NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.250 |
8.115 |
-0.135 |
-1.6% |
7.975 |
High |
8.310 |
8.160 |
-0.150 |
-1.8% |
8.075 |
Low |
8.170 |
7.983 |
-0.187 |
-2.3% |
7.637 |
Close |
8.229 |
7.982 |
-0.247 |
-3.0% |
8.080 |
Range |
0.140 |
0.177 |
0.037 |
26.4% |
0.438 |
ATR |
0.188 |
0.192 |
0.004 |
2.2% |
0.000 |
Volume |
489 |
510 |
21 |
4.3% |
1,968 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.573 |
8.454 |
8.079 |
|
R3 |
8.396 |
8.277 |
8.031 |
|
R2 |
8.219 |
8.219 |
8.014 |
|
R1 |
8.100 |
8.100 |
7.998 |
8.071 |
PP |
8.042 |
8.042 |
8.042 |
8.027 |
S1 |
7.923 |
7.923 |
7.966 |
7.894 |
S2 |
7.865 |
7.865 |
7.950 |
|
S3 |
7.688 |
7.746 |
7.933 |
|
S4 |
7.511 |
7.569 |
7.885 |
|
|
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 |
7.832 |
0.598 |
7.5% |
0.189 |
2.4% |
25% |
False |
False |
614 |
10 |
8.430 |
7.637 |
0.793 |
9.9% |
0.187 |
2.3% |
44% |
False |
False |
686 |
20 |
8.430 |
7.637 |
0.793 |
9.9% |
0.155 |
1.9% |
44% |
False |
False |
441 |
40 |
9.070 |
7.637 |
1.433 |
18.0% |
0.127 |
1.6% |
24% |
False |
False |
402 |
60 |
9.090 |
7.637 |
1.453 |
18.2% |
0.122 |
1.5% |
24% |
False |
False |
439 |
80 |
9.090 |
7.637 |
1.453 |
18.2% |
0.117 |
1.5% |
24% |
False |
False |
527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.912 |
2.618 |
8.623 |
1.618 |
8.446 |
1.000 |
8.337 |
0.618 |
8.269 |
HIGH |
8.160 |
0.618 |
8.092 |
0.500 |
8.072 |
0.382 |
8.051 |
LOW |
7.983 |
0.618 |
7.874 |
1.000 |
7.806 |
1.618 |
7.697 |
2.618 |
7.520 |
4.250 |
7.231 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.072 |
8.207 |
PP |
8.042 |
8.132 |
S1 |
8.012 |
8.057 |
|