NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
8.340 |
7.944 |
-0.396 |
-4.7% |
7.842 |
High |
8.340 |
8.140 |
-0.200 |
-2.4% |
8.712 |
Low |
7.920 |
7.765 |
-0.155 |
-2.0% |
7.819 |
Close |
7.999 |
7.863 |
-0.136 |
-1.7% |
8.418 |
Range |
0.420 |
0.375 |
-0.045 |
-10.7% |
0.893 |
ATR |
0.299 |
0.304 |
0.005 |
1.8% |
0.000 |
Volume |
50,935 |
43,045 |
-7,890 |
-15.5% |
293,046 |
|
Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.048 |
8.830 |
8.069 |
|
R3 |
8.673 |
8.455 |
7.966 |
|
R2 |
8.298 |
8.298 |
7.932 |
|
R1 |
8.080 |
8.080 |
7.897 |
8.002 |
PP |
7.923 |
7.923 |
7.923 |
7.883 |
S1 |
7.705 |
7.705 |
7.829 |
7.627 |
S2 |
7.548 |
7.548 |
7.794 |
|
S3 |
7.173 |
7.330 |
7.760 |
|
S4 |
6.798 |
6.955 |
7.657 |
|
|
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 |
7.765 |
0.947 |
12.0% |
0.419 |
5.3% |
10% |
False |
True |
61,071 |
10 |
8.712 |
7.422 |
1.290 |
16.4% |
0.326 |
4.1% |
34% |
False |
False |
48,334 |
20 |
8.712 |
7.365 |
1.347 |
17.1% |
0.287 |
3.6% |
37% |
False |
False |
39,981 |
40 |
8.712 |
7.365 |
1.347 |
17.1% |
0.271 |
3.4% |
37% |
False |
False |
28,529 |
60 |
8.800 |
7.165 |
1.635 |
20.8% |
0.255 |
3.2% |
43% |
False |
False |
21,265 |
80 |
8.800 |
7.165 |
1.635 |
20.8% |
0.246 |
3.1% |
43% |
False |
False |
17,085 |
100 |
9.518 |
7.165 |
2.353 |
29.9% |
0.239 |
3.0% |
30% |
False |
False |
14,327 |
120 |
9.838 |
7.165 |
2.673 |
34.0% |
0.220 |
2.8% |
26% |
False |
False |
12,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.734 |
2.618 |
9.122 |
1.618 |
8.747 |
1.000 |
8.515 |
0.618 |
8.372 |
HIGH |
8.140 |
0.618 |
7.997 |
0.500 |
7.953 |
0.382 |
7.908 |
LOW |
7.765 |
0.618 |
7.533 |
1.000 |
7.390 |
1.618 |
7.158 |
2.618 |
6.783 |
4.250 |
6.171 |
|
|
Fisher Pivots for day following 06-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.953 |
8.239 |
PP |
7.923 |
8.113 |
S1 |
7.893 |
7.988 |
|