NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
7.907 |
7.760 |
-0.147 |
-1.9% |
7.970 |
| High |
7.907 |
7.789 |
-0.118 |
-1.5% |
8.076 |
| Low |
7.700 |
7.637 |
-0.063 |
-0.8% |
7.760 |
| Close |
7.707 |
7.746 |
0.039 |
0.5% |
7.957 |
| Range |
0.207 |
0.152 |
-0.055 |
-26.6% |
0.316 |
| ATR |
0.174 |
0.172 |
-0.002 |
-0.9% |
0.000 |
| Volume |
646 |
691 |
45 |
7.0% |
2,838 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.180 |
8.115 |
7.830 |
|
| R3 |
8.028 |
7.963 |
7.788 |
|
| R2 |
7.876 |
7.876 |
7.774 |
|
| R1 |
7.811 |
7.811 |
7.760 |
7.768 |
| PP |
7.724 |
7.724 |
7.724 |
7.702 |
| S1 |
7.659 |
7.659 |
7.732 |
7.616 |
| S2 |
7.572 |
7.572 |
7.718 |
|
| S3 |
7.420 |
7.507 |
7.704 |
|
| S4 |
7.268 |
7.355 |
7.662 |
|
|
| 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 |
7.990 |
7.637 |
0.353 |
4.6% |
0.184 |
2.4% |
31% |
False |
True |
758 |
| 10 |
8.076 |
7.637 |
0.439 |
5.7% |
0.160 |
2.1% |
25% |
False |
True |
497 |
| 20 |
8.320 |
7.637 |
0.683 |
8.8% |
0.141 |
1.8% |
16% |
False |
True |
357 |
| 40 |
9.090 |
7.637 |
1.453 |
18.8% |
0.118 |
1.5% |
8% |
False |
True |
433 |
| 60 |
9.090 |
7.637 |
1.453 |
18.8% |
0.113 |
1.5% |
8% |
False |
True |
506 |
| 80 |
9.090 |
7.637 |
1.453 |
18.8% |
0.113 |
1.5% |
8% |
False |
True |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.435 |
|
2.618 |
8.187 |
|
1.618 |
8.035 |
|
1.000 |
7.941 |
|
0.618 |
7.883 |
|
HIGH |
7.789 |
|
0.618 |
7.731 |
|
0.500 |
7.713 |
|
0.382 |
7.695 |
|
LOW |
7.637 |
|
0.618 |
7.543 |
|
1.000 |
7.485 |
|
1.618 |
7.391 |
|
2.618 |
7.239 |
|
4.250 |
6.991 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7.735 |
7.814 |
| PP |
7.724 |
7.791 |
| S1 |
7.713 |
7.769 |
|