NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.977 |
9.100 |
0.123 |
1.4% |
8.750 |
High |
9.119 |
9.143 |
0.024 |
0.3% |
9.038 |
Low |
8.920 |
8.830 |
-0.090 |
-1.0% |
8.465 |
Close |
9.016 |
8.976 |
-0.040 |
-0.4% |
8.756 |
Range |
0.199 |
0.313 |
0.114 |
57.3% |
0.573 |
ATR |
0.204 |
0.212 |
0.008 |
3.8% |
0.000 |
Volume |
310 |
348 |
38 |
12.3% |
4,887 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.922 |
9.762 |
9.148 |
|
R3 |
9.609 |
9.449 |
9.062 |
|
R2 |
9.296 |
9.296 |
9.033 |
|
R1 |
9.136 |
9.136 |
9.005 |
9.060 |
PP |
8.983 |
8.983 |
8.983 |
8.945 |
S1 |
8.823 |
8.823 |
8.947 |
8.747 |
S2 |
8.670 |
8.670 |
8.919 |
|
S3 |
8.357 |
8.510 |
8.890 |
|
S4 |
8.044 |
8.197 |
8.804 |
|
|
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 |
9.143 |
8.655 |
0.488 |
5.4% |
0.215 |
2.4% |
66% |
True |
False |
342 |
10 |
9.143 |
8.465 |
0.678 |
7.6% |
0.202 |
2.3% |
75% |
True |
False |
781 |
20 |
9.143 |
8.310 |
0.833 |
9.3% |
0.183 |
2.0% |
80% |
True |
False |
690 |
40 |
9.300 |
8.270 |
1.030 |
11.5% |
0.152 |
1.7% |
69% |
False |
False |
534 |
60 |
9.500 |
8.270 |
1.230 |
13.7% |
0.143 |
1.6% |
57% |
False |
False |
532 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.135 |
1.5% |
57% |
False |
False |
524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.473 |
2.618 |
9.962 |
1.618 |
9.649 |
1.000 |
9.456 |
0.618 |
9.336 |
HIGH |
9.143 |
0.618 |
9.023 |
0.500 |
8.987 |
0.382 |
8.950 |
LOW |
8.830 |
0.618 |
8.637 |
1.000 |
8.517 |
1.618 |
8.324 |
2.618 |
8.011 |
4.250 |
7.500 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.987 |
8.957 |
PP |
8.983 |
8.939 |
S1 |
8.980 |
8.920 |
|