NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.760 |
8.038 |
0.278 |
3.6% |
7.750 |
High |
8.056 |
8.114 |
0.058 |
0.7% |
7.896 |
Low |
7.760 |
7.870 |
0.110 |
1.4% |
7.536 |
Close |
8.012 |
7.942 |
-0.070 |
-0.9% |
7.681 |
Range |
0.296 |
0.244 |
-0.052 |
-17.6% |
0.360 |
ATR |
0.236 |
0.236 |
0.001 |
0.3% |
0.000 |
Volume |
16,941 |
30,049 |
13,108 |
77.4% |
224,728 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.707 |
8.569 |
8.076 |
|
R3 |
8.463 |
8.325 |
8.009 |
|
R2 |
8.219 |
8.219 |
7.987 |
|
R1 |
8.081 |
8.081 |
7.964 |
8.028 |
PP |
7.975 |
7.975 |
7.975 |
7.949 |
S1 |
7.837 |
7.837 |
7.920 |
7.784 |
S2 |
7.731 |
7.731 |
7.897 |
|
S3 |
7.487 |
7.593 |
7.875 |
|
S4 |
7.243 |
7.349 |
7.808 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.784 |
8.593 |
7.879 |
|
R3 |
8.424 |
8.233 |
7.780 |
|
R2 |
8.064 |
8.064 |
7.747 |
|
R1 |
7.873 |
7.873 |
7.714 |
7.789 |
PP |
7.704 |
7.704 |
7.704 |
7.662 |
S1 |
7.513 |
7.513 |
7.648 |
7.429 |
S2 |
7.344 |
7.344 |
7.615 |
|
S3 |
6.984 |
7.153 |
7.582 |
|
S4 |
6.624 |
6.793 |
7.483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.114 |
7.536 |
0.578 |
7.3% |
0.204 |
2.6% |
70% |
True |
False |
36,560 |
10 |
8.130 |
7.536 |
0.594 |
7.5% |
0.217 |
2.7% |
68% |
False |
False |
33,391 |
20 |
8.130 |
7.484 |
0.646 |
8.1% |
0.229 |
2.9% |
71% |
False |
False |
23,488 |
40 |
8.130 |
7.165 |
0.965 |
12.2% |
0.226 |
2.8% |
81% |
False |
False |
15,579 |
60 |
8.800 |
7.165 |
1.635 |
20.6% |
0.232 |
2.9% |
48% |
False |
False |
12,230 |
80 |
8.801 |
7.165 |
1.636 |
20.6% |
0.226 |
2.8% |
47% |
False |
False |
9,895 |
100 |
9.838 |
7.165 |
2.673 |
33.7% |
0.212 |
2.7% |
29% |
False |
False |
8,363 |
120 |
9.912 |
7.165 |
2.747 |
34.6% |
0.198 |
2.5% |
28% |
False |
False |
7,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.151 |
2.618 |
8.753 |
1.618 |
8.509 |
1.000 |
8.358 |
0.618 |
8.265 |
HIGH |
8.114 |
0.618 |
8.021 |
0.500 |
7.992 |
0.382 |
7.963 |
LOW |
7.870 |
0.618 |
7.719 |
1.000 |
7.626 |
1.618 |
7.475 |
2.618 |
7.231 |
4.250 |
6.833 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.992 |
7.903 |
PP |
7.975 |
7.864 |
S1 |
7.959 |
7.825 |
|