NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.157 |
9.045 |
-0.112 |
-1.2% |
8.835 |
High |
9.170 |
9.050 |
-0.120 |
-1.3% |
9.150 |
Low |
8.970 |
8.940 |
-0.030 |
-0.3% |
8.685 |
Close |
8.991 |
9.014 |
0.023 |
0.3% |
8.931 |
Range |
0.200 |
0.110 |
-0.090 |
-45.0% |
0.465 |
ATR |
0.214 |
0.207 |
-0.007 |
-3.5% |
0.000 |
Volume |
82 |
432 |
350 |
426.8% |
2,538 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.331 |
9.283 |
9.075 |
|
R3 |
9.221 |
9.173 |
9.044 |
|
R2 |
9.111 |
9.111 |
9.034 |
|
R1 |
9.063 |
9.063 |
9.024 |
9.032 |
PP |
9.001 |
9.001 |
9.001 |
8.986 |
S1 |
8.953 |
8.953 |
9.004 |
8.922 |
S2 |
8.891 |
8.891 |
8.994 |
|
S3 |
8.781 |
8.843 |
8.984 |
|
S4 |
8.671 |
8.733 |
8.954 |
|
|
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 |
8.830 |
0.340 |
3.8% |
0.209 |
2.3% |
54% |
False |
False |
530 |
10 |
9.170 |
8.465 |
0.705 |
7.8% |
0.195 |
2.2% |
78% |
False |
False |
575 |
20 |
9.170 |
8.320 |
0.850 |
9.4% |
0.190 |
2.1% |
82% |
False |
False |
710 |
40 |
9.250 |
8.270 |
0.980 |
10.9% |
0.157 |
1.7% |
76% |
False |
False |
512 |
60 |
9.500 |
8.270 |
1.230 |
13.6% |
0.139 |
1.5% |
60% |
False |
False |
559 |
80 |
9.500 |
8.270 |
1.230 |
13.6% |
0.135 |
1.5% |
60% |
False |
False |
545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.518 |
2.618 |
9.338 |
1.618 |
9.228 |
1.000 |
9.160 |
0.618 |
9.118 |
HIGH |
9.050 |
0.618 |
9.008 |
0.500 |
8.995 |
0.382 |
8.982 |
LOW |
8.940 |
0.618 |
8.872 |
1.000 |
8.830 |
1.618 |
8.762 |
2.618 |
8.652 |
4.250 |
8.473 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.008 |
9.049 |
PP |
9.001 |
9.037 |
S1 |
8.995 |
9.026 |
|