NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.771 |
7.710 |
-0.061 |
-0.8% |
7.855 |
High |
7.885 |
8.049 |
0.164 |
2.1% |
8.123 |
Low |
7.650 |
7.650 |
0.000 |
0.0% |
7.650 |
Close |
7.700 |
8.001 |
0.301 |
3.9% |
8.001 |
Range |
0.235 |
0.399 |
0.164 |
69.8% |
0.473 |
ATR |
0.300 |
0.307 |
0.007 |
2.4% |
0.000 |
Volume |
61,150 |
52,084 |
-9,066 |
-14.8% |
279,790 |
|
Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.097 |
8.948 |
8.220 |
|
R3 |
8.698 |
8.549 |
8.111 |
|
R2 |
8.299 |
8.299 |
8.074 |
|
R1 |
8.150 |
8.150 |
8.038 |
8.225 |
PP |
7.900 |
7.900 |
7.900 |
7.937 |
S1 |
7.751 |
7.751 |
7.964 |
7.826 |
S2 |
7.501 |
7.501 |
7.928 |
|
S3 |
7.102 |
7.352 |
7.891 |
|
S4 |
6.703 |
6.953 |
7.782 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.344 |
9.145 |
8.261 |
|
R3 |
8.871 |
8.672 |
8.131 |
|
R2 |
8.398 |
8.398 |
8.088 |
|
R1 |
8.199 |
8.199 |
8.044 |
8.299 |
PP |
7.925 |
7.925 |
7.925 |
7.974 |
S1 |
7.726 |
7.726 |
7.958 |
7.826 |
S2 |
7.452 |
7.452 |
7.914 |
|
S3 |
6.979 |
7.253 |
7.871 |
|
S4 |
6.506 |
6.780 |
7.741 |
|
|
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 |
5.9% |
0.305 |
3.8% |
74% |
False |
True |
55,958 |
10 |
8.340 |
7.504 |
0.836 |
10.4% |
0.328 |
4.1% |
59% |
False |
False |
58,226 |
20 |
8.712 |
7.365 |
1.347 |
16.8% |
0.314 |
3.9% |
47% |
False |
False |
51,119 |
40 |
8.712 |
7.365 |
1.347 |
16.8% |
0.270 |
3.4% |
47% |
False |
False |
38,326 |
60 |
8.712 |
7.165 |
1.547 |
19.3% |
0.262 |
3.3% |
54% |
False |
False |
28,557 |
80 |
8.800 |
7.165 |
1.635 |
20.4% |
0.257 |
3.2% |
51% |
False |
False |
22,852 |
100 |
8.800 |
7.165 |
1.635 |
20.4% |
0.245 |
3.1% |
51% |
False |
False |
18,804 |
120 |
9.838 |
7.165 |
2.673 |
33.4% |
0.234 |
2.9% |
31% |
False |
False |
16,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.745 |
2.618 |
9.094 |
1.618 |
8.695 |
1.000 |
8.448 |
0.618 |
8.296 |
HIGH |
8.049 |
0.618 |
7.897 |
0.500 |
7.850 |
0.382 |
7.802 |
LOW |
7.650 |
0.618 |
7.403 |
1.000 |
7.251 |
1.618 |
7.004 |
2.618 |
6.605 |
4.250 |
5.954 |
|
|
Fisher Pivots for day following 16-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.951 |
7.954 |
PP |
7.900 |
7.907 |
S1 |
7.850 |
7.860 |
|