NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
7.951 |
7.790 |
-0.161 |
-2.0% |
7.970 |
| High |
7.980 |
7.980 |
0.000 |
0.0% |
8.076 |
| Low |
7.760 |
7.781 |
0.021 |
0.3% |
7.760 |
| Close |
7.762 |
7.957 |
0.195 |
2.5% |
7.957 |
| Range |
0.220 |
0.199 |
-0.021 |
-9.5% |
0.316 |
| ATR |
0.165 |
0.169 |
0.004 |
2.3% |
0.000 |
| Volume |
982 |
1,254 |
272 |
27.7% |
2,838 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.503 |
8.429 |
8.066 |
|
| R3 |
8.304 |
8.230 |
8.012 |
|
| R2 |
8.105 |
8.105 |
7.993 |
|
| R1 |
8.031 |
8.031 |
7.975 |
8.068 |
| PP |
7.906 |
7.906 |
7.906 |
7.925 |
| S1 |
7.832 |
7.832 |
7.939 |
7.869 |
| S2 |
7.707 |
7.707 |
7.921 |
|
| S3 |
7.508 |
7.633 |
7.902 |
|
| S4 |
7.309 |
7.434 |
7.848 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.879 |
8.734 |
8.131 |
|
| R3 |
8.563 |
8.418 |
8.044 |
|
| R2 |
8.247 |
8.247 |
8.015 |
|
| R1 |
8.102 |
8.102 |
7.986 |
8.017 |
| PP |
7.931 |
7.931 |
7.931 |
7.888 |
| S1 |
7.786 |
7.786 |
7.928 |
7.701 |
| S2 |
7.615 |
7.615 |
7.899 |
|
| S3 |
7.299 |
7.470 |
7.870 |
|
| S4 |
6.983 |
7.154 |
7.783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.076 |
7.760 |
0.316 |
4.0% |
0.154 |
1.9% |
62% |
False |
False |
567 |
| 10 |
8.076 |
7.688 |
0.388 |
4.9% |
0.144 |
1.8% |
69% |
False |
False |
388 |
| 20 |
8.390 |
7.650 |
0.740 |
9.3% |
0.132 |
1.7% |
41% |
False |
False |
326 |
| 40 |
9.090 |
7.650 |
1.440 |
18.1% |
0.113 |
1.4% |
21% |
False |
False |
406 |
| 60 |
9.090 |
7.650 |
1.440 |
18.1% |
0.108 |
1.4% |
21% |
False |
False |
495 |
| 80 |
9.090 |
7.650 |
1.440 |
18.1% |
0.112 |
1.4% |
21% |
False |
False |
632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.826 |
|
2.618 |
8.501 |
|
1.618 |
8.302 |
|
1.000 |
8.179 |
|
0.618 |
8.103 |
|
HIGH |
7.980 |
|
0.618 |
7.904 |
|
0.500 |
7.881 |
|
0.382 |
7.857 |
|
LOW |
7.781 |
|
0.618 |
7.658 |
|
1.000 |
7.582 |
|
1.618 |
7.459 |
|
2.618 |
7.260 |
|
4.250 |
6.935 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.932 |
7.944 |
| PP |
7.906 |
7.931 |
| S1 |
7.881 |
7.918 |
|