NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.900 |
8.740 |
-0.160 |
-1.8% |
9.070 |
High |
8.980 |
8.920 |
-0.060 |
-0.7% |
9.250 |
Low |
8.840 |
8.730 |
-0.110 |
-1.2% |
8.980 |
Close |
8.824 |
8.866 |
0.042 |
0.5% |
9.089 |
Range |
0.140 |
0.190 |
0.050 |
35.7% |
0.270 |
ATR |
0.150 |
0.153 |
0.003 |
1.9% |
0.000 |
Volume |
348 |
196 |
-152 |
-43.7% |
1,182 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.409 |
9.327 |
8.971 |
|
R3 |
9.219 |
9.137 |
8.918 |
|
R2 |
9.029 |
9.029 |
8.901 |
|
R1 |
8.947 |
8.947 |
8.883 |
8.988 |
PP |
8.839 |
8.839 |
8.839 |
8.859 |
S1 |
8.757 |
8.757 |
8.849 |
8.798 |
S2 |
8.649 |
8.649 |
8.831 |
|
S3 |
8.459 |
8.567 |
8.814 |
|
S4 |
8.269 |
8.377 |
8.762 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.916 |
9.773 |
9.238 |
|
R3 |
9.646 |
9.503 |
9.163 |
|
R2 |
9.376 |
9.376 |
9.139 |
|
R1 |
9.233 |
9.233 |
9.114 |
9.305 |
PP |
9.106 |
9.106 |
9.106 |
9.142 |
S1 |
8.963 |
8.963 |
9.064 |
9.035 |
S2 |
8.836 |
8.836 |
9.040 |
|
S3 |
8.566 |
8.693 |
9.015 |
|
S4 |
8.296 |
8.423 |
8.941 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.728 |
2.618 |
9.417 |
1.618 |
9.227 |
1.000 |
9.110 |
0.618 |
9.037 |
HIGH |
8.920 |
0.618 |
8.847 |
0.500 |
8.825 |
0.382 |
8.803 |
LOW |
8.730 |
0.618 |
8.613 |
1.000 |
8.540 |
1.618 |
8.423 |
2.618 |
8.233 |
4.250 |
7.923 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.852 |
8.866 |
PP |
8.839 |
8.865 |
S1 |
8.825 |
8.865 |
|