NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.087 |
7.485 |
0.398 |
5.6% |
7.027 |
High |
7.490 |
7.570 |
0.080 |
1.1% |
7.186 |
Low |
7.087 |
7.291 |
0.204 |
2.9% |
6.745 |
Close |
7.445 |
7.367 |
-0.078 |
-1.0% |
6.974 |
Range |
0.403 |
0.279 |
-0.124 |
-30.8% |
0.441 |
ATR |
0.318 |
0.315 |
-0.003 |
-0.9% |
0.000 |
Volume |
45,930 |
79,635 |
33,705 |
73.4% |
395,326 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.246 |
8.086 |
7.520 |
|
R3 |
7.967 |
7.807 |
7.444 |
|
R2 |
7.688 |
7.688 |
7.418 |
|
R1 |
7.528 |
7.528 |
7.393 |
7.469 |
PP |
7.409 |
7.409 |
7.409 |
7.380 |
S1 |
7.249 |
7.249 |
7.341 |
7.190 |
S2 |
7.130 |
7.130 |
7.316 |
|
S3 |
6.851 |
6.970 |
7.290 |
|
S4 |
6.572 |
6.691 |
7.214 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.291 |
8.074 |
7.217 |
|
R3 |
7.850 |
7.633 |
7.095 |
|
R2 |
7.409 |
7.409 |
7.055 |
|
R1 |
7.192 |
7.192 |
7.014 |
7.080 |
PP |
6.968 |
6.968 |
6.968 |
6.913 |
S1 |
6.751 |
6.751 |
6.934 |
6.639 |
S2 |
6.527 |
6.527 |
6.893 |
|
S3 |
6.086 |
6.310 |
6.853 |
|
S4 |
5.645 |
5.869 |
6.731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.570 |
6.745 |
0.825 |
11.2% |
0.290 |
3.9% |
75% |
True |
False |
71,379 |
10 |
7.570 |
6.745 |
0.825 |
11.2% |
0.297 |
4.0% |
75% |
True |
False |
69,464 |
20 |
7.570 |
6.700 |
0.870 |
11.8% |
0.306 |
4.2% |
77% |
True |
False |
54,522 |
40 |
7.570 |
6.230 |
1.340 |
18.2% |
0.302 |
4.1% |
85% |
True |
False |
36,304 |
60 |
8.115 |
6.230 |
1.885 |
25.6% |
0.300 |
4.1% |
60% |
False |
False |
28,359 |
80 |
8.115 |
6.230 |
1.885 |
25.6% |
0.279 |
3.8% |
60% |
False |
False |
22,127 |
100 |
9.185 |
6.230 |
2.955 |
40.1% |
0.253 |
3.4% |
38% |
False |
False |
18,234 |
120 |
9.290 |
6.230 |
3.060 |
41.5% |
0.234 |
3.2% |
37% |
False |
False |
15,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.756 |
2.618 |
8.300 |
1.618 |
8.021 |
1.000 |
7.849 |
0.618 |
7.742 |
HIGH |
7.570 |
0.618 |
7.463 |
0.500 |
7.431 |
0.382 |
7.398 |
LOW |
7.291 |
0.618 |
7.119 |
1.000 |
7.012 |
1.618 |
6.840 |
2.618 |
6.561 |
4.250 |
6.105 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.431 |
7.297 |
PP |
7.409 |
7.227 |
S1 |
7.388 |
7.158 |
|