NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.140 |
9.157 |
0.017 |
0.2% |
8.835 |
High |
9.150 |
9.170 |
0.020 |
0.2% |
9.150 |
Low |
8.927 |
8.970 |
0.043 |
0.5% |
8.685 |
Close |
8.931 |
8.991 |
0.060 |
0.7% |
8.931 |
Range |
0.223 |
0.200 |
-0.023 |
-10.3% |
0.465 |
ATR |
0.212 |
0.214 |
0.002 |
0.9% |
0.000 |
Volume |
1,479 |
82 |
-1,397 |
-94.5% |
2,538 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.644 |
9.517 |
9.101 |
|
R3 |
9.444 |
9.317 |
9.046 |
|
R2 |
9.244 |
9.244 |
9.028 |
|
R1 |
9.117 |
9.117 |
9.009 |
9.081 |
PP |
9.044 |
9.044 |
9.044 |
9.025 |
S1 |
8.917 |
8.917 |
8.973 |
8.881 |
S2 |
8.844 |
8.844 |
8.954 |
|
S3 |
8.644 |
8.717 |
8.936 |
|
S4 |
8.444 |
8.517 |
8.881 |
|
|
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 |
9.170 |
8.697 |
0.473 |
5.3% |
0.249 |
2.8% |
62% |
True |
False |
474 |
10 |
9.170 |
8.465 |
0.705 |
7.8% |
0.210 |
2.3% |
75% |
True |
False |
604 |
20 |
9.170 |
8.320 |
0.850 |
9.5% |
0.186 |
2.1% |
79% |
True |
False |
693 |
40 |
9.300 |
8.270 |
1.030 |
11.5% |
0.155 |
1.7% |
70% |
False |
False |
521 |
60 |
9.500 |
8.270 |
1.230 |
13.7% |
0.143 |
1.6% |
59% |
False |
False |
555 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.137 |
1.5% |
59% |
False |
False |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.020 |
2.618 |
9.694 |
1.618 |
9.494 |
1.000 |
9.370 |
0.618 |
9.294 |
HIGH |
9.170 |
0.618 |
9.094 |
0.500 |
9.070 |
0.382 |
9.046 |
LOW |
8.970 |
0.618 |
8.846 |
1.000 |
8.770 |
1.618 |
8.646 |
2.618 |
8.446 |
4.250 |
8.120 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.070 |
9.000 |
PP |
9.044 |
8.997 |
S1 |
9.017 |
8.994 |
|