NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.760 |
7.832 |
0.072 |
0.9% |
7.975 |
High |
7.789 |
8.075 |
0.286 |
3.7% |
8.075 |
Low |
7.637 |
7.832 |
0.195 |
2.6% |
7.637 |
Close |
7.746 |
8.080 |
0.334 |
4.3% |
8.080 |
Range |
0.152 |
0.243 |
0.091 |
59.9% |
0.438 |
ATR |
0.172 |
0.183 |
0.011 |
6.5% |
0.000 |
Volume |
691 |
411 |
-280 |
-40.5% |
1,968 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.725 |
8.645 |
8.214 |
|
R3 |
8.482 |
8.402 |
8.147 |
|
R2 |
8.239 |
8.239 |
8.125 |
|
R1 |
8.159 |
8.159 |
8.102 |
8.199 |
PP |
7.996 |
7.996 |
7.996 |
8.016 |
S1 |
7.916 |
7.916 |
8.058 |
7.956 |
S2 |
7.753 |
7.753 |
8.035 |
|
S3 |
7.510 |
7.673 |
8.013 |
|
S4 |
7.267 |
7.430 |
7.946 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.245 |
9.100 |
8.321 |
|
R3 |
8.807 |
8.662 |
8.200 |
|
R2 |
8.369 |
8.369 |
8.160 |
|
R1 |
8.224 |
8.224 |
8.120 |
8.297 |
PP |
7.931 |
7.931 |
7.931 |
7.967 |
S1 |
7.786 |
7.786 |
8.040 |
7.859 |
S2 |
7.493 |
7.493 |
8.000 |
|
S3 |
7.055 |
7.348 |
7.960 |
|
S4 |
6.617 |
6.910 |
7.839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.075 |
7.637 |
0.438 |
5.4% |
0.188 |
2.3% |
101% |
True |
False |
644 |
10 |
8.076 |
7.637 |
0.439 |
5.4% |
0.162 |
2.0% |
101% |
False |
False |
492 |
20 |
8.180 |
7.637 |
0.543 |
6.7% |
0.145 |
1.8% |
82% |
False |
False |
341 |
40 |
9.090 |
7.637 |
1.453 |
18.0% |
0.120 |
1.5% |
30% |
False |
False |
409 |
60 |
9.090 |
7.637 |
1.453 |
18.0% |
0.117 |
1.4% |
30% |
False |
False |
471 |
80 |
9.090 |
7.637 |
1.453 |
18.0% |
0.113 |
1.4% |
30% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.108 |
2.618 |
8.711 |
1.618 |
8.468 |
1.000 |
8.318 |
0.618 |
8.225 |
HIGH |
8.075 |
0.618 |
7.982 |
0.500 |
7.954 |
0.382 |
7.925 |
LOW |
7.832 |
0.618 |
7.682 |
1.000 |
7.589 |
1.618 |
7.439 |
2.618 |
7.196 |
4.250 |
6.799 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.038 |
8.005 |
PP |
7.996 |
7.931 |
S1 |
7.954 |
7.856 |
|