NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.370 |
7.458 |
0.088 |
1.2% |
7.027 |
High |
7.540 |
7.616 |
0.076 |
1.0% |
7.186 |
Low |
7.301 |
7.250 |
-0.051 |
-0.7% |
6.745 |
Close |
7.458 |
7.374 |
-0.084 |
-1.1% |
6.974 |
Range |
0.239 |
0.366 |
0.127 |
53.1% |
0.441 |
ATR |
0.309 |
0.314 |
0.004 |
1.3% |
0.000 |
Volume |
77,246 |
59,158 |
-18,088 |
-23.4% |
395,326 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.511 |
8.309 |
7.575 |
|
R3 |
8.145 |
7.943 |
7.475 |
|
R2 |
7.779 |
7.779 |
7.441 |
|
R1 |
7.577 |
7.577 |
7.408 |
7.495 |
PP |
7.413 |
7.413 |
7.413 |
7.373 |
S1 |
7.211 |
7.211 |
7.340 |
7.129 |
S2 |
7.047 |
7.047 |
7.307 |
|
S3 |
6.681 |
6.845 |
7.273 |
|
S4 |
6.315 |
6.479 |
7.173 |
|
|
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 |
7.616 |
6.745 |
0.871 |
11.8% |
0.307 |
4.2% |
72% |
True |
False |
68,587 |
10 |
7.616 |
6.745 |
0.871 |
11.8% |
0.298 |
4.0% |
72% |
True |
False |
70,124 |
20 |
7.616 |
6.744 |
0.872 |
11.8% |
0.300 |
4.1% |
72% |
True |
False |
57,925 |
40 |
7.616 |
6.230 |
1.386 |
18.8% |
0.306 |
4.2% |
83% |
True |
False |
39,153 |
60 |
8.115 |
6.230 |
1.885 |
25.6% |
0.303 |
4.1% |
61% |
False |
False |
30,510 |
80 |
8.115 |
6.230 |
1.885 |
25.6% |
0.278 |
3.8% |
61% |
False |
False |
23,692 |
100 |
9.185 |
6.230 |
2.955 |
40.1% |
0.256 |
3.5% |
39% |
False |
False |
19,562 |
120 |
9.290 |
6.230 |
3.060 |
41.5% |
0.237 |
3.2% |
37% |
False |
False |
16,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.172 |
2.618 |
8.574 |
1.618 |
8.208 |
1.000 |
7.982 |
0.618 |
7.842 |
HIGH |
7.616 |
0.618 |
7.476 |
0.500 |
7.433 |
0.382 |
7.390 |
LOW |
7.250 |
0.618 |
7.024 |
1.000 |
6.884 |
1.618 |
6.658 |
2.618 |
6.292 |
4.250 |
5.695 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.433 |
7.433 |
PP |
7.413 |
7.413 |
S1 |
7.394 |
7.394 |
|