NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 15-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.924 |
7.771 |
-0.153 |
-1.9% |
8.340 |
High |
8.070 |
7.885 |
-0.185 |
-2.3% |
8.340 |
Low |
7.770 |
7.650 |
-0.120 |
-1.5% |
7.504 |
Close |
7.835 |
7.700 |
-0.135 |
-1.7% |
7.897 |
Range |
0.300 |
0.235 |
-0.065 |
-21.7% |
0.836 |
ATR |
0.305 |
0.300 |
-0.005 |
-1.6% |
0.000 |
Volume |
62,659 |
61,150 |
-1,509 |
-2.4% |
302,474 |
|
Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.450 |
8.310 |
7.829 |
|
R3 |
8.215 |
8.075 |
7.765 |
|
R2 |
7.980 |
7.980 |
7.743 |
|
R1 |
7.840 |
7.840 |
7.722 |
7.793 |
PP |
7.745 |
7.745 |
7.745 |
7.721 |
S1 |
7.605 |
7.605 |
7.678 |
7.558 |
S2 |
7.510 |
7.510 |
7.657 |
|
S3 |
7.275 |
7.370 |
7.635 |
|
S4 |
7.040 |
7.135 |
7.571 |
|
|
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 |
7.650 |
0.473 |
6.1% |
0.282 |
3.7% |
11% |
False |
True |
58,669 |
10 |
8.712 |
7.504 |
1.208 |
15.7% |
0.325 |
4.2% |
16% |
False |
False |
61,010 |
20 |
8.712 |
7.365 |
1.347 |
17.5% |
0.313 |
4.1% |
25% |
False |
False |
50,120 |
40 |
8.712 |
7.365 |
1.347 |
17.5% |
0.269 |
3.5% |
25% |
False |
False |
37,418 |
60 |
8.712 |
7.165 |
1.547 |
20.1% |
0.258 |
3.4% |
35% |
False |
False |
27,762 |
80 |
8.800 |
7.165 |
1.635 |
21.2% |
0.254 |
3.3% |
33% |
False |
False |
22,252 |
100 |
8.800 |
7.165 |
1.635 |
21.2% |
0.242 |
3.1% |
33% |
False |
False |
18,370 |
120 |
9.838 |
7.165 |
2.673 |
34.7% |
0.231 |
3.0% |
20% |
False |
False |
15,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.884 |
2.618 |
8.500 |
1.618 |
8.265 |
1.000 |
8.120 |
0.618 |
8.030 |
HIGH |
7.885 |
0.618 |
7.795 |
0.500 |
7.768 |
0.382 |
7.740 |
LOW |
7.650 |
0.618 |
7.505 |
1.000 |
7.415 |
1.618 |
7.270 |
2.618 |
7.035 |
4.250 |
6.651 |
|
|
Fisher Pivots for day following 15-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.768 |
7.887 |
PP |
7.745 |
7.824 |
S1 |
7.723 |
7.762 |
|