NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.321 |
7.053 |
-0.268 |
-3.7% |
7.087 |
High |
7.364 |
7.056 |
-0.308 |
-4.2% |
7.616 |
Low |
7.027 |
6.808 |
-0.219 |
-3.1% |
7.027 |
Close |
7.041 |
6.891 |
-0.150 |
-2.1% |
7.041 |
Range |
0.337 |
0.248 |
-0.089 |
-26.4% |
0.589 |
ATR |
0.316 |
0.311 |
-0.005 |
-1.5% |
0.000 |
Volume |
70,742 |
50,141 |
-20,601 |
-29.1% |
332,711 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.662 |
7.525 |
7.027 |
|
R3 |
7.414 |
7.277 |
6.959 |
|
R2 |
7.166 |
7.166 |
6.936 |
|
R1 |
7.029 |
7.029 |
6.914 |
6.974 |
PP |
6.918 |
6.918 |
6.918 |
6.891 |
S1 |
6.781 |
6.781 |
6.868 |
6.726 |
S2 |
6.670 |
6.670 |
6.846 |
|
S3 |
6.422 |
6.533 |
6.823 |
|
S4 |
6.174 |
6.285 |
6.755 |
|
|
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 |
6.808 |
0.808 |
11.7% |
0.294 |
4.3% |
10% |
False |
True |
67,384 |
10 |
7.616 |
6.745 |
0.871 |
12.6% |
0.282 |
4.1% |
17% |
False |
False |
70,105 |
20 |
7.616 |
6.744 |
0.872 |
12.7% |
0.291 |
4.2% |
17% |
False |
False |
60,734 |
40 |
7.616 |
6.230 |
1.386 |
20.1% |
0.311 |
4.5% |
48% |
False |
False |
41,860 |
60 |
8.115 |
6.230 |
1.885 |
27.4% |
0.306 |
4.4% |
35% |
False |
False |
32,360 |
80 |
8.115 |
6.230 |
1.885 |
27.4% |
0.281 |
4.1% |
35% |
False |
False |
25,132 |
100 |
9.153 |
6.230 |
2.923 |
42.4% |
0.259 |
3.8% |
23% |
False |
False |
20,758 |
120 |
9.290 |
6.230 |
3.060 |
44.4% |
0.237 |
3.4% |
22% |
False |
False |
17,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.110 |
2.618 |
7.705 |
1.618 |
7.457 |
1.000 |
7.304 |
0.618 |
7.209 |
HIGH |
7.056 |
0.618 |
6.961 |
0.500 |
6.932 |
0.382 |
6.903 |
LOW |
6.808 |
0.618 |
6.655 |
1.000 |
6.560 |
1.618 |
6.407 |
2.618 |
6.159 |
4.250 |
5.754 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6.932 |
7.212 |
PP |
6.918 |
7.105 |
S1 |
6.905 |
6.998 |
|