NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.410 |
8.600 |
0.190 |
2.3% |
8.450 |
High |
8.450 |
8.620 |
0.170 |
2.0% |
8.576 |
Low |
8.310 |
8.580 |
0.270 |
3.2% |
8.310 |
Close |
8.427 |
8.552 |
0.125 |
1.5% |
8.427 |
Range |
0.140 |
0.040 |
-0.100 |
-71.4% |
0.266 |
ATR |
0.161 |
0.164 |
0.002 |
1.4% |
0.000 |
Volume |
241 |
96 |
-145 |
-60.2% |
1,859 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.704 |
8.668 |
8.574 |
|
R3 |
8.664 |
8.628 |
8.563 |
|
R2 |
8.624 |
8.624 |
8.559 |
|
R1 |
8.588 |
8.588 |
8.556 |
8.586 |
PP |
8.584 |
8.584 |
8.584 |
8.583 |
S1 |
8.548 |
8.548 |
8.548 |
8.546 |
S2 |
8.544 |
8.544 |
8.545 |
|
S3 |
8.504 |
8.508 |
8.541 |
|
S4 |
8.464 |
8.468 |
8.530 |
|
|
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 |
8.620 |
8.310 |
0.310 |
3.6% |
0.124 |
1.5% |
78% |
True |
False |
391 |
10 |
8.790 |
8.270 |
0.520 |
6.1% |
0.132 |
1.5% |
54% |
False |
False |
356 |
20 |
9.250 |
8.270 |
0.980 |
11.5% |
0.124 |
1.5% |
29% |
False |
False |
314 |
40 |
9.500 |
8.270 |
1.230 |
14.4% |
0.114 |
1.3% |
23% |
False |
False |
484 |
60 |
9.500 |
8.270 |
1.230 |
14.4% |
0.117 |
1.4% |
23% |
False |
False |
489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.790 |
2.618 |
8.725 |
1.618 |
8.685 |
1.000 |
8.660 |
0.618 |
8.645 |
HIGH |
8.620 |
0.618 |
8.605 |
0.500 |
8.600 |
0.382 |
8.595 |
LOW |
8.580 |
0.618 |
8.555 |
1.000 |
8.540 |
1.618 |
8.515 |
2.618 |
8.475 |
4.250 |
8.410 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.600 |
8.523 |
PP |
8.584 |
8.494 |
S1 |
8.568 |
8.465 |
|