NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 01-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
01-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.750 |
7.750 |
0.000 |
0.0% |
8.150 |
High |
7.880 |
7.880 |
0.000 |
0.0% |
8.180 |
Low |
7.735 |
7.735 |
0.000 |
0.0% |
7.650 |
Close |
7.933 |
7.933 |
0.000 |
0.0% |
7.933 |
Range |
0.145 |
0.145 |
0.000 |
0.0% |
0.530 |
ATR |
0.155 |
0.158 |
0.003 |
2.0% |
0.000 |
Volume |
142 |
142 |
0 |
0.0% |
795 |
|
Daily Pivots for day following 01-Jan-2007 |
|
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 |
8.000 |
7.650 |
0.350 |
4.4% |
0.142 |
1.8% |
81% |
False |
False |
149 |
10 |
8.380 |
7.650 |
0.730 |
9.2% |
0.127 |
1.6% |
39% |
False |
False |
234 |
20 |
8.749 |
7.650 |
1.099 |
13.9% |
0.112 |
1.4% |
26% |
False |
False |
355 |
40 |
9.090 |
7.650 |
1.440 |
18.2% |
0.106 |
1.3% |
20% |
False |
False |
371 |
60 |
9.090 |
7.650 |
1.440 |
18.2% |
0.103 |
1.3% |
20% |
False |
False |
536 |
|
|
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 01-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.891 |
7.891 |
PP |
7.849 |
7.849 |
S1 |
7.808 |
7.808 |
|