NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.739 |
7.541 |
-0.198 |
-2.6% |
7.760 |
High |
7.740 |
7.650 |
-0.090 |
-1.2% |
8.256 |
Low |
7.477 |
7.365 |
-0.112 |
-1.5% |
7.715 |
Close |
7.529 |
7.471 |
-0.058 |
-0.8% |
7.728 |
Range |
0.263 |
0.285 |
0.022 |
8.4% |
0.541 |
ATR |
0.251 |
0.253 |
0.002 |
1.0% |
0.000 |
Volume |
20,443 |
30,309 |
9,866 |
48.3% |
129,715 |
|
Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.350 |
8.196 |
7.628 |
|
R3 |
8.065 |
7.911 |
7.549 |
|
R2 |
7.780 |
7.780 |
7.523 |
|
R1 |
7.626 |
7.626 |
7.497 |
7.561 |
PP |
7.495 |
7.495 |
7.495 |
7.463 |
S1 |
7.341 |
7.341 |
7.445 |
7.276 |
S2 |
7.210 |
7.210 |
7.419 |
|
S3 |
6.925 |
7.056 |
7.393 |
|
S4 |
6.640 |
6.771 |
7.314 |
|
|
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 |
7.365 |
0.891 |
11.9% |
0.290 |
3.9% |
12% |
False |
True |
26,695 |
10 |
8.256 |
7.365 |
0.891 |
11.9% |
0.247 |
3.3% |
12% |
False |
True |
31,627 |
20 |
8.256 |
7.365 |
0.891 |
11.9% |
0.232 |
3.1% |
12% |
False |
True |
27,043 |
40 |
8.256 |
7.165 |
1.091 |
14.6% |
0.241 |
3.2% |
28% |
False |
False |
18,343 |
60 |
8.800 |
7.165 |
1.635 |
21.9% |
0.237 |
3.2% |
19% |
False |
False |
14,177 |
80 |
8.800 |
7.165 |
1.635 |
21.9% |
0.230 |
3.1% |
19% |
False |
False |
11,324 |
100 |
9.830 |
7.165 |
2.665 |
35.7% |
0.220 |
2.9% |
11% |
False |
False |
9,643 |
120 |
9.912 |
7.165 |
2.747 |
36.8% |
0.204 |
2.7% |
11% |
False |
False |
8,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.861 |
2.618 |
8.396 |
1.618 |
8.111 |
1.000 |
7.935 |
0.618 |
7.826 |
HIGH |
7.650 |
0.618 |
7.541 |
0.500 |
7.508 |
0.382 |
7.474 |
LOW |
7.365 |
0.618 |
7.189 |
1.000 |
7.080 |
1.618 |
6.904 |
2.618 |
6.619 |
4.250 |
6.154 |
|
|
Fisher Pivots for day following 23-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.508 |
7.721 |
PP |
7.495 |
7.638 |
S1 |
7.483 |
7.554 |
|