NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 29-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.795 |
7.842 |
0.047 |
0.6% |
7.739 |
High |
7.846 |
8.020 |
0.174 |
2.2% |
7.846 |
Low |
7.675 |
7.819 |
0.144 |
1.9% |
7.365 |
Close |
7.808 |
7.974 |
0.166 |
2.1% |
7.808 |
Range |
0.171 |
0.201 |
0.030 |
17.5% |
0.481 |
ATR |
0.251 |
0.248 |
-0.003 |
-1.1% |
0.000 |
Volume |
28,984 |
27,181 |
-1,803 |
-6.2% |
147,071 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.541 |
8.458 |
8.085 |
|
R3 |
8.340 |
8.257 |
8.029 |
|
R2 |
8.139 |
8.139 |
8.011 |
|
R1 |
8.056 |
8.056 |
7.992 |
8.098 |
PP |
7.938 |
7.938 |
7.938 |
7.958 |
S1 |
7.855 |
7.855 |
7.956 |
7.897 |
S2 |
7.737 |
7.737 |
7.937 |
|
S3 |
7.536 |
7.654 |
7.919 |
|
S4 |
7.335 |
7.453 |
7.863 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.116 |
8.943 |
8.073 |
|
R3 |
8.635 |
8.462 |
7.940 |
|
R2 |
8.154 |
8.154 |
7.896 |
|
R1 |
7.981 |
7.981 |
7.852 |
8.068 |
PP |
7.673 |
7.673 |
7.673 |
7.716 |
S1 |
7.500 |
7.500 |
7.764 |
7.587 |
S2 |
7.192 |
7.192 |
7.720 |
|
S3 |
6.711 |
7.019 |
7.676 |
|
S4 |
6.230 |
6.538 |
7.543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.020 |
7.365 |
0.655 |
8.2% |
0.242 |
3.0% |
93% |
True |
False |
30,761 |
10 |
8.256 |
7.365 |
0.891 |
11.2% |
0.262 |
3.3% |
68% |
False |
False |
28,702 |
20 |
8.256 |
7.365 |
0.891 |
11.2% |
0.240 |
3.0% |
68% |
False |
False |
30,726 |
40 |
8.256 |
7.165 |
1.091 |
13.7% |
0.246 |
3.1% |
74% |
False |
False |
20,937 |
60 |
8.800 |
7.165 |
1.635 |
20.5% |
0.238 |
3.0% |
49% |
False |
False |
15,970 |
80 |
8.800 |
7.165 |
1.635 |
20.5% |
0.233 |
2.9% |
49% |
False |
False |
12,788 |
100 |
9.830 |
7.165 |
2.665 |
33.4% |
0.224 |
2.8% |
30% |
False |
False |
10,826 |
120 |
9.912 |
7.165 |
2.747 |
34.4% |
0.208 |
2.6% |
29% |
False |
False |
9,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.874 |
2.618 |
8.546 |
1.618 |
8.345 |
1.000 |
8.221 |
0.618 |
8.144 |
HIGH |
8.020 |
0.618 |
7.943 |
0.500 |
7.920 |
0.382 |
7.896 |
LOW |
7.819 |
0.618 |
7.695 |
1.000 |
7.618 |
1.618 |
7.494 |
2.618 |
7.293 |
4.250 |
6.965 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.956 |
7.913 |
PP |
7.938 |
7.851 |
S1 |
7.920 |
7.790 |
|