NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.485 |
7.370 |
-0.115 |
-1.5% |
7.027 |
High |
7.570 |
7.540 |
-0.030 |
-0.4% |
7.186 |
Low |
7.291 |
7.301 |
0.010 |
0.1% |
6.745 |
Close |
7.367 |
7.458 |
0.091 |
1.2% |
6.974 |
Range |
0.279 |
0.239 |
-0.040 |
-14.3% |
0.441 |
ATR |
0.315 |
0.309 |
-0.005 |
-1.7% |
0.000 |
Volume |
79,635 |
77,246 |
-2,389 |
-3.0% |
395,326 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.150 |
8.043 |
7.589 |
|
R3 |
7.911 |
7.804 |
7.524 |
|
R2 |
7.672 |
7.672 |
7.502 |
|
R1 |
7.565 |
7.565 |
7.480 |
7.619 |
PP |
7.433 |
7.433 |
7.433 |
7.460 |
S1 |
7.326 |
7.326 |
7.436 |
7.380 |
S2 |
7.194 |
7.194 |
7.414 |
|
S3 |
6.955 |
7.087 |
7.392 |
|
S4 |
6.716 |
6.848 |
7.327 |
|
|
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 |
11.1% |
0.288 |
3.9% |
86% |
False |
False |
71,615 |
10 |
7.570 |
6.745 |
0.825 |
11.1% |
0.290 |
3.9% |
86% |
False |
False |
70,130 |
20 |
7.570 |
6.700 |
0.870 |
11.7% |
0.298 |
4.0% |
87% |
False |
False |
56,523 |
40 |
7.570 |
6.230 |
1.340 |
18.0% |
0.301 |
4.0% |
92% |
False |
False |
37,940 |
60 |
8.115 |
6.230 |
1.885 |
25.3% |
0.299 |
4.0% |
65% |
False |
False |
29,577 |
80 |
8.115 |
6.230 |
1.885 |
25.3% |
0.279 |
3.7% |
65% |
False |
False |
22,995 |
100 |
9.185 |
6.230 |
2.955 |
39.6% |
0.254 |
3.4% |
42% |
False |
False |
18,999 |
120 |
9.290 |
6.230 |
3.060 |
41.0% |
0.235 |
3.1% |
40% |
False |
False |
16,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.556 |
2.618 |
8.166 |
1.618 |
7.927 |
1.000 |
7.779 |
0.618 |
7.688 |
HIGH |
7.540 |
0.618 |
7.449 |
0.500 |
7.421 |
0.382 |
7.392 |
LOW |
7.301 |
0.618 |
7.153 |
1.000 |
7.062 |
1.618 |
6.914 |
2.618 |
6.675 |
4.250 |
6.285 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.446 |
7.415 |
PP |
7.433 |
7.372 |
S1 |
7.421 |
7.329 |
|