NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.690 |
8.655 |
-0.035 |
-0.4% |
8.750 |
High |
8.700 |
8.726 |
0.026 |
0.3% |
9.038 |
Low |
8.465 |
8.655 |
0.190 |
2.2% |
8.465 |
Close |
8.522 |
8.756 |
0.234 |
2.7% |
8.756 |
Range |
0.235 |
0.071 |
-0.164 |
-69.8% |
0.573 |
ATR |
0.194 |
0.195 |
0.001 |
0.4% |
0.000 |
Volume |
544 |
652 |
108 |
19.9% |
4,887 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.925 |
8.912 |
8.795 |
|
R3 |
8.854 |
8.841 |
8.776 |
|
R2 |
8.783 |
8.783 |
8.769 |
|
R1 |
8.770 |
8.770 |
8.763 |
8.777 |
PP |
8.712 |
8.712 |
8.712 |
8.716 |
S1 |
8.699 |
8.699 |
8.749 |
8.706 |
S2 |
8.641 |
8.641 |
8.743 |
|
S3 |
8.570 |
8.628 |
8.736 |
|
S4 |
8.499 |
8.557 |
8.717 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.472 |
10.187 |
9.071 |
|
R3 |
9.899 |
9.614 |
8.914 |
|
R2 |
9.326 |
9.326 |
8.861 |
|
R1 |
9.041 |
9.041 |
8.809 |
9.184 |
PP |
8.753 |
8.753 |
8.753 |
8.824 |
S1 |
8.468 |
8.468 |
8.703 |
8.611 |
S2 |
8.180 |
8.180 |
8.651 |
|
S3 |
7.607 |
7.895 |
8.598 |
|
S4 |
7.034 |
7.322 |
8.441 |
|
|
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 |
6.5% |
0.166 |
1.9% |
51% |
False |
False |
977 |
10 |
9.038 |
8.320 |
0.718 |
8.2% |
0.165 |
1.9% |
61% |
False |
False |
950 |
20 |
9.038 |
8.310 |
0.728 |
8.3% |
0.157 |
1.8% |
61% |
False |
False |
680 |
40 |
9.500 |
8.270 |
1.230 |
14.0% |
0.136 |
1.6% |
40% |
False |
False |
564 |
60 |
9.500 |
8.270 |
1.230 |
14.0% |
0.131 |
1.5% |
40% |
False |
False |
586 |
80 |
9.500 |
8.270 |
1.230 |
14.0% |
0.129 |
1.5% |
40% |
False |
False |
524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.028 |
2.618 |
8.912 |
1.618 |
8.841 |
1.000 |
8.797 |
0.618 |
8.770 |
HIGH |
8.726 |
0.618 |
8.699 |
0.500 |
8.691 |
0.382 |
8.682 |
LOW |
8.655 |
0.618 |
8.611 |
1.000 |
8.584 |
1.618 |
8.540 |
2.618 |
8.469 |
4.250 |
8.353 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.734 |
8.716 |
PP |
8.712 |
8.675 |
S1 |
8.691 |
8.635 |
|