NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.970 |
7.900 |
-0.070 |
-0.9% |
7.750 |
High |
7.990 |
8.060 |
0.070 |
0.9% |
7.938 |
Low |
7.882 |
7.900 |
0.018 |
0.2% |
7.688 |
Close |
7.912 |
8.064 |
0.152 |
1.9% |
7.782 |
Range |
0.108 |
0.160 |
0.052 |
48.1% |
0.250 |
ATR |
0.158 |
0.158 |
0.000 |
0.1% |
0.000 |
Volume |
71 |
343 |
272 |
383.1% |
1,046 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.488 |
8.436 |
8.152 |
|
R3 |
8.328 |
8.276 |
8.108 |
|
R2 |
8.168 |
8.168 |
8.093 |
|
R1 |
8.116 |
8.116 |
8.079 |
8.142 |
PP |
8.008 |
8.008 |
8.008 |
8.021 |
S1 |
7.956 |
7.956 |
8.049 |
7.982 |
S2 |
7.848 |
7.848 |
8.035 |
|
S3 |
7.688 |
7.796 |
8.020 |
|
S4 |
7.528 |
7.636 |
7.976 |
|
|
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 |
8.060 |
7.688 |
0.372 |
4.6% |
0.138 |
1.7% |
101% |
True |
False |
200 |
10 |
8.060 |
7.650 |
0.410 |
5.1% |
0.129 |
1.6% |
101% |
True |
False |
193 |
20 |
8.720 |
7.650 |
1.070 |
13.3% |
0.121 |
1.5% |
39% |
False |
False |
278 |
40 |
9.090 |
7.650 |
1.440 |
17.9% |
0.110 |
1.4% |
29% |
False |
False |
368 |
60 |
9.090 |
7.650 |
1.440 |
17.9% |
0.105 |
1.3% |
29% |
False |
False |
493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.740 |
2.618 |
8.479 |
1.618 |
8.319 |
1.000 |
8.220 |
0.618 |
8.159 |
HIGH |
8.060 |
0.618 |
7.999 |
0.500 |
7.980 |
0.382 |
7.961 |
LOW |
7.900 |
0.618 |
7.801 |
1.000 |
7.740 |
1.618 |
7.641 |
2.618 |
7.481 |
4.250 |
7.220 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.036 |
8.001 |
PP |
8.008 |
7.937 |
S1 |
7.980 |
7.874 |
|