NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.790 |
7.975 |
0.185 |
2.4% |
7.970 |
High |
7.980 |
7.990 |
0.010 |
0.1% |
8.076 |
Low |
7.781 |
7.850 |
0.069 |
0.9% |
7.760 |
Close |
7.957 |
7.963 |
0.006 |
0.1% |
7.957 |
Range |
0.199 |
0.140 |
-0.059 |
-29.6% |
0.316 |
ATR |
0.169 |
0.167 |
-0.002 |
-1.2% |
0.000 |
Volume |
1,254 |
220 |
-1,034 |
-82.5% |
2,838 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.354 |
8.299 |
8.040 |
|
R3 |
8.214 |
8.159 |
8.002 |
|
R2 |
8.074 |
8.074 |
7.989 |
|
R1 |
8.019 |
8.019 |
7.976 |
7.977 |
PP |
7.934 |
7.934 |
7.934 |
7.913 |
S1 |
7.879 |
7.879 |
7.950 |
7.837 |
S2 |
7.794 |
7.794 |
7.937 |
|
S3 |
7.654 |
7.739 |
7.925 |
|
S4 |
7.514 |
7.599 |
7.886 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.879 |
8.734 |
8.131 |
|
R3 |
8.563 |
8.418 |
8.044 |
|
R2 |
8.247 |
8.247 |
8.015 |
|
R1 |
8.102 |
8.102 |
7.986 |
8.017 |
PP |
7.931 |
7.931 |
7.931 |
7.888 |
S1 |
7.786 |
7.786 |
7.928 |
7.701 |
S2 |
7.615 |
7.615 |
7.899 |
|
S3 |
7.299 |
7.470 |
7.870 |
|
S4 |
6.983 |
7.154 |
7.783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.076 |
7.760 |
0.316 |
4.0% |
0.160 |
2.0% |
64% |
False |
False |
597 |
10 |
8.076 |
7.688 |
0.388 |
4.9% |
0.143 |
1.8% |
71% |
False |
False |
396 |
20 |
8.380 |
7.650 |
0.730 |
9.2% |
0.135 |
1.7% |
43% |
False |
False |
315 |
40 |
9.090 |
7.650 |
1.440 |
18.1% |
0.110 |
1.4% |
22% |
False |
False |
411 |
60 |
9.090 |
7.650 |
1.440 |
18.1% |
0.107 |
1.3% |
22% |
False |
False |
496 |
80 |
9.090 |
7.650 |
1.440 |
18.1% |
0.112 |
1.4% |
22% |
False |
False |
621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.585 |
2.618 |
8.357 |
1.618 |
8.217 |
1.000 |
8.130 |
0.618 |
8.077 |
HIGH |
7.990 |
0.618 |
7.937 |
0.500 |
7.920 |
0.382 |
7.903 |
LOW |
7.850 |
0.618 |
7.763 |
1.000 |
7.710 |
1.618 |
7.623 |
2.618 |
7.483 |
4.250 |
7.255 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
7.949 |
7.934 |
PP |
7.934 |
7.904 |
S1 |
7.920 |
7.875 |
|