NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.830 |
7.830 |
0.000 |
0.0% |
8.150 |
High |
7.933 |
7.890 |
-0.043 |
-0.5% |
8.180 |
Low |
7.830 |
7.800 |
-0.030 |
-0.4% |
7.650 |
Close |
7.933 |
7.805 |
-0.128 |
-1.6% |
7.933 |
Range |
0.103 |
0.090 |
-0.013 |
-12.6% |
0.530 |
ATR |
0.154 |
0.152 |
-0.001 |
-1.0% |
0.000 |
Volume |
318 |
3 |
-315 |
-99.1% |
795 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.102 |
8.043 |
7.855 |
|
R3 |
8.012 |
7.953 |
7.830 |
|
R2 |
7.922 |
7.922 |
7.822 |
|
R1 |
7.863 |
7.863 |
7.813 |
7.848 |
PP |
7.832 |
7.832 |
7.832 |
7.824 |
S1 |
7.773 |
7.773 |
7.797 |
7.758 |
S2 |
7.742 |
7.742 |
7.789 |
|
S3 |
7.652 |
7.683 |
7.780 |
|
S4 |
7.562 |
7.593 |
7.756 |
|
|
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 |
7.735 |
0.198 |
2.5% |
0.109 |
1.4% |
35% |
False |
False |
156 |
10 |
8.320 |
7.650 |
0.670 |
8.6% |
0.123 |
1.6% |
23% |
False |
False |
216 |
20 |
8.749 |
7.650 |
1.099 |
14.1% |
0.108 |
1.4% |
14% |
False |
False |
288 |
40 |
9.090 |
7.650 |
1.440 |
18.4% |
0.103 |
1.3% |
11% |
False |
False |
374 |
60 |
9.090 |
7.650 |
1.440 |
18.4% |
0.102 |
1.3% |
11% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.273 |
2.618 |
8.126 |
1.618 |
8.036 |
1.000 |
7.980 |
0.618 |
7.946 |
HIGH |
7.890 |
0.618 |
7.856 |
0.500 |
7.845 |
0.382 |
7.834 |
LOW |
7.800 |
0.618 |
7.744 |
1.000 |
7.710 |
1.618 |
7.654 |
2.618 |
7.564 |
4.250 |
7.418 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.845 |
7.834 |
PP |
7.832 |
7.824 |
S1 |
7.818 |
7.815 |
|