NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.450 |
8.410 |
-0.040 |
-0.5% |
8.450 |
High |
8.575 |
8.450 |
-0.125 |
-1.5% |
8.576 |
Low |
8.350 |
8.310 |
-0.040 |
-0.5% |
8.310 |
Close |
8.425 |
8.427 |
0.002 |
0.0% |
8.427 |
Range |
0.225 |
0.140 |
-0.085 |
-37.8% |
0.266 |
ATR |
0.163 |
0.161 |
-0.002 |
-1.0% |
0.000 |
Volume |
1,259 |
241 |
-1,018 |
-80.9% |
1,859 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.816 |
8.761 |
8.504 |
|
R3 |
8.676 |
8.621 |
8.466 |
|
R2 |
8.536 |
8.536 |
8.453 |
|
R1 |
8.481 |
8.481 |
8.440 |
8.509 |
PP |
8.396 |
8.396 |
8.396 |
8.409 |
S1 |
8.341 |
8.341 |
8.414 |
8.369 |
S2 |
8.256 |
8.256 |
8.401 |
|
S3 |
8.116 |
8.201 |
8.389 |
|
S4 |
7.976 |
8.061 |
8.350 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.236 |
9.097 |
8.573 |
|
R3 |
8.970 |
8.831 |
8.500 |
|
R2 |
8.704 |
8.704 |
8.476 |
|
R1 |
8.565 |
8.565 |
8.451 |
8.502 |
PP |
8.438 |
8.438 |
8.438 |
8.406 |
S1 |
8.299 |
8.299 |
8.403 |
8.236 |
S2 |
8.172 |
8.172 |
8.378 |
|
S3 |
7.906 |
8.033 |
8.354 |
|
S4 |
7.640 |
7.767 |
8.281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.576 |
8.310 |
0.266 |
3.2% |
0.152 |
1.8% |
44% |
False |
True |
408 |
10 |
8.790 |
8.270 |
0.520 |
6.2% |
0.138 |
1.6% |
30% |
False |
False |
375 |
20 |
9.300 |
8.270 |
1.030 |
12.2% |
0.124 |
1.5% |
15% |
False |
False |
349 |
40 |
9.500 |
8.270 |
1.230 |
14.6% |
0.121 |
1.4% |
13% |
False |
False |
486 |
60 |
9.500 |
8.270 |
1.230 |
14.6% |
0.120 |
1.4% |
13% |
False |
False |
490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.045 |
2.618 |
8.817 |
1.618 |
8.677 |
1.000 |
8.590 |
0.618 |
8.537 |
HIGH |
8.450 |
0.618 |
8.397 |
0.500 |
8.380 |
0.382 |
8.363 |
LOW |
8.310 |
0.618 |
8.223 |
1.000 |
8.170 |
1.618 |
8.083 |
2.618 |
7.943 |
4.250 |
7.715 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.411 |
8.443 |
PP |
8.396 |
8.437 |
S1 |
8.380 |
8.432 |
|