NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.360 |
8.450 |
0.090 |
1.1% |
8.740 |
High |
8.540 |
8.576 |
0.036 |
0.4% |
8.790 |
Low |
8.360 |
8.450 |
0.090 |
1.1% |
8.270 |
Close |
8.563 |
8.563 |
0.000 |
0.0% |
8.563 |
Range |
0.180 |
0.126 |
-0.054 |
-30.0% |
0.520 |
ATR |
0.163 |
0.161 |
-0.003 |
-1.6% |
0.000 |
Volume |
181 |
350 |
169 |
93.4% |
1,606 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.908 |
8.861 |
8.632 |
|
R3 |
8.782 |
8.735 |
8.598 |
|
R2 |
8.656 |
8.656 |
8.586 |
|
R1 |
8.609 |
8.609 |
8.575 |
8.633 |
PP |
8.530 |
8.530 |
8.530 |
8.541 |
S1 |
8.483 |
8.483 |
8.551 |
8.507 |
S2 |
8.404 |
8.404 |
8.540 |
|
S3 |
8.278 |
8.357 |
8.528 |
|
S4 |
8.152 |
8.231 |
8.494 |
|
|
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 |
8.600 |
8.270 |
0.330 |
3.9% |
0.145 |
1.7% |
89% |
False |
False |
332 |
10 |
9.000 |
8.270 |
0.730 |
8.5% |
0.144 |
1.7% |
40% |
False |
False |
294 |
20 |
9.300 |
8.270 |
1.030 |
12.0% |
0.122 |
1.4% |
28% |
False |
False |
455 |
40 |
9.500 |
8.270 |
1.230 |
14.4% |
0.123 |
1.4% |
24% |
False |
False |
456 |
60 |
9.500 |
8.270 |
1.230 |
14.4% |
0.121 |
1.4% |
24% |
False |
False |
469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.112 |
2.618 |
8.906 |
1.618 |
8.780 |
1.000 |
8.702 |
0.618 |
8.654 |
HIGH |
8.576 |
0.618 |
8.528 |
0.500 |
8.513 |
0.382 |
8.498 |
LOW |
8.450 |
0.618 |
8.372 |
1.000 |
8.324 |
1.618 |
8.246 |
2.618 |
8.120 |
4.250 |
7.915 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.546 |
8.531 |
PP |
8.530 |
8.500 |
S1 |
8.513 |
8.468 |
|