NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.780 |
8.690 |
-0.090 |
-1.0% |
8.688 |
High |
8.805 |
8.700 |
-0.105 |
-1.2% |
8.700 |
Low |
8.700 |
8.465 |
-0.235 |
-2.7% |
8.320 |
Close |
8.749 |
8.522 |
-0.227 |
-2.6% |
8.690 |
Range |
0.105 |
0.235 |
0.130 |
123.8% |
0.380 |
ATR |
0.187 |
0.194 |
0.007 |
3.7% |
0.000 |
Volume |
1,503 |
544 |
-959 |
-63.8% |
4,204 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.267 |
9.130 |
8.651 |
|
R3 |
9.032 |
8.895 |
8.587 |
|
R2 |
8.797 |
8.797 |
8.565 |
|
R1 |
8.660 |
8.660 |
8.544 |
8.611 |
PP |
8.562 |
8.562 |
8.562 |
8.538 |
S1 |
8.425 |
8.425 |
8.500 |
8.376 |
S2 |
8.327 |
8.327 |
8.479 |
|
S3 |
8.092 |
8.190 |
8.457 |
|
S4 |
7.857 |
7.955 |
8.393 |
|
|
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 |
8.465 |
0.573 |
6.7% |
0.189 |
2.2% |
10% |
False |
True |
1,220 |
10 |
9.038 |
8.320 |
0.718 |
8.4% |
0.185 |
2.2% |
28% |
False |
False |
939 |
20 |
9.038 |
8.270 |
0.768 |
9.0% |
0.160 |
1.9% |
33% |
False |
False |
675 |
40 |
9.500 |
8.270 |
1.230 |
14.4% |
0.139 |
1.6% |
20% |
False |
False |
582 |
60 |
9.500 |
8.270 |
1.230 |
14.4% |
0.131 |
1.5% |
20% |
False |
False |
589 |
80 |
9.500 |
8.270 |
1.230 |
14.4% |
0.128 |
1.5% |
20% |
False |
False |
532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.699 |
2.618 |
9.315 |
1.618 |
9.080 |
1.000 |
8.935 |
0.618 |
8.845 |
HIGH |
8.700 |
0.618 |
8.610 |
0.500 |
8.583 |
0.382 |
8.555 |
LOW |
8.465 |
0.618 |
8.320 |
1.000 |
8.230 |
1.618 |
8.085 |
2.618 |
7.850 |
4.250 |
7.466 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.583 |
8.752 |
PP |
8.562 |
8.675 |
S1 |
8.542 |
8.599 |
|