NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
8.047 |
7.739 |
-0.308 |
-3.8% |
7.760 |
High |
8.077 |
7.740 |
-0.337 |
-4.2% |
8.256 |
Low |
7.715 |
7.477 |
-0.238 |
-3.1% |
7.715 |
Close |
7.728 |
7.529 |
-0.199 |
-2.6% |
7.728 |
Range |
0.362 |
0.263 |
-0.099 |
-27.3% |
0.541 |
ATR |
0.250 |
0.251 |
0.001 |
0.4% |
0.000 |
Volume |
32,107 |
20,443 |
-11,664 |
-36.3% |
129,715 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.371 |
8.213 |
7.674 |
|
R3 |
8.108 |
7.950 |
7.601 |
|
R2 |
7.845 |
7.845 |
7.577 |
|
R1 |
7.687 |
7.687 |
7.553 |
7.635 |
PP |
7.582 |
7.582 |
7.582 |
7.556 |
S1 |
7.424 |
7.424 |
7.505 |
7.372 |
S2 |
7.319 |
7.319 |
7.481 |
|
S3 |
7.056 |
7.161 |
7.457 |
|
S4 |
6.793 |
6.898 |
7.384 |
|
|
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 |
7.477 |
0.779 |
10.3% |
0.282 |
3.7% |
7% |
False |
True |
26,643 |
10 |
8.256 |
7.477 |
0.779 |
10.3% |
0.233 |
3.1% |
7% |
False |
True |
33,229 |
20 |
8.256 |
7.477 |
0.779 |
10.3% |
0.227 |
3.0% |
7% |
False |
True |
26,013 |
40 |
8.256 |
7.165 |
1.091 |
14.5% |
0.238 |
3.2% |
33% |
False |
False |
17,715 |
60 |
8.800 |
7.165 |
1.635 |
21.7% |
0.239 |
3.2% |
22% |
False |
False |
13,739 |
80 |
8.800 |
7.165 |
1.635 |
21.7% |
0.228 |
3.0% |
22% |
False |
False |
10,964 |
100 |
9.830 |
7.165 |
2.665 |
35.4% |
0.218 |
2.9% |
14% |
False |
False |
9,350 |
120 |
9.912 |
7.165 |
2.747 |
36.5% |
0.203 |
2.7% |
13% |
False |
False |
7,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.858 |
2.618 |
8.429 |
1.618 |
8.166 |
1.000 |
8.003 |
0.618 |
7.903 |
HIGH |
7.740 |
0.618 |
7.640 |
0.500 |
7.609 |
0.382 |
7.577 |
LOW |
7.477 |
0.618 |
7.314 |
1.000 |
7.214 |
1.618 |
7.051 |
2.618 |
6.788 |
4.250 |
6.359 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.609 |
7.867 |
PP |
7.582 |
7.754 |
S1 |
7.556 |
7.642 |
|