NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.750 |
7.680 |
-0.070 |
-0.9% |
7.735 |
High |
7.896 |
7.725 |
-0.171 |
-2.2% |
8.130 |
Low |
7.635 |
7.584 |
-0.051 |
-0.7% |
7.598 |
Close |
7.661 |
7.633 |
-0.028 |
-0.4% |
7.844 |
Range |
0.261 |
0.141 |
-0.120 |
-46.0% |
0.532 |
ATR |
0.248 |
0.240 |
-0.008 |
-3.1% |
0.000 |
Volume |
42,595 |
46,323 |
3,728 |
8.8% |
95,273 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.070 |
7.993 |
7.711 |
|
R3 |
7.929 |
7.852 |
7.672 |
|
R2 |
7.788 |
7.788 |
7.659 |
|
R1 |
7.711 |
7.711 |
7.646 |
7.679 |
PP |
7.647 |
7.647 |
7.647 |
7.632 |
S1 |
7.570 |
7.570 |
7.620 |
7.538 |
S2 |
7.506 |
7.506 |
7.607 |
|
S3 |
7.365 |
7.429 |
7.594 |
|
S4 |
7.224 |
7.288 |
7.555 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.453 |
9.181 |
8.137 |
|
R3 |
8.921 |
8.649 |
7.990 |
|
R2 |
8.389 |
8.389 |
7.942 |
|
R1 |
8.117 |
8.117 |
7.893 |
8.253 |
PP |
7.857 |
7.857 |
7.857 |
7.926 |
S1 |
7.585 |
7.585 |
7.795 |
7.721 |
S2 |
7.325 |
7.325 |
7.746 |
|
S3 |
6.793 |
7.053 |
7.698 |
|
S4 |
6.261 |
6.521 |
7.551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.130 |
7.584 |
0.546 |
7.2% |
0.230 |
3.0% |
9% |
False |
True |
30,222 |
10 |
8.130 |
7.500 |
0.630 |
8.3% |
0.216 |
2.8% |
21% |
False |
False |
22,458 |
20 |
8.130 |
7.484 |
0.646 |
8.5% |
0.256 |
3.3% |
23% |
False |
False |
17,077 |
40 |
8.800 |
7.165 |
1.635 |
21.4% |
0.240 |
3.1% |
29% |
False |
False |
11,907 |
60 |
8.800 |
7.165 |
1.635 |
21.4% |
0.233 |
3.1% |
29% |
False |
False |
9,453 |
80 |
9.518 |
7.165 |
2.353 |
30.8% |
0.227 |
3.0% |
20% |
False |
False |
7,913 |
100 |
9.838 |
7.165 |
2.673 |
35.0% |
0.207 |
2.7% |
18% |
False |
False |
6,589 |
120 |
9.912 |
7.165 |
2.747 |
36.0% |
0.196 |
2.6% |
17% |
False |
False |
5,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.324 |
2.618 |
8.094 |
1.618 |
7.953 |
1.000 |
7.866 |
0.618 |
7.812 |
HIGH |
7.725 |
0.618 |
7.671 |
0.500 |
7.655 |
0.382 |
7.638 |
LOW |
7.584 |
0.618 |
7.497 |
1.000 |
7.443 |
1.618 |
7.356 |
2.618 |
7.215 |
4.250 |
6.985 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.655 |
7.795 |
PP |
7.647 |
7.741 |
S1 |
7.640 |
7.687 |
|