NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
7.832 |
8.190 |
0.358 |
4.6% |
7.975 |
| High |
8.075 |
8.305 |
0.230 |
2.8% |
8.075 |
| Low |
7.832 |
8.098 |
0.266 |
3.4% |
7.637 |
| Close |
8.080 |
8.345 |
0.265 |
3.3% |
8.080 |
| Range |
0.243 |
0.207 |
-0.036 |
-14.8% |
0.438 |
| ATR |
0.183 |
0.186 |
0.003 |
1.6% |
0.000 |
| Volume |
411 |
1,372 |
961 |
233.8% |
1,968 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.870 |
8.815 |
8.459 |
|
| R3 |
8.663 |
8.608 |
8.402 |
|
| R2 |
8.456 |
8.456 |
8.383 |
|
| R1 |
8.401 |
8.401 |
8.364 |
8.429 |
| PP |
8.249 |
8.249 |
8.249 |
8.263 |
| S1 |
8.194 |
8.194 |
8.326 |
8.222 |
| S2 |
8.042 |
8.042 |
8.307 |
|
| S3 |
7.835 |
7.987 |
8.288 |
|
| S4 |
7.628 |
7.780 |
8.231 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.245 |
9.100 |
8.321 |
|
| R3 |
8.807 |
8.662 |
8.200 |
|
| R2 |
8.369 |
8.369 |
8.160 |
|
| R1 |
8.224 |
8.224 |
8.120 |
8.297 |
| PP |
7.931 |
7.931 |
7.931 |
7.967 |
| S1 |
7.786 |
7.786 |
8.040 |
7.859 |
| S2 |
7.493 |
7.493 |
8.000 |
|
| S3 |
7.055 |
7.348 |
7.960 |
|
| S4 |
6.617 |
6.910 |
7.839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.305 |
7.637 |
0.668 |
8.0% |
0.190 |
2.3% |
106% |
True |
False |
668 |
| 10 |
8.305 |
7.637 |
0.668 |
8.0% |
0.172 |
2.1% |
106% |
True |
False |
617 |
| 20 |
8.305 |
7.637 |
0.668 |
8.0% |
0.151 |
1.8% |
106% |
True |
False |
400 |
| 40 |
9.090 |
7.637 |
1.453 |
17.4% |
0.124 |
1.5% |
49% |
False |
False |
432 |
| 60 |
9.090 |
7.637 |
1.453 |
17.4% |
0.119 |
1.4% |
49% |
False |
False |
483 |
| 80 |
9.090 |
7.637 |
1.453 |
17.4% |
0.115 |
1.4% |
49% |
False |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.185 |
|
2.618 |
8.847 |
|
1.618 |
8.640 |
|
1.000 |
8.512 |
|
0.618 |
8.433 |
|
HIGH |
8.305 |
|
0.618 |
8.226 |
|
0.500 |
8.202 |
|
0.382 |
8.177 |
|
LOW |
8.098 |
|
0.618 |
7.970 |
|
1.000 |
7.891 |
|
1.618 |
7.763 |
|
2.618 |
7.556 |
|
4.250 |
7.218 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.297 |
8.220 |
| PP |
8.249 |
8.096 |
| S1 |
8.202 |
7.971 |
|