NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.600 |
8.520 |
-0.080 |
-0.9% |
8.450 |
High |
8.620 |
8.710 |
0.090 |
1.0% |
8.576 |
Low |
8.580 |
8.485 |
-0.095 |
-1.1% |
8.310 |
Close |
8.552 |
8.704 |
0.152 |
1.8% |
8.427 |
Range |
0.040 |
0.225 |
0.185 |
462.5% |
0.266 |
ATR |
0.164 |
0.168 |
0.004 |
2.7% |
0.000 |
Volume |
96 |
697 |
601 |
626.0% |
1,859 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.308 |
9.231 |
8.828 |
|
R3 |
9.083 |
9.006 |
8.766 |
|
R2 |
8.858 |
8.858 |
8.745 |
|
R1 |
8.781 |
8.781 |
8.725 |
8.820 |
PP |
8.633 |
8.633 |
8.633 |
8.652 |
S1 |
8.556 |
8.556 |
8.683 |
8.595 |
S2 |
8.408 |
8.408 |
8.663 |
|
S3 |
8.183 |
8.331 |
8.642 |
|
S4 |
7.958 |
8.106 |
8.580 |
|
|
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 |
8.710 |
8.310 |
0.400 |
4.6% |
0.144 |
1.7% |
99% |
True |
False |
460 |
10 |
8.710 |
8.270 |
0.440 |
5.1% |
0.145 |
1.7% |
99% |
True |
False |
396 |
20 |
9.250 |
8.270 |
0.980 |
11.3% |
0.133 |
1.5% |
44% |
False |
False |
342 |
40 |
9.500 |
8.270 |
1.230 |
14.1% |
0.116 |
1.3% |
35% |
False |
False |
488 |
60 |
9.500 |
8.270 |
1.230 |
14.1% |
0.119 |
1.4% |
35% |
False |
False |
493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.666 |
2.618 |
9.299 |
1.618 |
9.074 |
1.000 |
8.935 |
0.618 |
8.849 |
HIGH |
8.710 |
0.618 |
8.624 |
0.500 |
8.598 |
0.382 |
8.571 |
LOW |
8.485 |
0.618 |
8.346 |
1.000 |
8.260 |
1.618 |
8.121 |
2.618 |
7.896 |
4.250 |
7.529 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.669 |
8.639 |
PP |
8.633 |
8.575 |
S1 |
8.598 |
8.510 |
|