NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.115 |
8.020 |
-0.095 |
-1.2% |
8.190 |
High |
8.160 |
8.204 |
0.044 |
0.5% |
8.430 |
Low |
7.983 |
8.020 |
0.037 |
0.5% |
7.983 |
Close |
7.982 |
8.226 |
0.244 |
3.1% |
8.226 |
Range |
0.177 |
0.184 |
0.007 |
4.0% |
0.447 |
ATR |
0.192 |
0.194 |
0.002 |
1.1% |
0.000 |
Volume |
510 |
392 |
-118 |
-23.1% |
3,055 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.702 |
8.648 |
8.327 |
|
R3 |
8.518 |
8.464 |
8.277 |
|
R2 |
8.334 |
8.334 |
8.260 |
|
R1 |
8.280 |
8.280 |
8.243 |
8.307 |
PP |
8.150 |
8.150 |
8.150 |
8.164 |
S1 |
8.096 |
8.096 |
8.209 |
8.123 |
S2 |
7.966 |
7.966 |
8.192 |
|
S3 |
7.782 |
7.912 |
8.175 |
|
S4 |
7.598 |
7.728 |
8.125 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.554 |
9.337 |
8.472 |
|
R3 |
9.107 |
8.890 |
8.349 |
|
R2 |
8.660 |
8.660 |
8.308 |
|
R1 |
8.443 |
8.443 |
8.267 |
8.552 |
PP |
8.213 |
8.213 |
8.213 |
8.267 |
S1 |
7.996 |
7.996 |
8.185 |
8.105 |
S2 |
7.766 |
7.766 |
8.144 |
|
S3 |
7.319 |
7.549 |
8.103 |
|
S4 |
6.872 |
7.102 |
7.980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.430 |
7.983 |
0.447 |
5.4% |
0.178 |
2.2% |
54% |
False |
False |
611 |
10 |
8.430 |
7.637 |
0.793 |
9.6% |
0.183 |
2.2% |
74% |
False |
False |
627 |
20 |
8.430 |
7.637 |
0.793 |
9.6% |
0.161 |
2.0% |
74% |
False |
False |
452 |
40 |
8.950 |
7.637 |
1.313 |
16.0% |
0.130 |
1.6% |
45% |
False |
False |
404 |
60 |
9.090 |
7.637 |
1.453 |
17.7% |
0.122 |
1.5% |
41% |
False |
False |
439 |
80 |
9.090 |
7.637 |
1.453 |
17.7% |
0.117 |
1.4% |
41% |
False |
False |
531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.986 |
2.618 |
8.686 |
1.618 |
8.502 |
1.000 |
8.388 |
0.618 |
8.318 |
HIGH |
8.204 |
0.618 |
8.134 |
0.500 |
8.112 |
0.382 |
8.090 |
LOW |
8.020 |
0.618 |
7.906 |
1.000 |
7.836 |
1.618 |
7.722 |
2.618 |
7.538 |
4.250 |
7.238 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.188 |
8.200 |
PP |
8.150 |
8.173 |
S1 |
8.112 |
8.147 |
|