 |
7.946 |
7.979 |
PP |
7.849 |
7.849 |
7.849 |
7.857 |
S1 |
7.819 |
7.819 |
7.920 |
7.834 |
S2 |
7.704 |
7.704 |
7.906 |
|
S3 |
7.559 |
7.674 |
7.893 |
|
S4 |
7.414 |
7.529 |
7.853 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.511 |
9.252 |
8.225 |
|
R3 |
8.981 |
8.722 |
8.079 |
|
R2 |
8.451 |
8.451 |
8.030 |
|
R1 |
8.192 |
8.192 |
7.982 |
8.057 |
PP |
7.921 |
7.921 |
7.921 |
7.853 |
S1 |
7.662 |
7.662 |
7.884 |
7.527 |
S2 |
7.391 |
7.391 |
7.836 |
|
S3 |
6.861 |
7.132 |
7.787 |
|
S4 |
6.331 |
6.602 |
7.642 |
|
|
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 |
6.7% |
0.128 |
1.6% |
53% |
False |
False |
159 |
10 |
8.390 |
7.650 |
0.740 |
9.3% |
0.120 |
1.5% |
38% |
False |
False |
264 |
20 |
8.749 |
7.650 |
1.099 |
13.9% |
0.106 |
1.3% |
26% |
False |
False |
349 |
40 |
9.090 |
7.650 |
1.440 |
18.2% |
0.105 |
1.3% |
20% |
False |
False |
368 |
60 |
9.090 |
7.650 |
1.440 |
18.2% |
0.102 |
1.3% |
20% |
False |
False |
558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.496 |
2.618 |
8.260 |
1.618 |
8.115 |
1.000 |
8.025 |
0.618 |
7.970 |
HIGH |
7.880 |
0.618 |
7.825 |
0.500 |
7.808 |
0.382 |
7.790 |
LOW |
7.735 |
0.618 |
7.645 |
1.000 |
7.590 |
1.618 |
7.500 |
2.618 |
7.355 |
4.250 |
7.119 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
7.891 |
7.877 |
PP |
7.849 |
7.821 |
S1 |
7.808 |
7.765 |
|