NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.830 |
7.774 |
-0.056 |
-0.7% |
7.750 |
High |
7.938 |
7.800 |
-0.138 |
-1.7% |
7.938 |
Low |
7.720 |
7.688 |
-0.032 |
-0.4% |
7.688 |
Close |
7.780 |
7.782 |
0.002 |
0.0% |
7.782 |
Range |
0.218 |
0.112 |
-0.106 |
-48.6% |
0.250 |
ATR |
0.157 |
0.154 |
-0.003 |
-2.1% |
0.000 |
Volume |
467 |
116 |
-351 |
-75.2% |
1,046 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.093 |
8.049 |
7.844 |
|
R3 |
7.981 |
7.937 |
7.813 |
|
R2 |
7.869 |
7.869 |
7.803 |
|
R1 |
7.825 |
7.825 |
7.792 |
7.847 |
PP |
7.757 |
7.757 |
7.757 |
7.768 |
S1 |
7.713 |
7.713 |
7.772 |
7.735 |
S2 |
7.645 |
7.645 |
7.761 |
|
S3 |
7.533 |
7.601 |
7.751 |
|
S4 |
7.421 |
7.489 |
7.720 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.553 |
8.417 |
7.920 |
|
R3 |
8.303 |
8.167 |
7.851 |
|
R2 |
8.053 |
8.053 |
7.828 |
|
R1 |
7.917 |
7.917 |
7.805 |
7.985 |
PP |
7.803 |
7.803 |
7.803 |
7.837 |
S1 |
7.667 |
7.667 |
7.759 |
7.735 |
S2 |
7.553 |
7.553 |
7.736 |
|
S3 |
7.303 |
7.417 |
7.713 |
|
S4 |
7.053 |
7.167 |
7.645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.938 |
7.688 |
0.250 |
3.2% |
0.134 |
1.7% |
38% |
False |
True |
209 |
10 |
8.180 |
7.650 |
0.530 |
6.8% |
0.131 |
1.7% |
25% |
False |
False |
184 |
20 |
8.720 |
7.650 |
1.070 |
13.7% |
0.118 |
1.5% |
12% |
False |
False |
292 |
40 |
9.090 |
7.650 |
1.440 |
18.5% |
0.107 |
1.4% |
9% |
False |
False |
372 |
60 |
9.090 |
7.650 |
1.440 |
18.5% |
0.103 |
1.3% |
9% |
False |
False |
512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.276 |
2.618 |
8.093 |
1.618 |
7.981 |
1.000 |
7.912 |
0.618 |
7.869 |
HIGH |
7.800 |
0.618 |
7.757 |
0.500 |
7.744 |
0.382 |
7.731 |
LOW |
7.688 |
0.618 |
7.619 |
1.000 |
7.576 |
1.618 |
7.507 |
2.618 |
7.395 |
4.250 |
7.212 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.769 |
7.813 |
PP |
7.757 |
7.803 |
S1 |
7.744 |
7.792 |
|