NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8.100 |
8.047 |
-0.053 |
-0.7% |
7.760 |
High |
8.256 |
8.077 |
-0.179 |
-2.2% |
8.256 |
Low |
7.953 |
7.715 |
-0.238 |
-3.0% |
7.715 |
Close |
8.081 |
7.728 |
-0.353 |
-4.4% |
7.728 |
Range |
0.303 |
0.362 |
0.059 |
19.5% |
0.541 |
ATR |
0.241 |
0.250 |
0.009 |
3.7% |
0.000 |
Volume |
24,123 |
32,107 |
7,984 |
33.1% |
129,715 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.926 |
8.689 |
7.927 |
|
R3 |
8.564 |
8.327 |
7.828 |
|
R2 |
8.202 |
8.202 |
7.794 |
|
R1 |
7.965 |
7.965 |
7.761 |
7.903 |
PP |
7.840 |
7.840 |
7.840 |
7.809 |
S1 |
7.603 |
7.603 |
7.695 |
7.541 |
S2 |
7.478 |
7.478 |
7.662 |
|
S3 |
7.116 |
7.241 |
7.628 |
|
S4 |
6.754 |
6.879 |
7.529 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.523 |
9.166 |
8.026 |
|
R3 |
8.982 |
8.625 |
7.877 |
|
R2 |
8.441 |
8.441 |
7.827 |
|
R1 |
8.084 |
8.084 |
7.778 |
7.992 |
PP |
7.900 |
7.900 |
7.900 |
7.854 |
S1 |
7.543 |
7.543 |
7.678 |
7.451 |
S2 |
7.359 |
7.359 |
7.629 |
|
S3 |
6.818 |
7.002 |
7.579 |
|
S4 |
6.277 |
6.461 |
7.430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.256 |
7.715 |
0.541 |
7.0% |
0.289 |
3.7% |
2% |
False |
True |
25,943 |
10 |
8.256 |
7.536 |
0.720 |
9.3% |
0.233 |
3.0% |
27% |
False |
False |
35,444 |
20 |
8.256 |
7.500 |
0.756 |
9.8% |
0.225 |
2.9% |
30% |
False |
False |
25,534 |
40 |
8.256 |
7.165 |
1.091 |
14.1% |
0.235 |
3.0% |
52% |
False |
False |
17,277 |
60 |
8.800 |
7.165 |
1.635 |
21.2% |
0.237 |
3.1% |
34% |
False |
False |
13,430 |
80 |
8.800 |
7.165 |
1.635 |
21.2% |
0.227 |
2.9% |
34% |
False |
False |
10,726 |
100 |
9.838 |
7.165 |
2.673 |
34.6% |
0.217 |
2.8% |
21% |
False |
False |
9,152 |
120 |
9.912 |
7.165 |
2.747 |
35.5% |
0.202 |
2.6% |
20% |
False |
False |
7,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.616 |
2.618 |
9.025 |
1.618 |
8.663 |
1.000 |
8.439 |
0.618 |
8.301 |
HIGH |
8.077 |
0.618 |
7.939 |
0.500 |
7.896 |
0.382 |
7.853 |
LOW |
7.715 |
0.618 |
7.491 |
1.000 |
7.353 |
1.618 |
7.129 |
2.618 |
6.767 |
4.250 |
6.177 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.896 |
7.986 |
PP |
7.840 |
7.900 |
S1 |
7.784 |
7.814 |
|