NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.458 |
7.321 |
-0.137 |
-1.8% |
7.087 |
High |
7.616 |
7.364 |
-0.252 |
-3.3% |
7.616 |
Low |
7.250 |
7.027 |
-0.223 |
-3.1% |
7.027 |
Close |
7.374 |
7.041 |
-0.333 |
-4.5% |
7.041 |
Range |
0.366 |
0.337 |
-0.029 |
-7.9% |
0.589 |
ATR |
0.314 |
0.316 |
0.002 |
0.8% |
0.000 |
Volume |
59,158 |
70,742 |
11,584 |
19.6% |
332,711 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.155 |
7.935 |
7.226 |
|
R3 |
7.818 |
7.598 |
7.134 |
|
R2 |
7.481 |
7.481 |
7.103 |
|
R1 |
7.261 |
7.261 |
7.072 |
7.203 |
PP |
7.144 |
7.144 |
7.144 |
7.115 |
S1 |
6.924 |
6.924 |
7.010 |
6.866 |
S2 |
6.807 |
6.807 |
6.979 |
|
S3 |
6.470 |
6.587 |
6.948 |
|
S4 |
6.133 |
6.250 |
6.856 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.995 |
8.607 |
7.365 |
|
R3 |
8.406 |
8.018 |
7.203 |
|
R2 |
7.817 |
7.817 |
7.149 |
|
R1 |
7.429 |
7.429 |
7.095 |
7.329 |
PP |
7.228 |
7.228 |
7.228 |
7.178 |
S1 |
6.840 |
6.840 |
6.987 |
6.740 |
S2 |
6.639 |
6.639 |
6.933 |
|
S3 |
6.050 |
6.251 |
6.879 |
|
S4 |
5.461 |
5.662 |
6.717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.616 |
7.027 |
0.589 |
8.4% |
0.325 |
4.6% |
2% |
False |
True |
66,542 |
10 |
7.616 |
6.745 |
0.871 |
12.4% |
0.293 |
4.2% |
34% |
False |
False |
72,803 |
20 |
7.616 |
6.744 |
0.872 |
12.4% |
0.297 |
4.2% |
34% |
False |
False |
59,637 |
40 |
7.616 |
6.230 |
1.386 |
19.7% |
0.309 |
4.4% |
59% |
False |
False |
40,745 |
60 |
8.115 |
6.230 |
1.885 |
26.8% |
0.305 |
4.3% |
43% |
False |
False |
31,614 |
80 |
8.115 |
6.230 |
1.885 |
26.8% |
0.281 |
4.0% |
43% |
False |
False |
24,534 |
100 |
9.185 |
6.230 |
2.955 |
42.0% |
0.259 |
3.7% |
27% |
False |
False |
20,262 |
120 |
9.290 |
6.230 |
3.060 |
43.5% |
0.237 |
3.4% |
27% |
False |
False |
17,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.796 |
2.618 |
8.246 |
1.618 |
7.909 |
1.000 |
7.701 |
0.618 |
7.572 |
HIGH |
7.364 |
0.618 |
7.235 |
0.500 |
7.196 |
0.382 |
7.156 |
LOW |
7.027 |
0.618 |
6.819 |
1.000 |
6.690 |
1.618 |
6.482 |
2.618 |
6.145 |
4.250 |
5.595 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.196 |
7.322 |
PP |
7.144 |
7.228 |
S1 |
7.093 |
7.135 |
|