NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.680 |
7.700 |
0.020 |
0.3% |
7.735 |
High |
7.725 |
7.767 |
0.042 |
0.5% |
8.130 |
Low |
7.584 |
7.637 |
0.053 |
0.7% |
7.598 |
Close |
7.633 |
7.725 |
0.092 |
1.2% |
7.844 |
Range |
0.141 |
0.130 |
-0.011 |
-7.8% |
0.532 |
ATR |
0.240 |
0.233 |
-0.008 |
-3.2% |
0.000 |
Volume |
46,323 |
43,211 |
-3,112 |
-6.7% |
95,273 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.100 |
8.042 |
7.797 |
|
R3 |
7.970 |
7.912 |
7.761 |
|
R2 |
7.840 |
7.840 |
7.749 |
|
R1 |
7.782 |
7.782 |
7.737 |
7.811 |
PP |
7.710 |
7.710 |
7.710 |
7.724 |
S1 |
7.652 |
7.652 |
7.713 |
7.681 |
S2 |
7.580 |
7.580 |
7.701 |
|
S3 |
7.450 |
7.522 |
7.689 |
|
S4 |
7.320 |
7.392 |
7.654 |
|
|
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 |
8.046 |
7.584 |
0.462 |
6.0% |
0.201 |
2.6% |
31% |
False |
False |
33,139 |
10 |
8.130 |
7.500 |
0.630 |
8.2% |
0.212 |
2.7% |
36% |
False |
False |
25,384 |
20 |
8.130 |
7.484 |
0.646 |
8.4% |
0.241 |
3.1% |
37% |
False |
False |
18,702 |
40 |
8.590 |
7.165 |
1.425 |
18.4% |
0.234 |
3.0% |
39% |
False |
False |
12,883 |
60 |
8.800 |
7.165 |
1.635 |
21.2% |
0.230 |
3.0% |
34% |
False |
False |
10,114 |
80 |
9.314 |
7.165 |
2.149 |
27.8% |
0.225 |
2.9% |
26% |
False |
False |
8,428 |
100 |
9.838 |
7.165 |
2.673 |
34.6% |
0.208 |
2.7% |
21% |
False |
False |
7,017 |
120 |
9.912 |
7.165 |
2.747 |
35.6% |
0.195 |
2.5% |
20% |
False |
False |
5,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.320 |
2.618 |
8.107 |
1.618 |
7.977 |
1.000 |
7.897 |
0.618 |
7.847 |
HIGH |
7.767 |
0.618 |
7.717 |
0.500 |
7.702 |
0.382 |
7.687 |
LOW |
7.637 |
0.618 |
7.557 |
1.000 |
7.507 |
1.618 |
7.427 |
2.618 |
7.297 |
4.250 |
7.085 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.717 |
7.740 |
PP |
7.710 |
7.735 |
S1 |
7.702 |
7.730 |
|