NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
8.871 |
8.977 |
0.106 |
1.2% |
8.750 |
High |
9.006 |
9.119 |
0.113 |
1.3% |
9.038 |
Low |
8.697 |
8.920 |
0.223 |
2.6% |
8.465 |
Close |
9.046 |
9.016 |
-0.030 |
-0.3% |
8.756 |
Range |
0.309 |
0.199 |
-0.110 |
-35.6% |
0.573 |
ATR |
0.204 |
0.204 |
0.000 |
-0.2% |
0.000 |
Volume |
154 |
310 |
156 |
101.3% |
4,887 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.615 |
9.515 |
9.125 |
|
R3 |
9.416 |
9.316 |
9.071 |
|
R2 |
9.217 |
9.217 |
9.052 |
|
R1 |
9.117 |
9.117 |
9.034 |
9.167 |
PP |
9.018 |
9.018 |
9.018 |
9.044 |
S1 |
8.918 |
8.918 |
8.998 |
8.968 |
S2 |
8.819 |
8.819 |
8.980 |
|
S3 |
8.620 |
8.719 |
8.961 |
|
S4 |
8.421 |
8.520 |
8.907 |
|
|
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 |
9.119 |
8.465 |
0.654 |
7.3% |
0.200 |
2.2% |
84% |
True |
False |
381 |
10 |
9.119 |
8.320 |
0.799 |
8.9% |
0.183 |
2.0% |
87% |
True |
False |
949 |
20 |
9.119 |
8.310 |
0.809 |
9.0% |
0.172 |
1.9% |
87% |
True |
False |
673 |
40 |
9.300 |
8.270 |
1.030 |
11.4% |
0.147 |
1.6% |
72% |
False |
False |
564 |
60 |
9.500 |
8.270 |
1.230 |
13.6% |
0.139 |
1.5% |
61% |
False |
False |
528 |
80 |
9.500 |
8.270 |
1.230 |
13.6% |
0.134 |
1.5% |
61% |
False |
False |
520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.965 |
2.618 |
9.640 |
1.618 |
9.441 |
1.000 |
9.318 |
0.618 |
9.242 |
HIGH |
9.119 |
0.618 |
9.043 |
0.500 |
9.020 |
0.382 |
8.996 |
LOW |
8.920 |
0.618 |
8.797 |
1.000 |
8.721 |
1.618 |
8.598 |
2.618 |
8.399 |
4.250 |
8.074 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
9.020 |
8.978 |
PP |
9.018 |
8.940 |
S1 |
9.017 |
8.902 |
|