NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.750 |
8.905 |
0.155 |
1.8% |
8.688 |
High |
8.880 |
9.038 |
0.158 |
1.8% |
8.700 |
Low |
8.720 |
8.780 |
0.060 |
0.7% |
8.320 |
Close |
8.905 |
8.907 |
0.002 |
0.0% |
8.690 |
Range |
0.160 |
0.258 |
0.098 |
61.3% |
0.380 |
ATR |
0.180 |
0.186 |
0.006 |
3.1% |
0.000 |
Volume |
1,461 |
727 |
-734 |
-50.2% |
4,204 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.682 |
9.553 |
9.049 |
|
R3 |
9.424 |
9.295 |
8.978 |
|
R2 |
9.166 |
9.166 |
8.954 |
|
R1 |
9.037 |
9.037 |
8.931 |
9.102 |
PP |
8.908 |
8.908 |
8.908 |
8.941 |
S1 |
8.779 |
8.779 |
8.883 |
8.844 |
S2 |
8.650 |
8.650 |
8.860 |
|
S3 |
8.392 |
8.521 |
8.836 |
|
S4 |
8.134 |
8.263 |
8.765 |
|
|
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 |
9.038 |
8.320 |
0.718 |
8.1% |
0.181 |
2.0% |
82% |
True |
False |
1,244 |
10 |
9.038 |
8.320 |
0.718 |
8.1% |
0.185 |
2.1% |
82% |
True |
False |
845 |
20 |
9.038 |
8.270 |
0.768 |
8.6% |
0.158 |
1.8% |
83% |
True |
False |
600 |
40 |
9.500 |
8.270 |
1.230 |
13.8% |
0.134 |
1.5% |
52% |
False |
False |
559 |
60 |
9.500 |
8.270 |
1.230 |
13.8% |
0.132 |
1.5% |
52% |
False |
False |
586 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.127 |
1.4% |
52% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.135 |
2.618 |
9.713 |
1.618 |
9.455 |
1.000 |
9.296 |
0.618 |
9.197 |
HIGH |
9.038 |
0.618 |
8.939 |
0.500 |
8.909 |
0.382 |
8.879 |
LOW |
8.780 |
0.618 |
8.621 |
1.000 |
8.522 |
1.618 |
8.363 |
2.618 |
8.105 |
4.250 |
7.684 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.909 |
8.858 |
PP |
8.908 |
8.809 |
S1 |
8.908 |
8.760 |
|