NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.686 |
7.750 |
0.064 |
0.8% |
8.340 |
High |
7.754 |
7.960 |
0.206 |
2.7% |
8.340 |
Low |
7.504 |
7.675 |
0.171 |
2.3% |
7.504 |
Close |
7.713 |
7.897 |
0.184 |
2.4% |
7.897 |
Range |
0.250 |
0.285 |
0.035 |
14.0% |
0.836 |
ATR |
0.308 |
0.307 |
-0.002 |
-0.5% |
0.000 |
Volume |
76,324 |
65,640 |
-10,684 |
-14.0% |
302,474 |
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.699 |
8.583 |
8.054 |
|
R3 |
8.414 |
8.298 |
7.975 |
|
R2 |
8.129 |
8.129 |
7.949 |
|
R1 |
8.013 |
8.013 |
7.923 |
8.071 |
PP |
7.844 |
7.844 |
7.844 |
7.873 |
S1 |
7.728 |
7.728 |
7.871 |
7.786 |
S2 |
7.559 |
7.559 |
7.845 |
|
S3 |
7.274 |
7.443 |
7.819 |
|
S4 |
6.989 |
7.158 |
7.740 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.422 |
9.995 |
8.357 |
|
R3 |
9.586 |
9.159 |
8.127 |
|
R2 |
8.750 |
8.750 |
8.050 |
|
R1 |
8.323 |
8.323 |
7.974 |
8.119 |
PP |
7.914 |
7.914 |
7.914 |
7.811 |
S1 |
7.487 |
7.487 |
7.820 |
7.283 |
S2 |
7.078 |
7.078 |
7.744 |
|
S3 |
6.242 |
6.651 |
7.667 |
|
S4 |
5.406 |
5.815 |
7.437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.340 |
7.504 |
0.836 |
10.6% |
0.351 |
4.4% |
47% |
False |
False |
60,494 |
10 |
8.712 |
7.504 |
1.208 |
15.3% |
0.349 |
4.4% |
33% |
False |
False |
59,552 |
20 |
8.712 |
7.365 |
1.347 |
17.1% |
0.310 |
3.9% |
39% |
False |
False |
43,615 |
40 |
8.712 |
7.365 |
1.347 |
17.1% |
0.271 |
3.4% |
39% |
False |
False |
32,876 |
60 |
8.712 |
7.165 |
1.547 |
19.6% |
0.255 |
3.2% |
47% |
False |
False |
24,429 |
80 |
8.800 |
7.165 |
1.635 |
20.7% |
0.249 |
3.2% |
45% |
False |
False |
19,562 |
100 |
8.967 |
7.165 |
1.802 |
22.8% |
0.240 |
3.0% |
41% |
False |
False |
16,304 |
120 |
9.838 |
7.165 |
2.673 |
33.8% |
0.226 |
2.9% |
27% |
False |
False |
13,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.171 |
2.618 |
8.706 |
1.618 |
8.421 |
1.000 |
8.245 |
0.618 |
8.136 |
HIGH |
7.960 |
0.618 |
7.851 |
0.500 |
7.818 |
0.382 |
7.784 |
LOW |
7.675 |
0.618 |
7.499 |
1.000 |
7.390 |
1.618 |
7.214 |
2.618 |
6.929 |
4.250 |
6.464 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.871 |
7.844 |
PP |
7.844 |
7.790 |
S1 |
7.818 |
7.737 |
|