NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.655 |
8.835 |
0.180 |
2.1% |
8.750 |
High |
8.726 |
8.870 |
0.144 |
1.7% |
9.038 |
Low |
8.655 |
8.685 |
0.030 |
0.3% |
8.465 |
Close |
8.756 |
8.669 |
-0.087 |
-1.0% |
8.756 |
Range |
0.071 |
0.185 |
0.114 |
160.6% |
0.573 |
ATR |
0.195 |
0.194 |
-0.001 |
-0.4% |
0.000 |
Volume |
652 |
247 |
-405 |
-62.1% |
4,887 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.296 |
9.168 |
8.771 |
|
R3 |
9.111 |
8.983 |
8.720 |
|
R2 |
8.926 |
8.926 |
8.703 |
|
R1 |
8.798 |
8.798 |
8.686 |
8.770 |
PP |
8.741 |
8.741 |
8.741 |
8.727 |
S1 |
8.613 |
8.613 |
8.652 |
8.585 |
S2 |
8.556 |
8.556 |
8.635 |
|
S3 |
8.371 |
8.428 |
8.618 |
|
S4 |
8.186 |
8.243 |
8.567 |
|
|
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 |
6.6% |
0.171 |
2.0% |
36% |
False |
False |
734 |
10 |
9.038 |
8.320 |
0.718 |
8.3% |
0.173 |
2.0% |
49% |
False |
False |
933 |
20 |
9.038 |
8.310 |
0.728 |
8.4% |
0.162 |
1.9% |
49% |
False |
False |
676 |
40 |
9.400 |
8.270 |
1.130 |
13.0% |
0.140 |
1.6% |
35% |
False |
False |
566 |
60 |
9.500 |
8.270 |
1.230 |
14.2% |
0.132 |
1.5% |
32% |
False |
False |
564 |
80 |
9.500 |
8.270 |
1.230 |
14.2% |
0.130 |
1.5% |
32% |
False |
False |
526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.656 |
2.618 |
9.354 |
1.618 |
9.169 |
1.000 |
9.055 |
0.618 |
8.984 |
HIGH |
8.870 |
0.618 |
8.799 |
0.500 |
8.778 |
0.382 |
8.756 |
LOW |
8.685 |
0.618 |
8.571 |
1.000 |
8.500 |
1.618 |
8.386 |
2.618 |
8.201 |
4.250 |
7.899 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.778 |
8.669 |
PP |
8.741 |
8.668 |
S1 |
8.705 |
8.668 |
|