NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 22-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
7.832 |
8.190 |
0.358 |
4.6% |
7.975 |
High |
8.075 |
8.305 |
0.230 |
2.8% |
8.075 |
Low |
7.832 |
8.098 |
0.266 |
3.4% |
7.637 |
Close |
8.080 |
8.345 |
0.265 |
3.3% |
8.080 |
Range |
0.243 |
0.207 |
-0.036 |
-14.8% |
0.438 |
ATR |
0.183 |
0.186 |
0.003 |
1.6% |
0.000 |
Volume |
411 |
1,372 |
961 |
233.8% |
1,968 |
|
Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.870 |
8.815 |
8.459 |
|
R3 |
8.663 |
8.608 |
8.402 |
|
R2 |
8.456 |
8.456 |
8.383 |
|
R1 |
8.401 |
8.401 |
8.364 |
8.429 |
PP |
8.249 |
8.249 |
8.249 |
8.263 |
S1 |
8.194 |
8.194 |
8.326 |
8.222 |
S2 |
8.042 |
8.042 |
8.307 |
|
S3 |
7.835 |
7.987 |
8.288 |
|
S4 |
7.628 |
7.780 |
8.231 |
|
|
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 |
8.305 |
7.637 |
0.668 |
8.0% |
0.190 |
2.3% |
106% |
True |
False |
668 |
10 |
8.305 |
7.637 |
0.668 |
8.0% |
0.172 |
2.1% |
106% |
True |
False |
617 |
20 |
8.305 |
7.637 |
0.668 |
8.0% |
0.151 |
1.8% |
106% |
True |
False |
400 |
40 |
9.090 |
7.637 |
1.453 |
17.4% |
0.124 |
1.5% |
49% |
False |
False |
432 |
60 |
9.090 |
7.637 |
1.453 |
17.4% |
0.119 |
1.4% |
49% |
False |
False |
483 |
80 |
9.090 |
7.637 |
1.453 |
17.4% |
0.115 |
1.4% |
49% |
False |
False |
536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.185 |
2.618 |
8.847 |
1.618 |
8.640 |
1.000 |
8.512 |
0.618 |
8.433 |
HIGH |
8.305 |
0.618 |
8.226 |
0.500 |
8.202 |
0.382 |
8.177 |
LOW |
8.098 |
0.618 |
7.970 |
1.000 |
7.891 |
1.618 |
7.763 |
2.618 |
7.556 |
4.250 |
7.218 |
|
|
Fisher Pivots for day following 22-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.297 |
8.220 |
PP |
8.249 |
8.096 |
S1 |
8.202 |
7.971 |
|