NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.053 |
6.892 |
-0.161 |
-2.3% |
7.087 |
High |
7.056 |
6.999 |
-0.057 |
-0.8% |
7.616 |
Low |
6.808 |
6.643 |
-0.165 |
-2.4% |
7.027 |
Close |
6.891 |
6.761 |
-0.130 |
-1.9% |
7.041 |
Range |
0.248 |
0.356 |
0.108 |
43.5% |
0.589 |
ATR |
0.311 |
0.314 |
0.003 |
1.0% |
0.000 |
Volume |
50,141 |
53,962 |
3,821 |
7.6% |
332,711 |
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.869 |
7.671 |
6.957 |
|
R3 |
7.513 |
7.315 |
6.859 |
|
R2 |
7.157 |
7.157 |
6.826 |
|
R1 |
6.959 |
6.959 |
6.794 |
6.880 |
PP |
6.801 |
6.801 |
6.801 |
6.762 |
S1 |
6.603 |
6.603 |
6.728 |
6.524 |
S2 |
6.445 |
6.445 |
6.696 |
|
S3 |
6.089 |
6.247 |
6.663 |
|
S4 |
5.733 |
5.891 |
6.565 |
|
|
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 |
6.643 |
0.973 |
14.4% |
0.309 |
4.6% |
12% |
False |
True |
62,249 |
10 |
7.616 |
6.643 |
0.973 |
14.4% |
0.299 |
4.4% |
12% |
False |
True |
66,814 |
20 |
7.616 |
6.643 |
0.973 |
14.4% |
0.298 |
4.4% |
12% |
False |
True |
61,889 |
40 |
7.616 |
6.230 |
1.386 |
20.5% |
0.313 |
4.6% |
38% |
False |
False |
43,007 |
60 |
8.115 |
6.230 |
1.885 |
27.9% |
0.304 |
4.5% |
28% |
False |
False |
33,131 |
80 |
8.115 |
6.230 |
1.885 |
27.9% |
0.284 |
4.2% |
28% |
False |
False |
25,787 |
100 |
9.153 |
6.230 |
2.923 |
43.2% |
0.261 |
3.9% |
18% |
False |
False |
21,283 |
120 |
9.290 |
6.230 |
3.060 |
45.3% |
0.240 |
3.5% |
17% |
False |
False |
17,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.512 |
2.618 |
7.931 |
1.618 |
7.575 |
1.000 |
7.355 |
0.618 |
7.219 |
HIGH |
6.999 |
0.618 |
6.863 |
0.500 |
6.821 |
0.382 |
6.779 |
LOW |
6.643 |
0.618 |
6.423 |
1.000 |
6.287 |
1.618 |
6.067 |
2.618 |
5.711 |
4.250 |
5.130 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6.821 |
7.004 |
PP |
6.801 |
6.923 |
S1 |
6.781 |
6.842 |
|