NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.910 |
7.686 |
-0.224 |
-2.8% |
7.842 |
High |
7.970 |
7.754 |
-0.216 |
-2.7% |
8.712 |
Low |
7.546 |
7.504 |
-0.042 |
-0.6% |
7.819 |
Close |
7.624 |
7.713 |
0.089 |
1.2% |
8.418 |
Range |
0.424 |
0.250 |
-0.174 |
-41.0% |
0.893 |
ATR |
0.313 |
0.308 |
-0.004 |
-1.4% |
0.000 |
Volume |
66,530 |
76,324 |
9,794 |
14.7% |
293,046 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.407 |
8.310 |
7.851 |
|
R3 |
8.157 |
8.060 |
7.782 |
|
R2 |
7.907 |
7.907 |
7.759 |
|
R1 |
7.810 |
7.810 |
7.736 |
7.859 |
PP |
7.657 |
7.657 |
7.657 |
7.681 |
S1 |
7.560 |
7.560 |
7.690 |
7.609 |
S2 |
7.407 |
7.407 |
7.667 |
|
S3 |
7.157 |
7.310 |
7.644 |
|
S4 |
6.907 |
7.060 |
7.576 |
|
|
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 |
7.504 |
1.208 |
15.7% |
0.368 |
4.8% |
17% |
False |
True |
63,350 |
10 |
8.712 |
7.504 |
1.208 |
15.7% |
0.338 |
4.4% |
17% |
False |
True |
55,886 |
20 |
8.712 |
7.365 |
1.347 |
17.5% |
0.304 |
3.9% |
26% |
False |
False |
42,710 |
40 |
8.712 |
7.365 |
1.347 |
17.5% |
0.270 |
3.5% |
26% |
False |
False |
31,516 |
60 |
8.712 |
7.165 |
1.547 |
20.1% |
0.255 |
3.3% |
35% |
False |
False |
23,461 |
80 |
8.800 |
7.165 |
1.635 |
21.2% |
0.248 |
3.2% |
34% |
False |
False |
18,791 |
100 |
9.225 |
7.165 |
2.060 |
26.7% |
0.241 |
3.1% |
27% |
False |
False |
15,701 |
120 |
9.838 |
7.165 |
2.673 |
34.7% |
0.225 |
2.9% |
21% |
False |
False |
13,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.817 |
2.618 |
8.409 |
1.618 |
8.159 |
1.000 |
8.004 |
0.618 |
7.909 |
HIGH |
7.754 |
0.618 |
7.659 |
0.500 |
7.629 |
0.382 |
7.600 |
LOW |
7.504 |
0.618 |
7.350 |
1.000 |
7.254 |
1.618 |
7.100 |
2.618 |
6.850 |
4.250 |
6.442 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.685 |
7.822 |
PP |
7.657 |
7.786 |
S1 |
7.629 |
7.749 |
|