NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 14-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.914 |
7.924 |
0.010 |
0.1% |
8.340 |
High |
8.123 |
8.070 |
-0.053 |
-0.7% |
8.340 |
Low |
7.882 |
7.770 |
-0.112 |
-1.4% |
7.504 |
Close |
7.949 |
7.835 |
-0.114 |
-1.4% |
7.897 |
Range |
0.241 |
0.300 |
0.059 |
24.5% |
0.836 |
ATR |
0.305 |
0.305 |
0.000 |
-0.1% |
0.000 |
Volume |
56,517 |
62,659 |
6,142 |
10.9% |
302,474 |
|
Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.792 |
8.613 |
8.000 |
|
R3 |
8.492 |
8.313 |
7.918 |
|
R2 |
8.192 |
8.192 |
7.890 |
|
R1 |
8.013 |
8.013 |
7.863 |
7.953 |
PP |
7.892 |
7.892 |
7.892 |
7.861 |
S1 |
7.713 |
7.713 |
7.808 |
7.653 |
S2 |
7.592 |
7.592 |
7.780 |
|
S3 |
7.292 |
7.413 |
7.753 |
|
S4 |
6.992 |
7.113 |
7.670 |
|
|
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 |
8.123 |
7.504 |
0.619 |
7.9% |
0.285 |
3.6% |
53% |
False |
False |
61,704 |
10 |
8.712 |
7.504 |
1.208 |
15.4% |
0.346 |
4.4% |
27% |
False |
False |
61,707 |
20 |
8.712 |
7.365 |
1.347 |
17.2% |
0.316 |
4.0% |
35% |
False |
False |
48,268 |
40 |
8.712 |
7.365 |
1.347 |
17.2% |
0.272 |
3.5% |
35% |
False |
False |
36,175 |
60 |
8.712 |
7.165 |
1.547 |
19.7% |
0.256 |
3.3% |
43% |
False |
False |
26,827 |
80 |
8.800 |
7.165 |
1.635 |
20.9% |
0.252 |
3.2% |
41% |
False |
False |
21,524 |
100 |
8.800 |
7.165 |
1.635 |
20.9% |
0.244 |
3.1% |
41% |
False |
False |
17,778 |
120 |
9.838 |
7.165 |
2.673 |
34.1% |
0.230 |
2.9% |
25% |
False |
False |
15,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.345 |
2.618 |
8.855 |
1.618 |
8.555 |
1.000 |
8.370 |
0.618 |
8.255 |
HIGH |
8.070 |
0.618 |
7.955 |
0.500 |
7.920 |
0.382 |
7.885 |
LOW |
7.770 |
0.618 |
7.585 |
1.000 |
7.470 |
1.618 |
7.285 |
2.618 |
6.985 |
4.250 |
6.495 |
|
|
Fisher Pivots for day following 14-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.920 |
7.922 |
PP |
7.892 |
7.893 |
S1 |
7.863 |
7.864 |
|