NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.788 |
8.670 |
-0.118 |
-1.3% |
8.450 |
High |
8.790 |
8.670 |
-0.120 |
-1.4% |
8.576 |
Low |
8.680 |
8.400 |
-0.280 |
-3.2% |
8.310 |
Close |
8.726 |
8.427 |
-0.299 |
-3.4% |
8.427 |
Range |
0.110 |
0.270 |
0.160 |
145.5% |
0.266 |
ATR |
0.164 |
0.175 |
0.012 |
7.1% |
0.000 |
Volume |
407 |
547 |
140 |
34.4% |
1,859 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.309 |
9.138 |
8.576 |
|
R3 |
9.039 |
8.868 |
8.501 |
|
R2 |
8.769 |
8.769 |
8.477 |
|
R1 |
8.598 |
8.598 |
8.452 |
8.549 |
PP |
8.499 |
8.499 |
8.499 |
8.474 |
S1 |
8.328 |
8.328 |
8.402 |
8.279 |
S2 |
8.229 |
8.229 |
8.378 |
|
S3 |
7.959 |
8.058 |
8.353 |
|
S4 |
7.689 |
7.788 |
8.279 |
|
|
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 |
5.7% |
0.157 |
1.9% |
24% |
False |
False |
397 |
10 |
8.790 |
8.310 |
0.480 |
5.7% |
0.150 |
1.8% |
24% |
False |
False |
410 |
20 |
9.250 |
8.270 |
0.980 |
11.6% |
0.142 |
1.7% |
16% |
False |
False |
373 |
40 |
9.500 |
8.270 |
1.230 |
14.6% |
0.123 |
1.5% |
13% |
False |
False |
510 |
60 |
9.500 |
8.270 |
1.230 |
14.6% |
0.123 |
1.5% |
13% |
False |
False |
505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.818 |
2.618 |
9.377 |
1.618 |
9.107 |
1.000 |
8.940 |
0.618 |
8.837 |
HIGH |
8.670 |
0.618 |
8.567 |
0.500 |
8.535 |
0.382 |
8.503 |
LOW |
8.400 |
0.618 |
8.233 |
1.000 |
8.130 |
1.618 |
7.963 |
2.618 |
7.693 |
4.250 |
7.253 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.535 |
8.595 |
PP |
8.499 |
8.539 |
S1 |
8.463 |
8.483 |
|