NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.520 |
8.660 |
0.140 |
1.6% |
8.190 |
High |
8.670 |
8.694 |
0.024 |
0.3% |
8.430 |
Low |
8.479 |
8.376 |
-0.103 |
-1.2% |
7.983 |
Close |
8.566 |
8.531 |
-0.035 |
-0.4% |
8.226 |
Range |
0.191 |
0.318 |
0.127 |
66.5% |
0.447 |
ATR |
0.212 |
0.220 |
0.008 |
3.5% |
0.000 |
Volume |
967 |
1,102 |
135 |
14.0% |
3,055 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.488 |
9.327 |
8.706 |
|
R3 |
9.170 |
9.009 |
8.618 |
|
R2 |
8.852 |
8.852 |
8.589 |
|
R1 |
8.691 |
8.691 |
8.560 |
8.613 |
PP |
8.534 |
8.534 |
8.534 |
8.494 |
S1 |
8.373 |
8.373 |
8.502 |
8.295 |
S2 |
8.216 |
8.216 |
8.473 |
|
S3 |
7.898 |
8.055 |
8.444 |
|
S4 |
7.580 |
7.737 |
8.356 |
|
|
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 |
8.694 |
8.020 |
0.674 |
7.9% |
0.236 |
2.8% |
76% |
True |
False |
591 |
10 |
8.694 |
7.832 |
0.862 |
10.1% |
0.213 |
2.5% |
81% |
True |
False |
602 |
20 |
8.694 |
7.637 |
1.057 |
12.4% |
0.186 |
2.2% |
85% |
True |
False |
550 |
40 |
8.749 |
7.637 |
1.112 |
13.0% |
0.147 |
1.7% |
80% |
False |
False |
419 |
60 |
9.090 |
7.637 |
1.453 |
17.0% |
0.131 |
1.5% |
62% |
False |
False |
433 |
80 |
9.090 |
7.637 |
1.453 |
17.0% |
0.123 |
1.4% |
62% |
False |
False |
528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.046 |
2.618 |
9.527 |
1.618 |
9.209 |
1.000 |
9.012 |
0.618 |
8.891 |
HIGH |
8.694 |
0.618 |
8.573 |
0.500 |
8.535 |
0.382 |
8.497 |
LOW |
8.376 |
0.618 |
8.179 |
1.000 |
8.058 |
1.618 |
7.861 |
2.618 |
7.543 |
4.250 |
7.025 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.535 |
8.521 |
PP |
8.534 |
8.512 |
S1 |
8.532 |
8.502 |
|