NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 29-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.176 |
7.254 |
0.078 |
1.1% |
7.053 |
High |
7.227 |
7.387 |
0.160 |
2.2% |
7.227 |
Low |
7.073 |
7.210 |
0.137 |
1.9% |
6.643 |
Close |
7.218 |
7.269 |
0.051 |
0.7% |
7.218 |
Range |
0.154 |
0.177 |
0.023 |
14.9% |
0.584 |
ATR |
0.307 |
0.298 |
-0.009 |
-3.0% |
0.000 |
Volume |
64,196 |
54,483 |
-9,713 |
-15.1% |
301,605 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.820 |
7.721 |
7.366 |
|
R3 |
7.643 |
7.544 |
7.318 |
|
R2 |
7.466 |
7.466 |
7.301 |
|
R1 |
7.367 |
7.367 |
7.285 |
7.417 |
PP |
7.289 |
7.289 |
7.289 |
7.313 |
S1 |
7.190 |
7.190 |
7.253 |
7.240 |
S2 |
7.112 |
7.112 |
7.237 |
|
S3 |
6.935 |
7.013 |
7.220 |
|
S4 |
6.758 |
6.836 |
7.172 |
|
|
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 |
7.387 |
6.643 |
0.744 |
10.2% |
0.277 |
3.8% |
84% |
True |
False |
61,189 |
10 |
7.616 |
6.643 |
0.973 |
13.4% |
0.285 |
3.9% |
64% |
False |
False |
64,286 |
20 |
7.616 |
6.643 |
0.973 |
13.4% |
0.296 |
4.1% |
64% |
False |
False |
66,020 |
40 |
7.616 |
6.230 |
1.386 |
19.1% |
0.315 |
4.3% |
75% |
False |
False |
48,361 |
60 |
8.115 |
6.230 |
1.885 |
25.9% |
0.303 |
4.2% |
55% |
False |
False |
36,825 |
80 |
8.115 |
6.230 |
1.885 |
25.9% |
0.289 |
4.0% |
55% |
False |
False |
28,825 |
100 |
9.100 |
6.230 |
2.870 |
39.5% |
0.266 |
3.7% |
36% |
False |
False |
23,728 |
120 |
9.290 |
6.230 |
3.060 |
42.1% |
0.244 |
3.4% |
34% |
False |
False |
20,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.139 |
2.618 |
7.850 |
1.618 |
7.673 |
1.000 |
7.564 |
0.618 |
7.496 |
HIGH |
7.387 |
0.618 |
7.319 |
0.500 |
7.299 |
0.382 |
7.278 |
LOW |
7.210 |
0.618 |
7.101 |
1.000 |
7.033 |
1.618 |
6.924 |
2.618 |
6.747 |
4.250 |
6.458 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.299 |
7.224 |
PP |
7.289 |
7.179 |
S1 |
7.279 |
7.135 |
|