NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 24-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6.892 |
6.760 |
-0.132 |
-1.9% |
7.087 |
High |
6.999 |
7.058 |
0.059 |
0.8% |
7.616 |
Low |
6.643 |
6.687 |
0.044 |
0.7% |
7.027 |
Close |
6.761 |
6.972 |
0.211 |
3.1% |
7.041 |
Range |
0.356 |
0.371 |
0.015 |
4.2% |
0.589 |
ATR |
0.314 |
0.318 |
0.004 |
1.3% |
0.000 |
Volume |
53,962 |
65,692 |
11,730 |
21.7% |
332,711 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.019 |
7.866 |
7.176 |
|
R3 |
7.648 |
7.495 |
7.074 |
|
R2 |
7.277 |
7.277 |
7.040 |
|
R1 |
7.124 |
7.124 |
7.006 |
7.201 |
PP |
6.906 |
6.906 |
6.906 |
6.944 |
S1 |
6.753 |
6.753 |
6.938 |
6.830 |
S2 |
6.535 |
6.535 |
6.904 |
|
S3 |
6.164 |
6.382 |
6.870 |
|
S4 |
5.793 |
6.011 |
6.768 |
|
|
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 |
14.0% |
0.336 |
4.8% |
34% |
False |
False |
59,939 |
10 |
7.616 |
6.643 |
0.973 |
14.0% |
0.312 |
4.5% |
34% |
False |
False |
65,777 |
20 |
7.616 |
6.643 |
0.973 |
14.0% |
0.306 |
4.4% |
34% |
False |
False |
63,652 |
40 |
7.616 |
6.230 |
1.386 |
19.9% |
0.314 |
4.5% |
54% |
False |
False |
44,398 |
60 |
8.115 |
6.230 |
1.885 |
27.0% |
0.306 |
4.4% |
39% |
False |
False |
34,103 |
80 |
8.115 |
6.230 |
1.885 |
27.0% |
0.288 |
4.1% |
39% |
False |
False |
26,588 |
100 |
9.117 |
6.230 |
2.887 |
41.4% |
0.264 |
3.8% |
26% |
False |
False |
21,930 |
120 |
9.290 |
6.230 |
3.060 |
43.9% |
0.242 |
3.5% |
24% |
False |
False |
18,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.635 |
2.618 |
8.029 |
1.618 |
7.658 |
1.000 |
7.429 |
0.618 |
7.287 |
HIGH |
7.058 |
0.618 |
6.916 |
0.500 |
6.873 |
0.382 |
6.829 |
LOW |
6.687 |
0.618 |
6.458 |
1.000 |
6.316 |
1.618 |
6.087 |
2.618 |
5.716 |
4.250 |
5.110 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
6.939 |
6.932 |
PP |
6.906 |
6.891 |
S1 |
6.873 |
6.851 |
|