NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8.038 |
7.945 |
-0.093 |
-1.2% |
7.750 |
High |
8.114 |
8.142 |
0.028 |
0.3% |
7.896 |
Low |
7.870 |
7.903 |
0.033 |
0.4% |
7.536 |
Close |
7.942 |
8.103 |
0.161 |
2.0% |
7.681 |
Range |
0.244 |
0.239 |
-0.005 |
-2.0% |
0.360 |
ATR |
0.236 |
0.236 |
0.000 |
0.1% |
0.000 |
Volume |
30,049 |
26,495 |
-3,554 |
-11.8% |
224,728 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.766 |
8.674 |
8.234 |
|
R3 |
8.527 |
8.435 |
8.169 |
|
R2 |
8.288 |
8.288 |
8.147 |
|
R1 |
8.196 |
8.196 |
8.125 |
8.242 |
PP |
8.049 |
8.049 |
8.049 |
8.073 |
S1 |
7.957 |
7.957 |
8.081 |
8.003 |
S2 |
7.810 |
7.810 |
8.059 |
|
S3 |
7.571 |
7.718 |
8.037 |
|
S4 |
7.332 |
7.479 |
7.972 |
|
|
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 |
8.142 |
7.536 |
0.606 |
7.5% |
0.226 |
2.8% |
94% |
True |
False |
33,216 |
10 |
8.142 |
7.536 |
0.606 |
7.5% |
0.214 |
2.6% |
94% |
True |
False |
33,178 |
20 |
8.142 |
7.484 |
0.658 |
8.1% |
0.228 |
2.8% |
94% |
True |
False |
24,082 |
40 |
8.142 |
7.165 |
0.977 |
12.1% |
0.226 |
2.8% |
96% |
True |
False |
16,106 |
60 |
8.800 |
7.165 |
1.635 |
20.2% |
0.231 |
2.9% |
57% |
False |
False |
12,609 |
80 |
8.800 |
7.165 |
1.635 |
20.2% |
0.226 |
2.8% |
57% |
False |
False |
10,156 |
100 |
9.838 |
7.165 |
2.673 |
33.0% |
0.213 |
2.6% |
35% |
False |
False |
8,622 |
120 |
9.912 |
7.165 |
2.747 |
33.9% |
0.199 |
2.5% |
34% |
False |
False |
7,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.158 |
2.618 |
8.768 |
1.618 |
8.529 |
1.000 |
8.381 |
0.618 |
8.290 |
HIGH |
8.142 |
0.618 |
8.051 |
0.500 |
8.023 |
0.382 |
7.994 |
LOW |
7.903 |
0.618 |
7.755 |
1.000 |
7.664 |
1.618 |
7.516 |
2.618 |
7.277 |
4.250 |
6.887 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8.076 |
8.052 |
PP |
8.049 |
8.002 |
S1 |
8.023 |
7.951 |
|