NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.450 |
8.530 |
0.080 |
0.9% |
8.740 |
High |
8.576 |
8.530 |
-0.046 |
-0.5% |
8.790 |
Low |
8.450 |
8.440 |
-0.010 |
-0.1% |
8.270 |
Close |
8.563 |
8.450 |
-0.113 |
-1.3% |
8.563 |
Range |
0.126 |
0.090 |
-0.036 |
-28.6% |
0.520 |
ATR |
0.161 |
0.158 |
-0.003 |
-1.7% |
0.000 |
Volume |
350 |
9 |
-341 |
-97.4% |
1,606 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.743 |
8.687 |
8.500 |
|
R3 |
8.653 |
8.597 |
8.475 |
|
R2 |
8.563 |
8.563 |
8.467 |
|
R1 |
8.507 |
8.507 |
8.458 |
8.490 |
PP |
8.473 |
8.473 |
8.473 |
8.465 |
S1 |
8.417 |
8.417 |
8.442 |
8.400 |
S2 |
8.383 |
8.383 |
8.434 |
|
S3 |
8.293 |
8.327 |
8.425 |
|
S4 |
8.203 |
8.237 |
8.401 |
|
|
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 |
8.576 |
8.270 |
0.306 |
3.6% |
0.123 |
1.5% |
59% |
False |
False |
280 |
10 |
8.980 |
8.270 |
0.710 |
8.4% |
0.135 |
1.6% |
25% |
False |
False |
280 |
20 |
9.300 |
8.270 |
1.030 |
12.2% |
0.121 |
1.4% |
17% |
False |
False |
378 |
40 |
9.500 |
8.270 |
1.230 |
14.6% |
0.123 |
1.5% |
15% |
False |
False |
453 |
60 |
9.500 |
8.270 |
1.230 |
14.6% |
0.119 |
1.4% |
15% |
False |
False |
468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.913 |
2.618 |
8.766 |
1.618 |
8.676 |
1.000 |
8.620 |
0.618 |
8.586 |
HIGH |
8.530 |
0.618 |
8.496 |
0.500 |
8.485 |
0.382 |
8.474 |
LOW |
8.440 |
0.618 |
8.384 |
1.000 |
8.350 |
1.618 |
8.294 |
2.618 |
8.204 |
4.250 |
8.058 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.485 |
8.468 |
PP |
8.473 |
8.462 |
S1 |
8.462 |
8.456 |
|