NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 07-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.944 |
7.910 |
-0.034 |
-0.4% |
7.842 |
High |
8.140 |
7.970 |
-0.170 |
-2.1% |
8.712 |
Low |
7.765 |
7.546 |
-0.219 |
-2.8% |
7.819 |
Close |
7.863 |
7.624 |
-0.239 |
-3.0% |
8.418 |
Range |
0.375 |
0.424 |
0.049 |
13.1% |
0.893 |
ATR |
0.304 |
0.313 |
0.009 |
2.8% |
0.000 |
Volume |
43,045 |
66,530 |
23,485 |
54.6% |
293,046 |
|
Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.985 |
8.729 |
7.857 |
|
R3 |
8.561 |
8.305 |
7.741 |
|
R2 |
8.137 |
8.137 |
7.702 |
|
R1 |
7.881 |
7.881 |
7.663 |
7.797 |
PP |
7.713 |
7.713 |
7.713 |
7.672 |
S1 |
7.457 |
7.457 |
7.585 |
7.373 |
S2 |
7.289 |
7.289 |
7.546 |
|
S3 |
6.865 |
7.033 |
7.507 |
|
S4 |
6.441 |
6.609 |
7.391 |
|
|
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 |
7.546 |
1.166 |
15.3% |
0.407 |
5.3% |
7% |
False |
True |
61,710 |
10 |
8.712 |
7.546 |
1.166 |
15.3% |
0.339 |
4.4% |
7% |
False |
True |
51,552 |
20 |
8.712 |
7.365 |
1.347 |
17.7% |
0.301 |
4.0% |
19% |
False |
False |
41,147 |
40 |
8.712 |
7.365 |
1.347 |
17.7% |
0.271 |
3.6% |
19% |
False |
False |
29,924 |
60 |
8.712 |
7.165 |
1.547 |
20.3% |
0.257 |
3.4% |
30% |
False |
False |
22,304 |
80 |
8.800 |
7.165 |
1.635 |
21.4% |
0.248 |
3.2% |
28% |
False |
False |
17,872 |
100 |
9.314 |
7.165 |
2.149 |
28.2% |
0.241 |
3.2% |
21% |
False |
False |
14,972 |
120 |
9.838 |
7.165 |
2.673 |
35.1% |
0.223 |
2.9% |
17% |
False |
False |
12,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.772 |
2.618 |
9.080 |
1.618 |
8.656 |
1.000 |
8.394 |
0.618 |
8.232 |
HIGH |
7.970 |
0.618 |
7.808 |
0.500 |
7.758 |
0.382 |
7.708 |
LOW |
7.546 |
0.618 |
7.284 |
1.000 |
7.122 |
1.618 |
6.860 |
2.618 |
6.436 |
4.250 |
5.744 |
|
|
Fisher Pivots for day following 07-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.758 |
7.943 |
PP |
7.713 |
7.837 |
S1 |
7.669 |
7.730 |
|