NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.530 |
8.450 |
-0.080 |
-0.9% |
8.740 |
High |
8.530 |
8.575 |
0.045 |
0.5% |
8.790 |
Low |
8.440 |
8.350 |
-0.090 |
-1.1% |
8.270 |
Close |
8.450 |
8.425 |
-0.025 |
-0.3% |
8.563 |
Range |
0.090 |
0.225 |
0.135 |
150.0% |
0.520 |
ATR |
0.158 |
0.163 |
0.005 |
3.0% |
0.000 |
Volume |
9 |
1,259 |
1,250 |
13,888.9% |
1,606 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.125 |
9.000 |
8.549 |
|
R3 |
8.900 |
8.775 |
8.487 |
|
R2 |
8.675 |
8.675 |
8.466 |
|
R1 |
8.550 |
8.550 |
8.446 |
8.500 |
PP |
8.450 |
8.450 |
8.450 |
8.425 |
S1 |
8.325 |
8.325 |
8.404 |
8.275 |
S2 |
8.225 |
8.225 |
8.384 |
|
S3 |
8.000 |
8.100 |
8.363 |
|
S4 |
7.775 |
7.875 |
8.301 |
|
|
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 |
8.350 |
0.226 |
2.7% |
0.142 |
1.7% |
33% |
False |
True |
424 |
10 |
8.920 |
8.270 |
0.650 |
7.7% |
0.143 |
1.7% |
24% |
False |
False |
371 |
20 |
9.300 |
8.270 |
1.030 |
12.2% |
0.121 |
1.4% |
15% |
False |
False |
361 |
40 |
9.500 |
8.270 |
1.230 |
14.6% |
0.126 |
1.5% |
13% |
False |
False |
482 |
60 |
9.500 |
8.270 |
1.230 |
14.6% |
0.120 |
1.4% |
13% |
False |
False |
488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.531 |
2.618 |
9.164 |
1.618 |
8.939 |
1.000 |
8.800 |
0.618 |
8.714 |
HIGH |
8.575 |
0.618 |
8.489 |
0.500 |
8.463 |
0.382 |
8.436 |
LOW |
8.350 |
0.618 |
8.211 |
1.000 |
8.125 |
1.618 |
7.986 |
2.618 |
7.761 |
4.250 |
7.394 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.463 |
8.463 |
PP |
8.450 |
8.450 |
S1 |
8.438 |
8.438 |
|