NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.750 |
7.855 |
0.105 |
1.4% |
8.340 |
High |
7.960 |
8.070 |
0.110 |
1.4% |
8.340 |
Low |
7.675 |
7.720 |
0.045 |
0.6% |
7.504 |
Close |
7.897 |
7.961 |
0.064 |
0.8% |
7.897 |
Range |
0.285 |
0.350 |
0.065 |
22.8% |
0.836 |
ATR |
0.307 |
0.310 |
0.003 |
1.0% |
0.000 |
Volume |
65,640 |
47,380 |
-18,260 |
-27.8% |
302,474 |
|
Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.967 |
8.814 |
8.154 |
|
R3 |
8.617 |
8.464 |
8.057 |
|
R2 |
8.267 |
8.267 |
8.025 |
|
R1 |
8.114 |
8.114 |
7.993 |
8.191 |
PP |
7.917 |
7.917 |
7.917 |
7.955 |
S1 |
7.764 |
7.764 |
7.929 |
7.841 |
S2 |
7.567 |
7.567 |
7.897 |
|
S3 |
7.217 |
7.414 |
7.865 |
|
S4 |
6.867 |
7.064 |
7.769 |
|
|
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 |
8.140 |
7.504 |
0.636 |
8.0% |
0.337 |
4.2% |
72% |
False |
False |
59,783 |
10 |
8.712 |
7.504 |
1.208 |
15.2% |
0.364 |
4.6% |
38% |
False |
False |
61,571 |
20 |
8.712 |
7.365 |
1.347 |
16.9% |
0.313 |
3.9% |
44% |
False |
False |
45,137 |
40 |
8.712 |
7.365 |
1.347 |
16.9% |
0.275 |
3.5% |
44% |
False |
False |
33,797 |
60 |
8.712 |
7.165 |
1.547 |
19.4% |
0.254 |
3.2% |
51% |
False |
False |
25,099 |
80 |
8.800 |
7.165 |
1.635 |
20.5% |
0.251 |
3.2% |
49% |
False |
False |
20,127 |
100 |
8.801 |
7.165 |
1.636 |
20.6% |
0.242 |
3.0% |
49% |
False |
False |
16,742 |
120 |
9.838 |
7.165 |
2.673 |
33.6% |
0.228 |
2.9% |
30% |
False |
False |
14,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.558 |
2.618 |
8.986 |
1.618 |
8.636 |
1.000 |
8.420 |
0.618 |
8.286 |
HIGH |
8.070 |
0.618 |
7.936 |
0.500 |
7.895 |
0.382 |
7.854 |
LOW |
7.720 |
0.618 |
7.504 |
1.000 |
7.370 |
1.618 |
7.154 |
2.618 |
6.804 |
4.250 |
6.233 |
|
|
Fisher Pivots for day following 12-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.939 |
7.903 |
PP |
7.917 |
7.845 |
S1 |
7.895 |
7.787 |
|