NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.945 |
8.100 |
0.155 |
2.0% |
7.750 |
High |
8.142 |
8.256 |
0.114 |
1.4% |
7.896 |
Low |
7.903 |
7.953 |
0.050 |
0.6% |
7.536 |
Close |
8.103 |
8.081 |
-0.022 |
-0.3% |
7.681 |
Range |
0.239 |
0.303 |
0.064 |
26.8% |
0.360 |
ATR |
0.236 |
0.241 |
0.005 |
2.0% |
0.000 |
Volume |
26,495 |
24,123 |
-2,372 |
-9.0% |
224,728 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.006 |
8.846 |
8.248 |
|
R3 |
8.703 |
8.543 |
8.164 |
|
R2 |
8.400 |
8.400 |
8.137 |
|
R1 |
8.240 |
8.240 |
8.109 |
8.169 |
PP |
8.097 |
8.097 |
8.097 |
8.061 |
S1 |
7.937 |
7.937 |
8.053 |
7.866 |
S2 |
7.794 |
7.794 |
8.025 |
|
S3 |
7.491 |
7.634 |
7.998 |
|
S4 |
7.188 |
7.331 |
7.914 |
|
|
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 |
8.256 |
7.536 |
0.720 |
8.9% |
0.248 |
3.1% |
76% |
True |
False |
29,029 |
10 |
8.256 |
7.536 |
0.720 |
8.9% |
0.220 |
2.7% |
76% |
True |
False |
33,731 |
20 |
8.256 |
7.500 |
0.756 |
9.4% |
0.225 |
2.8% |
77% |
True |
False |
24,717 |
40 |
8.256 |
7.165 |
1.091 |
13.5% |
0.231 |
2.9% |
84% |
True |
False |
16,583 |
60 |
8.800 |
7.165 |
1.635 |
20.2% |
0.234 |
2.9% |
56% |
False |
False |
12,962 |
80 |
8.800 |
7.165 |
1.635 |
20.2% |
0.225 |
2.8% |
56% |
False |
False |
10,433 |
100 |
9.838 |
7.165 |
2.673 |
33.1% |
0.215 |
2.7% |
34% |
False |
False |
8,848 |
120 |
9.912 |
7.165 |
2.747 |
34.0% |
0.201 |
2.5% |
33% |
False |
False |
7,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.544 |
2.618 |
9.049 |
1.618 |
8.746 |
1.000 |
8.559 |
0.618 |
8.443 |
HIGH |
8.256 |
0.618 |
8.140 |
0.500 |
8.105 |
0.382 |
8.069 |
LOW |
7.953 |
0.618 |
7.766 |
1.000 |
7.650 |
1.618 |
7.463 |
2.618 |
7.160 |
4.250 |
6.665 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8.105 |
8.075 |
PP |
8.097 |
8.069 |
S1 |
8.089 |
8.063 |
|