NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
8.373 |
8.639 |
0.266 |
3.2% |
7.842 |
High |
8.677 |
8.712 |
0.035 |
0.4% |
8.712 |
Low |
8.231 |
8.342 |
0.111 |
1.3% |
7.819 |
Close |
8.637 |
8.418 |
-0.219 |
-2.5% |
8.418 |
Range |
0.446 |
0.370 |
-0.076 |
-17.0% |
0.893 |
ATR |
0.277 |
0.284 |
0.007 |
2.4% |
0.000 |
Volume |
68,121 |
79,920 |
11,799 |
17.3% |
293,046 |
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.601 |
9.379 |
8.622 |
|
R3 |
9.231 |
9.009 |
8.520 |
|
R2 |
8.861 |
8.861 |
8.486 |
|
R1 |
8.639 |
8.639 |
8.452 |
8.565 |
PP |
8.491 |
8.491 |
8.491 |
8.454 |
S1 |
8.269 |
8.269 |
8.384 |
8.195 |
S2 |
8.121 |
8.121 |
8.350 |
|
S3 |
7.751 |
7.899 |
8.316 |
|
S4 |
7.381 |
7.529 |
8.215 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.995 |
10.600 |
8.909 |
|
R3 |
10.102 |
9.707 |
8.664 |
|
R2 |
9.209 |
9.209 |
8.582 |
|
R1 |
8.814 |
8.814 |
8.500 |
9.012 |
PP |
8.316 |
8.316 |
8.316 |
8.415 |
S1 |
7.921 |
7.921 |
8.336 |
8.119 |
S2 |
7.423 |
7.423 |
8.254 |
|
S3 |
6.530 |
7.028 |
8.172 |
|
S4 |
5.637 |
6.135 |
7.927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.712 |
7.819 |
0.893 |
10.6% |
0.347 |
4.1% |
67% |
True |
False |
58,609 |
10 |
8.712 |
7.365 |
1.347 |
16.0% |
0.301 |
3.6% |
78% |
True |
False |
44,011 |
20 |
8.712 |
7.365 |
1.347 |
16.0% |
0.267 |
3.2% |
78% |
True |
False |
39,728 |
40 |
8.712 |
7.165 |
1.547 |
18.4% |
0.264 |
3.1% |
81% |
True |
False |
26,688 |
60 |
8.800 |
7.165 |
1.635 |
19.4% |
0.250 |
3.0% |
77% |
False |
False |
19,920 |
80 |
8.800 |
7.165 |
1.635 |
19.4% |
0.241 |
2.9% |
77% |
False |
False |
15,954 |
100 |
9.740 |
7.165 |
2.575 |
30.6% |
0.234 |
2.8% |
49% |
False |
False |
13,423 |
120 |
9.912 |
7.165 |
2.747 |
32.6% |
0.217 |
2.6% |
46% |
False |
False |
11,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.285 |
2.618 |
9.681 |
1.618 |
9.311 |
1.000 |
9.082 |
0.618 |
8.941 |
HIGH |
8.712 |
0.618 |
8.571 |
0.500 |
8.527 |
0.382 |
8.483 |
LOW |
8.342 |
0.618 |
8.113 |
1.000 |
7.972 |
1.618 |
7.743 |
2.618 |
7.373 |
4.250 |
6.770 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
8.527 |
8.396 |
PP |
8.491 |
8.374 |
S1 |
8.454 |
8.352 |
|