NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.020 |
8.340 |
0.320 |
4.0% |
8.190 |
High |
8.204 |
8.340 |
0.136 |
1.7% |
8.430 |
Low |
8.020 |
8.120 |
0.100 |
1.2% |
7.983 |
Close |
8.226 |
8.124 |
-0.102 |
-1.2% |
8.226 |
Range |
0.184 |
0.220 |
0.036 |
19.6% |
0.447 |
ATR |
0.194 |
0.196 |
0.002 |
1.0% |
0.000 |
Volume |
392 |
195 |
-197 |
-50.3% |
3,055 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.855 |
8.709 |
8.245 |
|
R3 |
8.635 |
8.489 |
8.185 |
|
R2 |
8.415 |
8.415 |
8.164 |
|
R1 |
8.269 |
8.269 |
8.144 |
8.232 |
PP |
8.195 |
8.195 |
8.195 |
8.176 |
S1 |
8.049 |
8.049 |
8.104 |
8.012 |
S2 |
7.975 |
7.975 |
8.084 |
|
S3 |
7.755 |
7.829 |
8.064 |
|
S4 |
7.535 |
7.609 |
8.003 |
|
|
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 |
5.5% |
0.180 |
2.2% |
32% |
False |
False |
375 |
10 |
8.430 |
7.637 |
0.793 |
9.8% |
0.185 |
2.3% |
61% |
False |
False |
521 |
20 |
8.430 |
7.637 |
0.793 |
9.8% |
0.164 |
2.0% |
61% |
False |
False |
455 |
40 |
8.749 |
7.637 |
1.112 |
13.7% |
0.135 |
1.7% |
44% |
False |
False |
402 |
60 |
9.090 |
7.637 |
1.453 |
17.9% |
0.125 |
1.5% |
34% |
False |
False |
397 |
80 |
9.090 |
7.637 |
1.453 |
17.9% |
0.118 |
1.4% |
34% |
False |
False |
532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.275 |
2.618 |
8.916 |
1.618 |
8.696 |
1.000 |
8.560 |
0.618 |
8.476 |
HIGH |
8.340 |
0.618 |
8.256 |
0.500 |
8.230 |
0.382 |
8.204 |
LOW |
8.120 |
0.618 |
7.984 |
1.000 |
7.900 |
1.618 |
7.764 |
2.618 |
7.544 |
4.250 |
7.185 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.230 |
8.162 |
PP |
8.195 |
8.149 |
S1 |
8.159 |
8.137 |
|