NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.905 |
8.780 |
-0.125 |
-1.4% |
8.688 |
High |
9.038 |
8.805 |
-0.233 |
-2.6% |
8.700 |
Low |
8.780 |
8.700 |
-0.080 |
-0.9% |
8.320 |
Close |
8.907 |
8.749 |
-0.158 |
-1.8% |
8.690 |
Range |
0.258 |
0.105 |
-0.153 |
-59.3% |
0.380 |
ATR |
0.186 |
0.187 |
0.002 |
0.8% |
0.000 |
Volume |
727 |
1,503 |
776 |
106.7% |
4,204 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.066 |
9.013 |
8.807 |
|
R3 |
8.961 |
8.908 |
8.778 |
|
R2 |
8.856 |
8.856 |
8.768 |
|
R1 |
8.803 |
8.803 |
8.759 |
8.777 |
PP |
8.751 |
8.751 |
8.751 |
8.739 |
S1 |
8.698 |
8.698 |
8.739 |
8.672 |
S2 |
8.646 |
8.646 |
8.730 |
|
S3 |
8.541 |
8.593 |
8.720 |
|
S4 |
8.436 |
8.488 |
8.691 |
|
|
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 |
8.2% |
0.166 |
1.9% |
60% |
False |
False |
1,517 |
10 |
9.038 |
8.320 |
0.718 |
8.2% |
0.173 |
2.0% |
60% |
False |
False |
926 |
20 |
9.038 |
8.270 |
0.768 |
8.8% |
0.159 |
1.8% |
62% |
False |
False |
661 |
40 |
9.500 |
8.270 |
1.230 |
14.1% |
0.137 |
1.6% |
39% |
False |
False |
592 |
60 |
9.500 |
8.270 |
1.230 |
14.1% |
0.130 |
1.5% |
39% |
False |
False |
600 |
80 |
9.500 |
8.270 |
1.230 |
14.1% |
0.127 |
1.5% |
39% |
False |
False |
531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.251 |
2.618 |
9.080 |
1.618 |
8.975 |
1.000 |
8.910 |
0.618 |
8.870 |
HIGH |
8.805 |
0.618 |
8.765 |
0.500 |
8.753 |
0.382 |
8.740 |
LOW |
8.700 |
0.618 |
8.635 |
1.000 |
8.595 |
1.618 |
8.530 |
2.618 |
8.425 |
4.250 |
8.254 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.753 |
8.869 |
PP |
8.751 |
8.829 |
S1 |
8.750 |
8.789 |
|