NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.190 |
8.380 |
0.190 |
2.3% |
7.975 |
High |
8.305 |
8.430 |
0.125 |
1.5% |
8.075 |
Low |
8.098 |
8.250 |
0.152 |
1.9% |
7.637 |
Close |
8.345 |
8.382 |
0.037 |
0.4% |
8.080 |
Range |
0.207 |
0.180 |
-0.027 |
-13.0% |
0.438 |
ATR |
0.186 |
0.186 |
0.000 |
-0.2% |
0.000 |
Volume |
1,372 |
292 |
-1,080 |
-78.7% |
1,968 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.894 |
8.818 |
8.481 |
|
R3 |
8.714 |
8.638 |
8.432 |
|
R2 |
8.534 |
8.534 |
8.415 |
|
R1 |
8.458 |
8.458 |
8.399 |
8.496 |
PP |
8.354 |
8.354 |
8.354 |
8.373 |
S1 |
8.278 |
8.278 |
8.366 |
8.316 |
S2 |
8.174 |
8.174 |
8.349 |
|
S3 |
7.994 |
8.098 |
8.333 |
|
S4 |
7.814 |
7.918 |
8.283 |
|
|
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 |
8.430 |
7.637 |
0.793 |
9.5% |
0.198 |
2.4% |
94% |
True |
False |
682 |
10 |
8.430 |
7.637 |
0.793 |
9.5% |
0.179 |
2.1% |
94% |
True |
False |
639 |
20 |
8.430 |
7.637 |
0.793 |
9.5% |
0.157 |
1.9% |
94% |
True |
False |
406 |
40 |
9.090 |
7.637 |
1.453 |
17.3% |
0.127 |
1.5% |
51% |
False |
False |
430 |
60 |
9.090 |
7.637 |
1.453 |
17.3% |
0.121 |
1.4% |
51% |
False |
False |
429 |
80 |
9.090 |
7.637 |
1.453 |
17.3% |
0.116 |
1.4% |
51% |
False |
False |
526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.195 |
2.618 |
8.901 |
1.618 |
8.721 |
1.000 |
8.610 |
0.618 |
8.541 |
HIGH |
8.430 |
0.618 |
8.361 |
0.500 |
8.340 |
0.382 |
8.319 |
LOW |
8.250 |
0.618 |
8.139 |
1.000 |
8.070 |
1.618 |
7.959 |
2.618 |
7.779 |
4.250 |
7.485 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.368 |
8.298 |
PP |
8.354 |
8.215 |
S1 |
8.340 |
8.131 |
|