NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 28-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
7.701 |
7.597 |
-0.104 |
-1.4% |
8.045 |
High |
7.764 |
7.600 |
-0.164 |
-2.1% |
8.130 |
Low |
7.520 |
7.180 |
-0.340 |
-4.5% |
7.420 |
Close |
7.557 |
7.203 |
-0.354 |
-4.7% |
7.700 |
Range |
0.244 |
0.420 |
0.176 |
72.1% |
0.710 |
ATR |
0.303 |
0.312 |
0.008 |
2.7% |
0.000 |
Volume |
51,765 |
54,564 |
2,799 |
5.4% |
183,355 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.588 |
8.315 |
7.434 |
|
R3 |
8.168 |
7.895 |
7.319 |
|
R2 |
7.748 |
7.748 |
7.280 |
|
R1 |
7.475 |
7.475 |
7.242 |
7.402 |
PP |
7.328 |
7.328 |
7.328 |
7.291 |
S1 |
7.055 |
7.055 |
7.165 |
6.982 |
S2 |
6.908 |
6.908 |
7.126 |
|
S3 |
6.488 |
6.635 |
7.088 |
|
S4 |
6.068 |
6.215 |
6.972 |
|
|
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 |
7.969 |
7.180 |
0.789 |
11.0% |
0.303 |
4.2% |
3% |
False |
True |
41,181 |
10 |
8.130 |
7.180 |
0.950 |
13.2% |
0.313 |
4.3% |
2% |
False |
True |
47,694 |
20 |
8.712 |
7.180 |
1.532 |
21.3% |
0.339 |
4.7% |
2% |
False |
True |
54,734 |
40 |
8.712 |
7.180 |
1.532 |
21.3% |
0.289 |
4.0% |
2% |
False |
True |
43,501 |
60 |
8.712 |
7.165 |
1.547 |
21.5% |
0.276 |
3.8% |
2% |
False |
False |
33,054 |
80 |
8.800 |
7.165 |
1.635 |
22.7% |
0.264 |
3.7% |
2% |
False |
False |
26,294 |
100 |
8.800 |
7.165 |
1.635 |
22.7% |
0.254 |
3.5% |
2% |
False |
False |
21,699 |
120 |
9.830 |
7.165 |
2.665 |
37.0% |
0.244 |
3.4% |
1% |
False |
False |
18,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.385 |
2.618 |
8.700 |
1.618 |
8.280 |
1.000 |
8.020 |
0.618 |
7.860 |
HIGH |
7.600 |
0.618 |
7.440 |
0.500 |
7.390 |
0.382 |
7.340 |
LOW |
7.180 |
0.618 |
6.920 |
1.000 |
6.760 |
1.618 |
6.500 |
2.618 |
6.080 |
4.250 |
5.395 |
|
|
Fisher Pivots for day following 28-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
7.390 |
7.575 |
PP |
7.328 |
7.451 |
S1 |
7.265 |
7.327 |
|