NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 25-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.480 |
7.678 |
0.198 |
2.6% |
7.760 |
High |
7.712 |
7.825 |
0.113 |
1.5% |
8.256 |
Low |
7.422 |
7.560 |
0.138 |
1.9% |
7.715 |
Close |
7.657 |
7.816 |
0.159 |
2.1% |
7.728 |
Range |
0.290 |
0.265 |
-0.025 |
-8.6% |
0.541 |
ATR |
0.256 |
0.257 |
0.001 |
0.2% |
0.000 |
Volume |
34,354 |
32,981 |
-1,373 |
-4.0% |
129,715 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.529 |
8.437 |
7.962 |
|
R3 |
8.264 |
8.172 |
7.889 |
|
R2 |
7.999 |
7.999 |
7.865 |
|
R1 |
7.907 |
7.907 |
7.840 |
7.953 |
PP |
7.734 |
7.734 |
7.734 |
7.757 |
S1 |
7.642 |
7.642 |
7.792 |
7.688 |
S2 |
7.469 |
7.469 |
7.767 |
|
S3 |
7.204 |
7.377 |
7.743 |
|
S4 |
6.939 |
7.112 |
7.670 |
|
|
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 |
8.077 |
7.365 |
0.712 |
9.1% |
0.293 |
3.7% |
63% |
False |
False |
30,038 |
10 |
8.256 |
7.365 |
0.891 |
11.4% |
0.271 |
3.5% |
51% |
False |
False |
29,534 |
20 |
8.256 |
7.365 |
0.891 |
11.4% |
0.239 |
3.1% |
51% |
False |
False |
29,046 |
40 |
8.256 |
7.165 |
1.091 |
14.0% |
0.245 |
3.1% |
60% |
False |
False |
19,739 |
60 |
8.800 |
7.165 |
1.635 |
20.9% |
0.239 |
3.1% |
40% |
False |
False |
15,158 |
80 |
8.800 |
7.165 |
1.635 |
20.9% |
0.234 |
3.0% |
40% |
False |
False |
12,134 |
100 |
9.830 |
7.165 |
2.665 |
34.1% |
0.222 |
2.8% |
24% |
False |
False |
10,302 |
120 |
9.912 |
7.165 |
2.747 |
35.1% |
0.207 |
2.7% |
24% |
False |
False |
8,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.951 |
2.618 |
8.519 |
1.618 |
8.254 |
1.000 |
8.090 |
0.618 |
7.989 |
HIGH |
7.825 |
0.618 |
7.724 |
0.500 |
7.693 |
0.382 |
7.661 |
LOW |
7.560 |
0.618 |
7.396 |
1.000 |
7.295 |
1.618 |
7.131 |
2.618 |
6.866 |
4.250 |
6.434 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.775 |
7.742 |
PP |
7.734 |
7.669 |
S1 |
7.693 |
7.595 |
|