NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
7.975 |
7.907 |
-0.068 |
-0.9% |
7.970 |
| High |
7.990 |
7.907 |
-0.083 |
-1.0% |
8.076 |
| Low |
7.850 |
7.700 |
-0.150 |
-1.9% |
7.760 |
| Close |
7.963 |
7.707 |
-0.256 |
-3.2% |
7.957 |
| Range |
0.140 |
0.207 |
0.067 |
47.9% |
0.316 |
| ATR |
0.167 |
0.174 |
0.007 |
4.1% |
0.000 |
| Volume |
220 |
646 |
426 |
193.6% |
2,838 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.392 |
8.257 |
7.821 |
|
| R3 |
8.185 |
8.050 |
7.764 |
|
| R2 |
7.978 |
7.978 |
7.745 |
|
| R1 |
7.843 |
7.843 |
7.726 |
7.807 |
| PP |
7.771 |
7.771 |
7.771 |
7.754 |
| S1 |
7.636 |
7.636 |
7.688 |
7.600 |
| S2 |
7.564 |
7.564 |
7.669 |
|
| S3 |
7.357 |
7.429 |
7.650 |
|
| S4 |
7.150 |
7.222 |
7.593 |
|
|
| 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 |
7.700 |
0.376 |
4.9% |
0.170 |
2.2% |
2% |
False |
True |
658 |
| 10 |
8.076 |
7.688 |
0.388 |
5.0% |
0.154 |
2.0% |
5% |
False |
False |
429 |
| 20 |
8.365 |
7.650 |
0.715 |
9.3% |
0.140 |
1.8% |
8% |
False |
False |
341 |
| 40 |
9.090 |
7.650 |
1.440 |
18.7% |
0.115 |
1.5% |
4% |
False |
False |
418 |
| 60 |
9.090 |
7.650 |
1.440 |
18.7% |
0.111 |
1.4% |
4% |
False |
False |
502 |
| 80 |
9.090 |
7.650 |
1.440 |
18.7% |
0.112 |
1.5% |
4% |
False |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.787 |
|
2.618 |
8.449 |
|
1.618 |
8.242 |
|
1.000 |
8.114 |
|
0.618 |
8.035 |
|
HIGH |
7.907 |
|
0.618 |
7.828 |
|
0.500 |
7.804 |
|
0.382 |
7.779 |
|
LOW |
7.700 |
|
0.618 |
7.572 |
|
1.000 |
7.493 |
|
1.618 |
7.365 |
|
2.618 |
7.158 |
|
4.250 |
6.820 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.804 |
7.845 |
| PP |
7.771 |
7.799 |
| S1 |
7.739 |
7.753 |
|