NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.478 |
7.550 |
0.072 |
1.0% |
8.045 |
High |
7.683 |
7.740 |
0.057 |
0.7% |
8.130 |
Low |
7.420 |
7.465 |
0.045 |
0.6% |
7.420 |
Close |
7.550 |
7.700 |
0.150 |
2.0% |
7.700 |
Range |
0.263 |
0.275 |
0.012 |
4.6% |
0.710 |
ATR |
0.310 |
0.307 |
-0.002 |
-0.8% |
0.000 |
Volume |
49,713 |
38,491 |
-11,222 |
-22.6% |
183,355 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.460 |
8.355 |
7.851 |
|
R3 |
8.185 |
8.080 |
7.776 |
|
R2 |
7.910 |
7.910 |
7.750 |
|
R1 |
7.805 |
7.805 |
7.725 |
7.858 |
PP |
7.635 |
7.635 |
7.635 |
7.661 |
S1 |
7.530 |
7.530 |
7.675 |
7.583 |
S2 |
7.360 |
7.360 |
7.650 |
|
S3 |
7.085 |
7.255 |
7.624 |
|
S4 |
6.810 |
6.980 |
7.549 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.880 |
9.500 |
8.091 |
|
R3 |
9.170 |
8.790 |
7.895 |
|
R2 |
8.460 |
8.460 |
7.830 |
|
R1 |
8.080 |
8.080 |
7.765 |
7.915 |
PP |
7.750 |
7.750 |
7.750 |
7.668 |
S1 |
7.370 |
7.370 |
7.635 |
7.205 |
S2 |
7.040 |
7.040 |
7.570 |
|
S3 |
6.330 |
6.660 |
7.505 |
|
S4 |
5.620 |
5.950 |
7.310 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.130 |
7.420 |
0.710 |
9.2% |
0.323 |
4.2% |
39% |
False |
False |
47,087 |
10 |
8.130 |
7.420 |
0.710 |
9.2% |
0.303 |
3.9% |
39% |
False |
False |
52,878 |
20 |
8.712 |
7.420 |
1.292 |
16.8% |
0.320 |
4.2% |
22% |
False |
False |
54,382 |
40 |
8.712 |
7.365 |
1.347 |
17.5% |
0.280 |
3.6% |
25% |
False |
False |
41,714 |
60 |
8.712 |
7.165 |
1.547 |
20.1% |
0.270 |
3.5% |
35% |
False |
False |
31,287 |
80 |
8.800 |
7.165 |
1.635 |
21.2% |
0.259 |
3.4% |
33% |
False |
False |
24,964 |
100 |
8.800 |
7.165 |
1.635 |
21.2% |
0.251 |
3.3% |
33% |
False |
False |
20,583 |
120 |
9.830 |
7.165 |
2.665 |
34.6% |
0.239 |
3.1% |
20% |
False |
False |
17,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.909 |
2.618 |
8.460 |
1.618 |
8.185 |
1.000 |
8.015 |
0.618 |
7.910 |
HIGH |
7.740 |
0.618 |
7.635 |
0.500 |
7.603 |
0.382 |
7.570 |
LOW |
7.465 |
0.618 |
7.295 |
1.000 |
7.190 |
1.618 |
7.020 |
2.618 |
6.745 |
4.250 |
6.296 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.668 |
7.662 |
PP |
7.635 |
7.624 |
S1 |
7.603 |
7.587 |
|