NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.420 |
8.688 |
0.268 |
3.2% |
8.600 |
High |
8.509 |
8.700 |
0.191 |
2.2% |
8.790 |
Low |
8.400 |
8.475 |
0.075 |
0.9% |
8.400 |
Close |
8.612 |
8.618 |
0.006 |
0.1% |
8.612 |
Range |
0.109 |
0.225 |
0.116 |
106.4% |
0.390 |
ATR |
0.171 |
0.174 |
0.004 |
2.3% |
0.000 |
Volume |
411 |
169 |
-242 |
-58.9% |
2,158 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.273 |
9.170 |
8.742 |
|
R3 |
9.048 |
8.945 |
8.680 |
|
R2 |
8.823 |
8.823 |
8.659 |
|
R1 |
8.720 |
8.720 |
8.639 |
8.659 |
PP |
8.598 |
8.598 |
8.598 |
8.567 |
S1 |
8.495 |
8.495 |
8.597 |
8.434 |
S2 |
8.373 |
8.373 |
8.577 |
|
S3 |
8.148 |
8.270 |
8.556 |
|
S4 |
7.923 |
8.045 |
8.494 |
|
|
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% |
0.188 |
2.2% |
56% |
False |
False |
446 |
10 |
8.790 |
8.310 |
0.480 |
5.6% |
0.156 |
1.8% |
64% |
False |
False |
418 |
20 |
9.000 |
8.270 |
0.730 |
8.5% |
0.148 |
1.7% |
48% |
False |
False |
367 |
40 |
9.500 |
8.270 |
1.230 |
14.3% |
0.125 |
1.5% |
28% |
False |
False |
481 |
60 |
9.500 |
8.270 |
1.230 |
14.3% |
0.125 |
1.4% |
28% |
False |
False |
505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.656 |
2.618 |
9.289 |
1.618 |
9.064 |
1.000 |
8.925 |
0.618 |
8.839 |
HIGH |
8.700 |
0.618 |
8.614 |
0.500 |
8.588 |
0.382 |
8.561 |
LOW |
8.475 |
0.618 |
8.336 |
1.000 |
8.250 |
1.618 |
8.111 |
2.618 |
7.886 |
4.250 |
7.519 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.608 |
8.595 |
PP |
8.598 |
8.573 |
S1 |
8.588 |
8.550 |
|