NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6.993 |
7.176 |
0.183 |
2.6% |
7.053 |
High |
7.208 |
7.227 |
0.019 |
0.3% |
7.227 |
Low |
6.882 |
7.073 |
0.191 |
2.8% |
6.643 |
Close |
7.188 |
7.218 |
0.030 |
0.4% |
7.218 |
Range |
0.326 |
0.154 |
-0.172 |
-52.8% |
0.584 |
ATR |
0.319 |
0.307 |
-0.012 |
-3.7% |
0.000 |
Volume |
67,614 |
64,196 |
-3,418 |
-5.1% |
301,605 |
|
Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.635 |
7.580 |
7.303 |
|
R3 |
7.481 |
7.426 |
7.260 |
|
R2 |
7.327 |
7.327 |
7.246 |
|
R1 |
7.272 |
7.272 |
7.232 |
7.300 |
PP |
7.173 |
7.173 |
7.173 |
7.186 |
S1 |
7.118 |
7.118 |
7.204 |
7.146 |
S2 |
7.019 |
7.019 |
7.190 |
|
S3 |
6.865 |
6.964 |
7.176 |
|
S4 |
6.711 |
6.810 |
7.133 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.781 |
8.584 |
7.539 |
|
R3 |
8.197 |
8.000 |
7.379 |
|
R2 |
7.613 |
7.613 |
7.325 |
|
R1 |
7.416 |
7.416 |
7.272 |
7.515 |
PP |
7.029 |
7.029 |
7.029 |
7.079 |
S1 |
6.832 |
6.832 |
7.164 |
6.931 |
S2 |
6.445 |
6.445 |
7.111 |
|
S3 |
5.861 |
6.248 |
7.057 |
|
S4 |
5.277 |
5.664 |
6.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.227 |
6.643 |
0.584 |
8.1% |
0.291 |
4.0% |
98% |
True |
False |
60,321 |
10 |
7.616 |
6.643 |
0.973 |
13.5% |
0.308 |
4.3% |
59% |
False |
False |
63,431 |
20 |
7.616 |
6.643 |
0.973 |
13.5% |
0.305 |
4.2% |
59% |
False |
False |
65,131 |
40 |
7.616 |
6.230 |
1.386 |
19.2% |
0.314 |
4.3% |
71% |
False |
False |
47,231 |
60 |
8.115 |
6.230 |
1.885 |
26.1% |
0.304 |
4.2% |
52% |
False |
False |
36,016 |
80 |
8.115 |
6.230 |
1.885 |
26.1% |
0.289 |
4.0% |
52% |
False |
False |
28,182 |
100 |
9.100 |
6.230 |
2.870 |
39.8% |
0.265 |
3.7% |
34% |
False |
False |
23,200 |
120 |
9.290 |
6.230 |
3.060 |
42.4% |
0.244 |
3.4% |
32% |
False |
False |
19,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.882 |
2.618 |
7.630 |
1.618 |
7.476 |
1.000 |
7.381 |
0.618 |
7.322 |
HIGH |
7.227 |
0.618 |
7.168 |
0.500 |
7.150 |
0.382 |
7.132 |
LOW |
7.073 |
0.618 |
6.978 |
1.000 |
6.919 |
1.618 |
6.824 |
2.618 |
6.670 |
4.250 |
6.419 |
|
|
Fisher Pivots for day following 26-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.195 |
7.131 |
PP |
7.173 |
7.044 |
S1 |
7.150 |
6.957 |
|