NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.550 |
8.650 |
0.100 |
1.2% |
8.340 |
High |
8.580 |
8.690 |
0.110 |
1.3% |
8.694 |
Low |
8.450 |
8.540 |
0.090 |
1.1% |
8.120 |
Close |
8.486 |
8.551 |
0.065 |
0.8% |
8.486 |
Range |
0.130 |
0.150 |
0.020 |
15.4% |
0.574 |
ATR |
0.214 |
0.213 |
-0.001 |
-0.3% |
0.000 |
Volume |
1,056 |
421 |
-635 |
-60.1% |
3,619 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.044 |
8.947 |
8.634 |
|
R3 |
8.894 |
8.797 |
8.592 |
|
R2 |
8.744 |
8.744 |
8.579 |
|
R1 |
8.647 |
8.647 |
8.565 |
8.621 |
PP |
8.594 |
8.594 |
8.594 |
8.580 |
S1 |
8.497 |
8.497 |
8.537 |
8.471 |
S2 |
8.444 |
8.444 |
8.524 |
|
S3 |
8.294 |
8.347 |
8.510 |
|
S4 |
8.144 |
8.197 |
8.469 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.155 |
9.895 |
8.802 |
|
R3 |
9.581 |
9.321 |
8.644 |
|
R2 |
9.007 |
9.007 |
8.591 |
|
R1 |
8.747 |
8.747 |
8.539 |
8.877 |
PP |
8.433 |
8.433 |
8.433 |
8.499 |
S1 |
8.173 |
8.173 |
8.433 |
8.303 |
S2 |
7.859 |
7.859 |
8.381 |
|
S3 |
7.285 |
7.599 |
8.328 |
|
S4 |
6.711 |
7.025 |
8.170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.694 |
8.310 |
0.384 |
4.5% |
0.211 |
2.5% |
63% |
False |
False |
769 |
10 |
8.694 |
7.983 |
0.711 |
8.3% |
0.196 |
2.3% |
80% |
False |
False |
572 |
20 |
8.694 |
7.637 |
1.057 |
12.4% |
0.184 |
2.1% |
86% |
False |
False |
595 |
40 |
8.720 |
7.637 |
1.083 |
12.7% |
0.151 |
1.8% |
84% |
False |
False |
443 |
60 |
9.090 |
7.637 |
1.453 |
17.0% |
0.132 |
1.5% |
63% |
False |
False |
446 |
80 |
9.090 |
7.637 |
1.453 |
17.0% |
0.123 |
1.4% |
63% |
False |
False |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.328 |
2.618 |
9.083 |
1.618 |
8.933 |
1.000 |
8.840 |
0.618 |
8.783 |
HIGH |
8.690 |
0.618 |
8.633 |
0.500 |
8.615 |
0.382 |
8.597 |
LOW |
8.540 |
0.618 |
8.447 |
1.000 |
8.390 |
1.618 |
8.297 |
2.618 |
8.147 |
4.250 |
7.903 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.615 |
8.546 |
PP |
8.594 |
8.540 |
S1 |
8.572 |
8.535 |
|