NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.340 |
8.319 |
-0.021 |
-0.3% |
8.190 |
High |
8.340 |
8.576 |
0.236 |
2.8% |
8.430 |
Low |
8.120 |
8.310 |
0.190 |
2.3% |
7.983 |
Close |
8.124 |
8.581 |
0.457 |
5.6% |
8.226 |
Range |
0.220 |
0.266 |
0.046 |
20.9% |
0.447 |
ATR |
0.196 |
0.214 |
0.018 |
9.3% |
0.000 |
Volume |
195 |
299 |
104 |
53.3% |
3,055 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.287 |
9.200 |
8.727 |
|
R3 |
9.021 |
8.934 |
8.654 |
|
R2 |
8.755 |
8.755 |
8.630 |
|
R1 |
8.668 |
8.668 |
8.605 |
8.712 |
PP |
8.489 |
8.489 |
8.489 |
8.511 |
S1 |
8.402 |
8.402 |
8.557 |
8.446 |
S2 |
8.223 |
8.223 |
8.532 |
|
S3 |
7.957 |
8.136 |
8.508 |
|
S4 |
7.691 |
7.870 |
8.435 |
|
|
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 |
8.576 |
7.983 |
0.593 |
6.9% |
0.197 |
2.3% |
101% |
True |
False |
377 |
10 |
8.576 |
7.637 |
0.939 |
10.9% |
0.198 |
2.3% |
101% |
True |
False |
529 |
20 |
8.576 |
7.637 |
0.939 |
10.9% |
0.170 |
2.0% |
101% |
True |
False |
462 |
40 |
8.749 |
7.637 |
1.112 |
13.0% |
0.141 |
1.6% |
85% |
False |
False |
409 |
60 |
9.090 |
7.637 |
1.453 |
16.9% |
0.127 |
1.5% |
65% |
False |
False |
401 |
80 |
9.090 |
7.637 |
1.453 |
16.9% |
0.120 |
1.4% |
65% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.707 |
2.618 |
9.272 |
1.618 |
9.006 |
1.000 |
8.842 |
0.618 |
8.740 |
HIGH |
8.576 |
0.618 |
8.474 |
0.500 |
8.443 |
0.382 |
8.412 |
LOW |
8.310 |
0.618 |
8.146 |
1.000 |
8.044 |
1.618 |
7.880 |
2.618 |
7.614 |
4.250 |
7.180 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.535 |
8.487 |
PP |
8.489 |
8.392 |
S1 |
8.443 |
8.298 |
|