NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.774 |
7.970 |
0.196 |
2.5% |
7.750 |
High |
7.800 |
7.990 |
0.190 |
2.4% |
7.938 |
Low |
7.688 |
7.882 |
0.194 |
2.5% |
7.688 |
Close |
7.782 |
7.912 |
0.130 |
1.7% |
7.782 |
Range |
0.112 |
0.108 |
-0.004 |
-3.6% |
0.250 |
ATR |
0.154 |
0.158 |
0.004 |
2.5% |
0.000 |
Volume |
116 |
71 |
-45 |
-38.8% |
1,046 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.252 |
8.190 |
7.971 |
|
R3 |
8.144 |
8.082 |
7.942 |
|
R2 |
8.036 |
8.036 |
7.932 |
|
R1 |
7.974 |
7.974 |
7.922 |
7.951 |
PP |
7.928 |
7.928 |
7.928 |
7.917 |
S1 |
7.866 |
7.866 |
7.902 |
7.843 |
S2 |
7.820 |
7.820 |
7.892 |
|
S3 |
7.712 |
7.758 |
7.882 |
|
S4 |
7.604 |
7.650 |
7.853 |
|
|
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 |
7.990 |
7.688 |
0.302 |
3.8% |
0.126 |
1.6% |
74% |
True |
False |
195 |
10 |
8.000 |
7.650 |
0.350 |
4.4% |
0.134 |
1.7% |
75% |
False |
False |
172 |
20 |
8.720 |
7.650 |
1.070 |
13.5% |
0.118 |
1.5% |
24% |
False |
False |
269 |
40 |
9.090 |
7.650 |
1.440 |
18.2% |
0.107 |
1.4% |
18% |
False |
False |
364 |
60 |
9.090 |
7.650 |
1.440 |
18.2% |
0.103 |
1.3% |
18% |
False |
False |
491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.449 |
2.618 |
8.273 |
1.618 |
8.165 |
1.000 |
8.098 |
0.618 |
8.057 |
HIGH |
7.990 |
0.618 |
7.949 |
0.500 |
7.936 |
0.382 |
7.923 |
LOW |
7.882 |
0.618 |
7.815 |
1.000 |
7.774 |
1.618 |
7.707 |
2.618 |
7.599 |
4.250 |
7.423 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.936 |
7.888 |
PP |
7.928 |
7.863 |
S1 |
7.920 |
7.839 |
|