NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.520 |
8.788 |
0.268 |
3.1% |
8.450 |
High |
8.710 |
8.790 |
0.080 |
0.9% |
8.576 |
Low |
8.485 |
8.680 |
0.195 |
2.3% |
8.310 |
Close |
8.704 |
8.726 |
0.022 |
0.3% |
8.427 |
Range |
0.225 |
0.110 |
-0.115 |
-51.1% |
0.266 |
ATR |
0.168 |
0.164 |
-0.004 |
-2.5% |
0.000 |
Volume |
697 |
407 |
-290 |
-41.6% |
1,859 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.062 |
9.004 |
8.787 |
|
R3 |
8.952 |
8.894 |
8.756 |
|
R2 |
8.842 |
8.842 |
8.746 |
|
R1 |
8.784 |
8.784 |
8.736 |
8.758 |
PP |
8.732 |
8.732 |
8.732 |
8.719 |
S1 |
8.674 |
8.674 |
8.716 |
8.648 |
S2 |
8.622 |
8.622 |
8.706 |
|
S3 |
8.512 |
8.564 |
8.696 |
|
S4 |
8.402 |
8.454 |
8.666 |
|
|
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 |
8.790 |
8.310 |
0.480 |
5.5% |
0.148 |
1.7% |
87% |
True |
False |
540 |
10 |
8.790 |
8.270 |
0.520 |
6.0% |
0.136 |
1.6% |
88% |
True |
False |
410 |
20 |
9.250 |
8.270 |
0.980 |
11.2% |
0.133 |
1.5% |
47% |
False |
False |
355 |
40 |
9.500 |
8.270 |
1.230 |
14.1% |
0.117 |
1.3% |
37% |
False |
False |
497 |
60 |
9.500 |
8.270 |
1.230 |
14.1% |
0.120 |
1.4% |
37% |
False |
False |
499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.258 |
2.618 |
9.078 |
1.618 |
8.968 |
1.000 |
8.900 |
0.618 |
8.858 |
HIGH |
8.790 |
0.618 |
8.748 |
0.500 |
8.735 |
0.382 |
8.722 |
LOW |
8.680 |
0.618 |
8.612 |
1.000 |
8.570 |
1.618 |
8.502 |
2.618 |
8.392 |
4.250 |
8.213 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.735 |
8.697 |
PP |
8.732 |
8.667 |
S1 |
8.729 |
8.638 |
|