NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.100 |
9.140 |
0.040 |
0.4% |
8.835 |
High |
9.143 |
9.150 |
0.007 |
0.1% |
9.150 |
Low |
8.830 |
8.927 |
0.097 |
1.1% |
8.685 |
Close |
8.976 |
8.931 |
-0.045 |
-0.5% |
8.931 |
Range |
0.313 |
0.223 |
-0.090 |
-28.8% |
0.465 |
ATR |
0.212 |
0.212 |
0.001 |
0.4% |
0.000 |
Volume |
348 |
1,479 |
1,131 |
325.0% |
2,538 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.672 |
9.524 |
9.054 |
|
R3 |
9.449 |
9.301 |
8.992 |
|
R2 |
9.226 |
9.226 |
8.972 |
|
R1 |
9.078 |
9.078 |
8.951 |
9.041 |
PP |
9.003 |
9.003 |
9.003 |
8.984 |
S1 |
8.855 |
8.855 |
8.911 |
8.818 |
S2 |
8.780 |
8.780 |
8.890 |
|
S3 |
8.557 |
8.632 |
8.870 |
|
S4 |
8.334 |
8.409 |
8.808 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.317 |
10.089 |
9.187 |
|
R3 |
9.852 |
9.624 |
9.059 |
|
R2 |
9.387 |
9.387 |
9.016 |
|
R1 |
9.159 |
9.159 |
8.974 |
9.273 |
PP |
8.922 |
8.922 |
8.922 |
8.979 |
S1 |
8.694 |
8.694 |
8.888 |
8.808 |
S2 |
8.457 |
8.457 |
8.846 |
|
S3 |
7.992 |
8.229 |
8.803 |
|
S4 |
7.527 |
7.764 |
8.675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.150 |
8.685 |
0.465 |
5.2% |
0.246 |
2.8% |
53% |
True |
False |
507 |
10 |
9.150 |
8.465 |
0.685 |
7.7% |
0.206 |
2.3% |
68% |
True |
False |
742 |
20 |
9.150 |
8.310 |
0.840 |
9.4% |
0.183 |
2.1% |
74% |
True |
False |
701 |
40 |
9.300 |
8.270 |
1.030 |
11.5% |
0.152 |
1.7% |
64% |
False |
False |
531 |
60 |
9.500 |
8.270 |
1.230 |
13.8% |
0.145 |
1.6% |
54% |
False |
False |
555 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.136 |
1.5% |
54% |
False |
False |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.098 |
2.618 |
9.734 |
1.618 |
9.511 |
1.000 |
9.373 |
0.618 |
9.288 |
HIGH |
9.150 |
0.618 |
9.065 |
0.500 |
9.039 |
0.382 |
9.012 |
LOW |
8.927 |
0.618 |
8.789 |
1.000 |
8.704 |
1.618 |
8.566 |
2.618 |
8.343 |
4.250 |
7.979 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.039 |
8.990 |
PP |
9.003 |
8.970 |
S1 |
8.967 |
8.951 |
|