NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.440 |
8.482 |
0.042 |
0.5% |
8.688 |
High |
8.440 |
8.670 |
0.230 |
2.7% |
8.700 |
Low |
8.320 |
8.482 |
0.162 |
1.9% |
8.320 |
Close |
8.416 |
8.690 |
0.274 |
3.3% |
8.690 |
Range |
0.120 |
0.188 |
0.068 |
56.7% |
0.380 |
ATR |
0.173 |
0.179 |
0.006 |
3.3% |
0.000 |
Volume |
2,029 |
1,866 |
-163 |
-8.0% |
4,204 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.178 |
9.122 |
8.793 |
|
R3 |
8.990 |
8.934 |
8.742 |
|
R2 |
8.802 |
8.802 |
8.724 |
|
R1 |
8.746 |
8.746 |
8.707 |
8.774 |
PP |
8.614 |
8.614 |
8.614 |
8.628 |
S1 |
8.558 |
8.558 |
8.673 |
8.586 |
S2 |
8.426 |
8.426 |
8.656 |
|
S3 |
8.238 |
8.370 |
8.638 |
|
S4 |
8.050 |
8.182 |
8.587 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.710 |
9.580 |
8.899 |
|
R3 |
9.330 |
9.200 |
8.795 |
|
R2 |
8.950 |
8.950 |
8.760 |
|
R1 |
8.820 |
8.820 |
8.725 |
8.885 |
PP |
8.570 |
8.570 |
8.570 |
8.603 |
S1 |
8.440 |
8.440 |
8.655 |
8.505 |
S2 |
8.190 |
8.190 |
8.620 |
|
S3 |
7.810 |
8.060 |
8.586 |
|
S4 |
7.430 |
7.680 |
8.481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.700 |
8.320 |
0.380 |
4.4% |
0.165 |
1.9% |
97% |
False |
False |
923 |
10 |
8.790 |
8.310 |
0.480 |
5.5% |
0.161 |
1.9% |
79% |
False |
False |
660 |
20 |
8.920 |
8.270 |
0.650 |
7.5% |
0.152 |
1.7% |
65% |
False |
False |
515 |
40 |
9.500 |
8.270 |
1.230 |
14.2% |
0.128 |
1.5% |
34% |
False |
False |
574 |
60 |
9.500 |
8.270 |
1.230 |
14.2% |
0.128 |
1.5% |
34% |
False |
False |
553 |
80 |
9.500 |
8.270 |
1.230 |
14.2% |
0.125 |
1.4% |
34% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.469 |
2.618 |
9.162 |
1.618 |
8.974 |
1.000 |
8.858 |
0.618 |
8.786 |
HIGH |
8.670 |
0.618 |
8.598 |
0.500 |
8.576 |
0.382 |
8.554 |
LOW |
8.482 |
0.618 |
8.366 |
1.000 |
8.294 |
1.618 |
8.178 |
2.618 |
7.990 |
4.250 |
7.683 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.652 |
8.625 |
PP |
8.614 |
8.560 |
S1 |
8.576 |
8.495 |
|