NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.380 |
8.250 |
-0.130 |
-1.6% |
7.975 |
High |
8.430 |
8.310 |
-0.120 |
-1.4% |
8.075 |
Low |
8.250 |
8.170 |
-0.080 |
-1.0% |
7.637 |
Close |
8.382 |
8.229 |
-0.153 |
-1.8% |
8.080 |
Range |
0.180 |
0.140 |
-0.040 |
-22.2% |
0.438 |
ATR |
0.186 |
0.188 |
0.002 |
1.0% |
0.000 |
Volume |
292 |
489 |
197 |
67.5% |
1,968 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.656 |
8.583 |
8.306 |
|
R3 |
8.516 |
8.443 |
8.268 |
|
R2 |
8.376 |
8.376 |
8.255 |
|
R1 |
8.303 |
8.303 |
8.242 |
8.270 |
PP |
8.236 |
8.236 |
8.236 |
8.220 |
S1 |
8.163 |
8.163 |
8.216 |
8.130 |
S2 |
8.096 |
8.096 |
8.203 |
|
S3 |
7.956 |
8.023 |
8.191 |
|
S4 |
7.816 |
7.883 |
8.152 |
|
|
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 |
9.6% |
0.184 |
2.2% |
75% |
False |
False |
651 |
10 |
8.430 |
7.637 |
0.793 |
9.6% |
0.177 |
2.2% |
75% |
False |
False |
654 |
20 |
8.430 |
7.637 |
0.793 |
9.6% |
0.153 |
1.9% |
75% |
False |
False |
423 |
40 |
9.090 |
7.637 |
1.453 |
17.7% |
0.127 |
1.5% |
41% |
False |
False |
422 |
60 |
9.090 |
7.637 |
1.453 |
17.7% |
0.120 |
1.5% |
41% |
False |
False |
434 |
80 |
9.090 |
7.637 |
1.453 |
17.7% |
0.115 |
1.4% |
41% |
False |
False |
528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.905 |
2.618 |
8.677 |
1.618 |
8.537 |
1.000 |
8.450 |
0.618 |
8.397 |
HIGH |
8.310 |
0.618 |
8.257 |
0.500 |
8.240 |
0.382 |
8.223 |
LOW |
8.170 |
0.618 |
8.083 |
1.000 |
8.030 |
1.618 |
7.943 |
2.618 |
7.803 |
4.250 |
7.575 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.240 |
8.264 |
PP |
8.236 |
8.252 |
S1 |
8.233 |
8.241 |
|