NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 17-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.688 |
8.581 |
-0.107 |
-1.2% |
8.600 |
High |
8.700 |
8.581 |
-0.119 |
-1.4% |
8.790 |
Low |
8.475 |
8.400 |
-0.075 |
-0.9% |
8.400 |
Close |
8.618 |
8.392 |
-0.226 |
-2.6% |
8.612 |
Range |
0.225 |
0.181 |
-0.044 |
-19.6% |
0.390 |
ATR |
0.174 |
0.178 |
0.003 |
1.8% |
0.000 |
Volume |
169 |
140 |
-29 |
-17.2% |
2,158 |
|
Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.001 |
8.877 |
8.492 |
|
R3 |
8.820 |
8.696 |
8.442 |
|
R2 |
8.639 |
8.639 |
8.425 |
|
R1 |
8.515 |
8.515 |
8.409 |
8.487 |
PP |
8.458 |
8.458 |
8.458 |
8.443 |
S1 |
8.334 |
8.334 |
8.375 |
8.306 |
S2 |
8.277 |
8.277 |
8.359 |
|
S3 |
8.096 |
8.153 |
8.342 |
|
S4 |
7.915 |
7.972 |
8.292 |
|
|
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 |
4.6% |
0.179 |
2.1% |
-2% |
False |
True |
334 |
10 |
8.790 |
8.310 |
0.480 |
5.7% |
0.162 |
1.9% |
17% |
False |
False |
397 |
20 |
9.000 |
8.270 |
0.730 |
8.7% |
0.153 |
1.8% |
17% |
False |
False |
345 |
40 |
9.500 |
8.270 |
1.230 |
14.7% |
0.126 |
1.5% |
10% |
False |
False |
481 |
60 |
9.500 |
8.270 |
1.230 |
14.7% |
0.125 |
1.5% |
10% |
False |
False |
507 |
80 |
9.500 |
8.270 |
1.230 |
14.7% |
0.124 |
1.5% |
10% |
False |
False |
531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.350 |
2.618 |
9.055 |
1.618 |
8.874 |
1.000 |
8.762 |
0.618 |
8.693 |
HIGH |
8.581 |
0.618 |
8.512 |
0.500 |
8.491 |
0.382 |
8.469 |
LOW |
8.400 |
0.618 |
8.288 |
1.000 |
8.219 |
1.618 |
8.107 |
2.618 |
7.926 |
4.250 |
7.631 |
|
|
Fisher Pivots for day following 17-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.491 |
8.550 |
PP |
8.458 |
8.497 |
S1 |
8.425 |
8.445 |
|