NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
8.740 |
8.600 |
-0.140 |
-1.6% |
8.950 |
High |
8.790 |
8.600 |
-0.190 |
-2.2% |
9.000 |
Low |
8.690 |
8.400 |
-0.290 |
-3.3% |
8.690 |
Close |
8.705 |
8.428 |
-0.277 |
-3.2% |
8.705 |
Range |
0.100 |
0.200 |
0.100 |
100.0% |
0.310 |
ATR |
0.150 |
0.161 |
0.011 |
7.3% |
0.000 |
Volume |
293 |
269 |
-24 |
-8.2% |
1,555 |
|
Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.076 |
8.952 |
8.538 |
|
R3 |
8.876 |
8.752 |
8.483 |
|
R2 |
8.676 |
8.676 |
8.465 |
|
R1 |
8.552 |
8.552 |
8.446 |
8.514 |
PP |
8.476 |
8.476 |
8.476 |
8.457 |
S1 |
8.352 |
8.352 |
8.410 |
8.314 |
S2 |
8.276 |
8.276 |
8.391 |
|
S3 |
8.076 |
8.152 |
8.373 |
|
S4 |
7.876 |
7.952 |
8.318 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.728 |
9.527 |
8.876 |
|
R3 |
9.418 |
9.217 |
8.790 |
|
R2 |
9.108 |
9.108 |
8.762 |
|
R1 |
8.907 |
8.907 |
8.733 |
8.853 |
PP |
8.798 |
8.798 |
8.798 |
8.771 |
S1 |
8.597 |
8.597 |
8.677 |
8.543 |
S2 |
8.488 |
8.488 |
8.648 |
|
S3 |
8.178 |
8.287 |
8.620 |
|
S4 |
7.868 |
7.977 |
8.535 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.450 |
2.618 |
9.124 |
1.618 |
8.924 |
1.000 |
8.800 |
0.618 |
8.724 |
HIGH |
8.600 |
0.618 |
8.524 |
0.500 |
8.500 |
0.382 |
8.476 |
LOW |
8.400 |
0.618 |
8.276 |
1.000 |
8.200 |
1.618 |
8.076 |
2.618 |
7.876 |
4.250 |
7.550 |
|
|
Fisher Pivots for day following 26-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
8.500 |
8.595 |
PP |
8.476 |
8.539 |
S1 |
8.452 |
8.484 |
|