NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 22-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.482 |
8.750 |
0.268 |
3.2% |
8.688 |
High |
8.670 |
8.880 |
0.210 |
2.4% |
8.700 |
Low |
8.482 |
8.720 |
0.238 |
2.8% |
8.320 |
Close |
8.690 |
8.905 |
0.215 |
2.5% |
8.690 |
Range |
0.188 |
0.160 |
-0.028 |
-14.9% |
0.380 |
ATR |
0.179 |
0.180 |
0.001 |
0.4% |
0.000 |
Volume |
1,866 |
1,461 |
-405 |
-21.7% |
4,204 |
|
Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.315 |
9.270 |
8.993 |
|
R3 |
9.155 |
9.110 |
8.949 |
|
R2 |
8.995 |
8.995 |
8.934 |
|
R1 |
8.950 |
8.950 |
8.920 |
8.973 |
PP |
8.835 |
8.835 |
8.835 |
8.846 |
S1 |
8.790 |
8.790 |
8.890 |
8.813 |
S2 |
8.675 |
8.675 |
8.876 |
|
S3 |
8.515 |
8.630 |
8.861 |
|
S4 |
8.355 |
8.470 |
8.817 |
|
|
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 |
8.880 |
8.320 |
0.560 |
6.3% |
0.175 |
2.0% |
104% |
True |
False |
1,133 |
10 |
8.880 |
8.320 |
0.560 |
6.3% |
0.163 |
1.8% |
104% |
True |
False |
782 |
20 |
8.880 |
8.270 |
0.610 |
6.9% |
0.150 |
1.7% |
104% |
True |
False |
579 |
40 |
9.500 |
8.270 |
1.230 |
13.8% |
0.129 |
1.5% |
52% |
False |
False |
553 |
60 |
9.500 |
8.270 |
1.230 |
13.8% |
0.130 |
1.5% |
52% |
False |
False |
575 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.125 |
1.4% |
52% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.560 |
2.618 |
9.299 |
1.618 |
9.139 |
1.000 |
9.040 |
0.618 |
8.979 |
HIGH |
8.880 |
0.618 |
8.819 |
0.500 |
8.800 |
0.382 |
8.781 |
LOW |
8.720 |
0.618 |
8.621 |
1.000 |
8.560 |
1.618 |
8.461 |
2.618 |
8.301 |
4.250 |
8.040 |
|
|
Fisher Pivots for day following 22-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.870 |
8.803 |
PP |
8.835 |
8.702 |
S1 |
8.800 |
8.600 |
|