NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 30-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.842 |
7.986 |
0.144 |
1.8% |
7.739 |
High |
8.020 |
8.175 |
0.155 |
1.9% |
7.846 |
Low |
7.819 |
7.940 |
0.121 |
1.5% |
7.365 |
Close |
7.974 |
8.021 |
0.047 |
0.6% |
7.808 |
Range |
0.201 |
0.235 |
0.034 |
16.9% |
0.481 |
ATR |
0.248 |
0.247 |
-0.001 |
-0.4% |
0.000 |
Volume |
27,181 |
54,487 |
27,306 |
100.5% |
147,071 |
|
Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.750 |
8.621 |
8.150 |
|
R3 |
8.515 |
8.386 |
8.086 |
|
R2 |
8.280 |
8.280 |
8.064 |
|
R1 |
8.151 |
8.151 |
8.043 |
8.216 |
PP |
8.045 |
8.045 |
8.045 |
8.078 |
S1 |
7.916 |
7.916 |
7.999 |
7.981 |
S2 |
7.810 |
7.810 |
7.978 |
|
S3 |
7.575 |
7.681 |
7.956 |
|
S4 |
7.340 |
7.446 |
7.892 |
|
|
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 |
8.175 |
7.422 |
0.753 |
9.4% |
0.232 |
2.9% |
80% |
True |
False |
35,597 |
10 |
8.256 |
7.365 |
0.891 |
11.1% |
0.261 |
3.3% |
74% |
False |
False |
31,146 |
20 |
8.256 |
7.365 |
0.891 |
11.1% |
0.239 |
3.0% |
74% |
False |
False |
32,268 |
40 |
8.256 |
7.165 |
1.091 |
13.6% |
0.245 |
3.1% |
78% |
False |
False |
22,214 |
60 |
8.800 |
7.165 |
1.635 |
20.4% |
0.239 |
3.0% |
52% |
False |
False |
16,814 |
80 |
8.800 |
7.165 |
1.635 |
20.4% |
0.233 |
2.9% |
52% |
False |
False |
13,440 |
100 |
9.830 |
7.165 |
2.665 |
33.2% |
0.225 |
2.8% |
32% |
False |
False |
11,358 |
120 |
9.912 |
7.165 |
2.747 |
34.2% |
0.209 |
2.6% |
31% |
False |
False |
9,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.174 |
2.618 |
8.790 |
1.618 |
8.555 |
1.000 |
8.410 |
0.618 |
8.320 |
HIGH |
8.175 |
0.618 |
8.085 |
0.500 |
8.058 |
0.382 |
8.030 |
LOW |
7.940 |
0.618 |
7.795 |
1.000 |
7.705 |
1.618 |
7.560 |
2.618 |
7.325 |
4.250 |
6.941 |
|
|
Fisher Pivots for day following 30-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8.058 |
7.989 |
PP |
8.045 |
7.957 |
S1 |
8.033 |
7.925 |
|