NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.064 |
7.951 |
-0.113 |
-1.4% |
7.750 |
High |
8.076 |
7.980 |
-0.096 |
-1.2% |
7.938 |
Low |
7.994 |
7.760 |
-0.234 |
-2.9% |
7.688 |
Close |
8.086 |
7.762 |
-0.324 |
-4.0% |
7.782 |
Range |
0.082 |
0.220 |
0.138 |
168.3% |
0.250 |
ATR |
0.153 |
0.165 |
0.012 |
8.1% |
0.000 |
Volume |
188 |
982 |
794 |
422.3% |
1,046 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.494 |
8.348 |
7.883 |
|
R3 |
8.274 |
8.128 |
7.823 |
|
R2 |
8.054 |
8.054 |
7.802 |
|
R1 |
7.908 |
7.908 |
7.782 |
7.871 |
PP |
7.834 |
7.834 |
7.834 |
7.816 |
S1 |
7.688 |
7.688 |
7.742 |
7.651 |
S2 |
7.614 |
7.614 |
7.722 |
|
S3 |
7.394 |
7.468 |
7.702 |
|
S4 |
7.174 |
7.248 |
7.641 |
|
|
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 |
8.076 |
7.688 |
0.388 |
5.0% |
0.136 |
1.8% |
19% |
False |
False |
340 |
10 |
8.076 |
7.688 |
0.388 |
5.0% |
0.138 |
1.8% |
19% |
False |
False |
277 |
20 |
8.520 |
7.650 |
0.870 |
11.2% |
0.128 |
1.6% |
13% |
False |
False |
310 |
40 |
9.090 |
7.650 |
1.440 |
18.6% |
0.113 |
1.5% |
8% |
False |
False |
383 |
60 |
9.090 |
7.650 |
1.440 |
18.6% |
0.106 |
1.4% |
8% |
False |
False |
478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.915 |
2.618 |
8.556 |
1.618 |
8.336 |
1.000 |
8.200 |
0.618 |
8.116 |
HIGH |
7.980 |
0.618 |
7.896 |
0.500 |
7.870 |
0.382 |
7.844 |
LOW |
7.760 |
0.618 |
7.624 |
1.000 |
7.540 |
1.618 |
7.404 |
2.618 |
7.184 |
4.250 |
6.825 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.870 |
7.918 |
PP |
7.834 |
7.866 |
S1 |
7.798 |
7.814 |
|