NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jan-2007 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.750 |
7.830 |
0.080 |
1.0% |
8.150 |
High |
7.880 |
7.933 |
0.053 |
0.7% |
8.180 |
Low |
7.735 |
7.830 |
0.095 |
1.2% |
7.650 |
Close |
7.933 |
7.933 |
0.000 |
0.0% |
7.933 |
Range |
0.145 |
0.103 |
-0.042 |
-29.0% |
0.530 |
ATR |
0.158 |
0.154 |
-0.004 |
-2.5% |
0.000 |
Volume |
142 |
318 |
176 |
123.9% |
795 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.208 |
8.173 |
7.990 |
|
R3 |
8.105 |
8.070 |
7.961 |
|
R2 |
8.002 |
8.002 |
7.952 |
|
R1 |
7.967 |
7.967 |
7.942 |
7.985 |
PP |
7.899 |
7.899 |
7.899 |
7.907 |
S1 |
7.864 |
7.864 |
7.924 |
7.882 |
S2 |
7.796 |
7.796 |
7.914 |
|
S3 |
7.693 |
7.761 |
7.905 |
|
S4 |
7.590 |
7.658 |
7.876 |
|
|
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 |
7.933 |
7.650 |
0.283 |
3.6% |
0.121 |
1.5% |
100% |
True |
False |
186 |
10 |
8.365 |
7.650 |
0.715 |
9.0% |
0.126 |
1.6% |
40% |
False |
False |
253 |
20 |
8.749 |
7.650 |
1.099 |
13.9% |
0.111 |
1.4% |
26% |
False |
False |
309 |
40 |
9.090 |
7.650 |
1.440 |
18.2% |
0.103 |
1.3% |
20% |
False |
False |
378 |
60 |
9.090 |
7.650 |
1.440 |
18.2% |
0.102 |
1.3% |
20% |
False |
False |
523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.371 |
2.618 |
8.203 |
1.618 |
8.100 |
1.000 |
8.036 |
0.618 |
7.997 |
HIGH |
7.933 |
0.618 |
7.894 |
0.500 |
7.882 |
0.382 |
7.869 |
LOW |
7.830 |
0.618 |
7.766 |
1.000 |
7.727 |
1.618 |
7.663 |
2.618 |
7.560 |
4.250 |
7.392 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.916 |
7.900 |
PP |
7.899 |
7.867 |
S1 |
7.882 |
7.834 |
|