NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 31-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.986 |
7.991 |
0.005 |
0.1% |
7.739 |
High |
8.175 |
8.475 |
0.300 |
3.7% |
7.846 |
Low |
7.940 |
7.991 |
0.051 |
0.6% |
7.365 |
Close |
8.021 |
8.330 |
0.309 |
3.9% |
7.808 |
Range |
0.235 |
0.484 |
0.249 |
106.0% |
0.481 |
ATR |
0.247 |
0.264 |
0.017 |
6.9% |
0.000 |
Volume |
54,487 |
63,337 |
8,850 |
16.2% |
147,071 |
|
Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.717 |
9.508 |
8.596 |
|
R3 |
9.233 |
9.024 |
8.463 |
|
R2 |
8.749 |
8.749 |
8.419 |
|
R1 |
8.540 |
8.540 |
8.374 |
8.645 |
PP |
8.265 |
8.265 |
8.265 |
8.318 |
S1 |
8.056 |
8.056 |
8.286 |
8.161 |
S2 |
7.781 |
7.781 |
8.241 |
|
S3 |
7.297 |
7.572 |
8.197 |
|
S4 |
6.813 |
7.088 |
8.064 |
|
|
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 |
8.475 |
7.560 |
0.915 |
11.0% |
0.271 |
3.3% |
84% |
True |
False |
41,394 |
10 |
8.475 |
7.365 |
1.110 |
13.3% |
0.286 |
3.4% |
87% |
True |
False |
34,830 |
20 |
8.475 |
7.365 |
1.110 |
13.3% |
0.250 |
3.0% |
87% |
True |
False |
34,004 |
40 |
8.475 |
7.165 |
1.310 |
15.7% |
0.253 |
3.0% |
89% |
True |
False |
23,531 |
60 |
8.800 |
7.165 |
1.635 |
19.6% |
0.245 |
2.9% |
71% |
False |
False |
17,758 |
80 |
8.800 |
7.165 |
1.635 |
19.6% |
0.236 |
2.8% |
71% |
False |
False |
14,189 |
100 |
9.830 |
7.165 |
2.665 |
32.0% |
0.229 |
2.8% |
44% |
False |
False |
11,981 |
120 |
9.912 |
7.165 |
2.747 |
33.0% |
0.213 |
2.6% |
42% |
False |
False |
10,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.532 |
2.618 |
9.742 |
1.618 |
9.258 |
1.000 |
8.959 |
0.618 |
8.774 |
HIGH |
8.475 |
0.618 |
8.290 |
0.500 |
8.233 |
0.382 |
8.176 |
LOW |
7.991 |
0.618 |
7.692 |
1.000 |
7.507 |
1.618 |
7.208 |
2.618 |
6.724 |
4.250 |
5.934 |
|
|
Fisher Pivots for day following 31-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
8.298 |
8.269 |
PP |
8.265 |
8.208 |
S1 |
8.233 |
8.147 |
|