NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
7.900 |
8.064 |
0.164 |
2.1% |
7.750 |
| High |
8.060 |
8.076 |
0.016 |
0.2% |
7.938 |
| Low |
7.900 |
7.994 |
0.094 |
1.2% |
7.688 |
| Close |
8.064 |
8.086 |
0.022 |
0.3% |
7.782 |
| Range |
0.160 |
0.082 |
-0.078 |
-48.8% |
0.250 |
| ATR |
0.158 |
0.153 |
-0.005 |
-3.4% |
0.000 |
| Volume |
343 |
188 |
-155 |
-45.2% |
1,046 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.298 |
8.274 |
8.131 |
|
| R3 |
8.216 |
8.192 |
8.109 |
|
| R2 |
8.134 |
8.134 |
8.101 |
|
| R1 |
8.110 |
8.110 |
8.094 |
8.122 |
| PP |
8.052 |
8.052 |
8.052 |
8.058 |
| S1 |
8.028 |
8.028 |
8.078 |
8.040 |
| S2 |
7.970 |
7.970 |
8.071 |
|
| S3 |
7.888 |
7.946 |
8.063 |
|
| S4 |
7.806 |
7.864 |
8.041 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.553 |
8.417 |
7.920 |
|
| R3 |
8.303 |
8.167 |
7.851 |
|
| R2 |
8.053 |
8.053 |
7.828 |
|
| R1 |
7.917 |
7.917 |
7.805 |
7.985 |
| PP |
7.803 |
7.803 |
7.803 |
7.837 |
| S1 |
7.667 |
7.667 |
7.759 |
7.735 |
| S2 |
7.553 |
7.553 |
7.736 |
|
| S3 |
7.303 |
7.417 |
7.713 |
|
| S4 |
7.053 |
7.167 |
7.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.076 |
7.688 |
0.388 |
4.8% |
0.136 |
1.7% |
103% |
True |
False |
237 |
| 10 |
8.076 |
7.688 |
0.388 |
4.8% |
0.123 |
1.5% |
103% |
True |
False |
196 |
| 20 |
8.720 |
7.650 |
1.070 |
13.2% |
0.121 |
1.5% |
41% |
False |
False |
265 |
| 40 |
9.090 |
7.650 |
1.440 |
17.8% |
0.108 |
1.3% |
30% |
False |
False |
372 |
| 60 |
9.090 |
7.650 |
1.440 |
17.8% |
0.105 |
1.3% |
30% |
False |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.425 |
|
2.618 |
8.291 |
|
1.618 |
8.209 |
|
1.000 |
8.158 |
|
0.618 |
8.127 |
|
HIGH |
8.076 |
|
0.618 |
8.045 |
|
0.500 |
8.035 |
|
0.382 |
8.025 |
|
LOW |
7.994 |
|
0.618 |
7.943 |
|
1.000 |
7.912 |
|
1.618 |
7.861 |
|
2.618 |
7.779 |
|
4.250 |
7.646 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.069 |
8.050 |
| PP |
8.052 |
8.015 |
| S1 |
8.035 |
7.979 |
|