NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.670 |
8.420 |
-0.250 |
-2.9% |
8.600 |
High |
8.670 |
8.509 |
-0.161 |
-1.9% |
8.790 |
Low |
8.400 |
8.400 |
0.000 |
0.0% |
8.400 |
Close |
8.427 |
8.612 |
0.185 |
2.2% |
8.612 |
Range |
0.270 |
0.109 |
-0.161 |
-59.6% |
0.390 |
ATR |
0.175 |
0.171 |
-0.005 |
-2.7% |
0.000 |
Volume |
547 |
411 |
-136 |
-24.9% |
2,158 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.834 |
8.832 |
8.672 |
|
R3 |
8.725 |
8.723 |
8.642 |
|
R2 |
8.616 |
8.616 |
8.632 |
|
R1 |
8.614 |
8.614 |
8.622 |
8.615 |
PP |
8.507 |
8.507 |
8.507 |
8.508 |
S1 |
8.505 |
8.505 |
8.602 |
8.506 |
S2 |
8.398 |
8.398 |
8.592 |
|
S3 |
8.289 |
8.396 |
8.582 |
|
S4 |
8.180 |
8.287 |
8.552 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.771 |
9.581 |
8.827 |
|
R3 |
9.381 |
9.191 |
8.719 |
|
R2 |
8.991 |
8.991 |
8.684 |
|
R1 |
8.801 |
8.801 |
8.648 |
8.896 |
PP |
8.601 |
8.601 |
8.601 |
8.648 |
S1 |
8.411 |
8.411 |
8.576 |
8.506 |
S2 |
8.211 |
8.211 |
8.541 |
|
S3 |
7.821 |
8.021 |
8.505 |
|
S4 |
7.431 |
7.631 |
8.398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.790 |
8.400 |
0.390 |
4.5% |
0.151 |
1.8% |
54% |
False |
True |
431 |
10 |
8.790 |
8.310 |
0.480 |
5.6% |
0.152 |
1.8% |
63% |
False |
False |
419 |
20 |
9.095 |
8.270 |
0.825 |
9.6% |
0.142 |
1.6% |
41% |
False |
False |
391 |
40 |
9.500 |
8.270 |
1.230 |
14.3% |
0.124 |
1.4% |
28% |
False |
False |
498 |
60 |
9.500 |
8.270 |
1.230 |
14.3% |
0.122 |
1.4% |
28% |
False |
False |
509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.972 |
2.618 |
8.794 |
1.618 |
8.685 |
1.000 |
8.618 |
0.618 |
8.576 |
HIGH |
8.509 |
0.618 |
8.467 |
0.500 |
8.455 |
0.382 |
8.442 |
LOW |
8.400 |
0.618 |
8.333 |
1.000 |
8.291 |
1.618 |
8.224 |
2.618 |
8.115 |
4.250 |
7.937 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.560 |
8.606 |
PP |
8.507 |
8.601 |
S1 |
8.455 |
8.595 |
|