NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.835 |
8.871 |
0.036 |
0.4% |
8.750 |
High |
8.870 |
9.006 |
0.136 |
1.5% |
9.038 |
Low |
8.685 |
8.697 |
0.012 |
0.1% |
8.465 |
Close |
8.669 |
9.046 |
0.377 |
4.3% |
8.756 |
Range |
0.185 |
0.309 |
0.124 |
67.0% |
0.573 |
ATR |
0.194 |
0.204 |
0.010 |
5.3% |
0.000 |
Volume |
247 |
154 |
-93 |
-37.7% |
4,887 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.843 |
9.754 |
9.216 |
|
R3 |
9.534 |
9.445 |
9.131 |
|
R2 |
9.225 |
9.225 |
9.103 |
|
R1 |
9.136 |
9.136 |
9.074 |
9.181 |
PP |
8.916 |
8.916 |
8.916 |
8.939 |
S1 |
8.827 |
8.827 |
9.018 |
8.872 |
S2 |
8.607 |
8.607 |
8.989 |
|
S3 |
8.298 |
8.518 |
8.961 |
|
S4 |
7.989 |
8.209 |
8.876 |
|
|
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 |
9.006 |
8.465 |
0.541 |
6.0% |
0.181 |
2.0% |
107% |
True |
False |
620 |
10 |
9.038 |
8.320 |
0.718 |
7.9% |
0.181 |
2.0% |
101% |
False |
False |
932 |
20 |
9.038 |
8.310 |
0.728 |
8.0% |
0.169 |
1.9% |
101% |
False |
False |
675 |
40 |
9.300 |
8.270 |
1.030 |
11.4% |
0.146 |
1.6% |
75% |
False |
False |
558 |
60 |
9.500 |
8.270 |
1.230 |
13.6% |
0.136 |
1.5% |
63% |
False |
False |
524 |
80 |
9.500 |
8.270 |
1.230 |
13.6% |
0.132 |
1.5% |
63% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.319 |
2.618 |
9.815 |
1.618 |
9.506 |
1.000 |
9.315 |
0.618 |
9.197 |
HIGH |
9.006 |
0.618 |
8.888 |
0.500 |
8.852 |
0.382 |
8.815 |
LOW |
8.697 |
0.618 |
8.506 |
1.000 |
8.388 |
1.618 |
8.197 |
2.618 |
7.888 |
4.250 |
7.384 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.981 |
8.974 |
PP |
8.916 |
8.902 |
S1 |
8.852 |
8.831 |
|