NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.710 |
8.045 |
0.335 |
4.3% |
7.855 |
High |
8.049 |
8.130 |
0.081 |
1.0% |
8.123 |
Low |
7.650 |
7.744 |
0.094 |
1.2% |
7.650 |
Close |
8.001 |
7.787 |
-0.214 |
-2.7% |
8.001 |
Range |
0.399 |
0.386 |
-0.013 |
-3.3% |
0.473 |
ATR |
0.307 |
0.312 |
0.006 |
1.8% |
0.000 |
Volume |
52,084 |
52,151 |
67 |
0.1% |
279,790 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.045 |
8.802 |
7.999 |
|
R3 |
8.659 |
8.416 |
7.893 |
|
R2 |
8.273 |
8.273 |
7.858 |
|
R1 |
8.030 |
8.030 |
7.822 |
7.959 |
PP |
7.887 |
7.887 |
7.887 |
7.851 |
S1 |
7.644 |
7.644 |
7.752 |
7.573 |
S2 |
7.501 |
7.501 |
7.716 |
|
S3 |
7.115 |
7.258 |
7.681 |
|
S4 |
6.729 |
6.872 |
7.575 |
|
|
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 |
8.130 |
7.650 |
0.480 |
6.2% |
0.312 |
4.0% |
29% |
True |
False |
56,912 |
10 |
8.140 |
7.504 |
0.636 |
8.2% |
0.325 |
4.2% |
44% |
False |
False |
58,348 |
20 |
8.712 |
7.365 |
1.347 |
17.3% |
0.321 |
4.1% |
31% |
False |
False |
52,704 |
40 |
8.712 |
7.365 |
1.347 |
17.3% |
0.274 |
3.5% |
31% |
False |
False |
39,358 |
60 |
8.712 |
7.165 |
1.547 |
19.9% |
0.266 |
3.4% |
40% |
False |
False |
29,378 |
80 |
8.800 |
7.165 |
1.635 |
21.0% |
0.259 |
3.3% |
38% |
False |
False |
23,480 |
100 |
8.800 |
7.165 |
1.635 |
21.0% |
0.247 |
3.2% |
38% |
False |
False |
19,312 |
120 |
9.830 |
7.165 |
2.665 |
34.2% |
0.235 |
3.0% |
23% |
False |
False |
16,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.771 |
2.618 |
9.141 |
1.618 |
8.755 |
1.000 |
8.516 |
0.618 |
8.369 |
HIGH |
8.130 |
0.618 |
7.983 |
0.500 |
7.937 |
0.382 |
7.891 |
LOW |
7.744 |
0.618 |
7.505 |
1.000 |
7.358 |
1.618 |
7.119 |
2.618 |
6.733 |
4.250 |
6.104 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.937 |
7.890 |
PP |
7.887 |
7.856 |
S1 |
7.837 |
7.821 |
|