NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.400 |
8.360 |
-0.040 |
-0.5% |
8.740 |
High |
8.490 |
8.540 |
0.050 |
0.6% |
8.790 |
Low |
8.400 |
8.360 |
-0.040 |
-0.5% |
8.270 |
Close |
8.440 |
8.563 |
0.123 |
1.5% |
8.563 |
Range |
0.090 |
0.180 |
0.090 |
100.0% |
0.520 |
ATR |
0.162 |
0.163 |
0.001 |
0.8% |
0.000 |
Volume |
321 |
181 |
-140 |
-43.6% |
1,606 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.028 |
8.975 |
8.662 |
|
R3 |
8.848 |
8.795 |
8.613 |
|
R2 |
8.668 |
8.668 |
8.596 |
|
R1 |
8.615 |
8.615 |
8.580 |
8.642 |
PP |
8.488 |
8.488 |
8.488 |
8.501 |
S1 |
8.435 |
8.435 |
8.547 |
8.462 |
S2 |
8.308 |
8.308 |
8.530 |
|
S3 |
8.128 |
8.255 |
8.514 |
|
S4 |
7.948 |
8.075 |
8.464 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.101 |
9.852 |
8.849 |
|
R3 |
9.581 |
9.332 |
8.706 |
|
R2 |
9.061 |
9.061 |
8.658 |
|
R1 |
8.812 |
8.812 |
8.611 |
8.677 |
PP |
8.541 |
8.541 |
8.541 |
8.473 |
S1 |
8.292 |
8.292 |
8.515 |
8.157 |
S2 |
8.021 |
8.021 |
8.468 |
|
S3 |
7.501 |
7.772 |
8.420 |
|
S4 |
6.981 |
7.252 |
8.277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.790 |
8.270 |
0.520 |
6.1% |
0.140 |
1.6% |
56% |
False |
False |
321 |
10 |
9.000 |
8.270 |
0.730 |
8.5% |
0.139 |
1.6% |
40% |
False |
False |
316 |
20 |
9.300 |
8.270 |
1.030 |
12.0% |
0.123 |
1.4% |
28% |
False |
False |
442 |
40 |
9.500 |
8.270 |
1.230 |
14.4% |
0.120 |
1.4% |
24% |
False |
False |
449 |
60 |
9.500 |
8.270 |
1.230 |
14.4% |
0.120 |
1.4% |
24% |
False |
False |
469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.305 |
2.618 |
9.011 |
1.618 |
8.831 |
1.000 |
8.720 |
0.618 |
8.651 |
HIGH |
8.540 |
0.618 |
8.471 |
0.500 |
8.450 |
0.382 |
8.429 |
LOW |
8.360 |
0.618 |
8.249 |
1.000 |
8.180 |
1.618 |
8.069 |
2.618 |
7.889 |
4.250 |
7.595 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.525 |
8.510 |
PP |
8.488 |
8.458 |
S1 |
8.450 |
8.405 |
|