NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.319 |
8.520 |
0.201 |
2.4% |
8.190 |
High |
8.576 |
8.670 |
0.094 |
1.1% |
8.430 |
Low |
8.310 |
8.479 |
0.169 |
2.0% |
7.983 |
Close |
8.581 |
8.566 |
-0.015 |
-0.2% |
8.226 |
Range |
0.266 |
0.191 |
-0.075 |
-28.2% |
0.447 |
ATR |
0.214 |
0.212 |
-0.002 |
-0.8% |
0.000 |
Volume |
299 |
967 |
668 |
223.4% |
3,055 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.145 |
9.046 |
8.671 |
|
R3 |
8.954 |
8.855 |
8.619 |
|
R2 |
8.763 |
8.763 |
8.601 |
|
R1 |
8.664 |
8.664 |
8.584 |
8.714 |
PP |
8.572 |
8.572 |
8.572 |
8.596 |
S1 |
8.473 |
8.473 |
8.548 |
8.523 |
S2 |
8.381 |
8.381 |
8.531 |
|
S3 |
8.190 |
8.282 |
8.513 |
|
S4 |
7.999 |
8.091 |
8.461 |
|
|
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 |
8.670 |
7.983 |
0.687 |
8.0% |
0.208 |
2.4% |
85% |
True |
False |
472 |
10 |
8.670 |
7.637 |
1.033 |
12.1% |
0.196 |
2.3% |
90% |
True |
False |
561 |
20 |
8.670 |
7.637 |
1.033 |
12.1% |
0.175 |
2.0% |
90% |
True |
False |
495 |
40 |
8.749 |
7.637 |
1.112 |
13.0% |
0.143 |
1.7% |
84% |
False |
False |
402 |
60 |
9.090 |
7.637 |
1.453 |
17.0% |
0.127 |
1.5% |
64% |
False |
False |
417 |
80 |
9.090 |
7.637 |
1.453 |
17.0% |
0.120 |
1.4% |
64% |
False |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.482 |
2.618 |
9.170 |
1.618 |
8.979 |
1.000 |
8.861 |
0.618 |
8.788 |
HIGH |
8.670 |
0.618 |
8.597 |
0.500 |
8.575 |
0.382 |
8.552 |
LOW |
8.479 |
0.618 |
8.361 |
1.000 |
8.288 |
1.618 |
8.170 |
2.618 |
7.979 |
4.250 |
7.667 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.575 |
8.509 |
PP |
8.572 |
8.452 |
S1 |
8.569 |
8.395 |
|