NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.660 |
8.550 |
-0.110 |
-1.3% |
8.340 |
| High |
8.694 |
8.580 |
-0.114 |
-1.3% |
8.694 |
| Low |
8.376 |
8.450 |
0.074 |
0.9% |
8.120 |
| Close |
8.531 |
8.486 |
-0.045 |
-0.5% |
8.486 |
| Range |
0.318 |
0.130 |
-0.188 |
-59.1% |
0.574 |
| ATR |
0.220 |
0.214 |
-0.006 |
-2.9% |
0.000 |
| Volume |
1,102 |
1,056 |
-46 |
-4.2% |
3,619 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.895 |
8.821 |
8.558 |
|
| R3 |
8.765 |
8.691 |
8.522 |
|
| R2 |
8.635 |
8.635 |
8.510 |
|
| R1 |
8.561 |
8.561 |
8.498 |
8.533 |
| PP |
8.505 |
8.505 |
8.505 |
8.492 |
| S1 |
8.431 |
8.431 |
8.474 |
8.403 |
| S2 |
8.375 |
8.375 |
8.462 |
|
| S3 |
8.245 |
8.301 |
8.450 |
|
| S4 |
8.115 |
8.171 |
8.415 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.155 |
9.895 |
8.802 |
|
| R3 |
9.581 |
9.321 |
8.644 |
|
| R2 |
9.007 |
9.007 |
8.591 |
|
| R1 |
8.747 |
8.747 |
8.539 |
8.877 |
| PP |
8.433 |
8.433 |
8.433 |
8.499 |
| S1 |
8.173 |
8.173 |
8.433 |
8.303 |
| S2 |
7.859 |
7.859 |
8.381 |
|
| S3 |
7.285 |
7.599 |
8.328 |
|
| S4 |
6.711 |
7.025 |
8.170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.694 |
8.120 |
0.574 |
6.8% |
0.225 |
2.7% |
64% |
False |
False |
723 |
| 10 |
8.694 |
7.983 |
0.711 |
8.4% |
0.201 |
2.4% |
71% |
False |
False |
667 |
| 20 |
8.694 |
7.637 |
1.057 |
12.5% |
0.182 |
2.1% |
80% |
False |
False |
579 |
| 40 |
8.749 |
7.637 |
1.112 |
13.1% |
0.148 |
1.7% |
76% |
False |
False |
439 |
| 60 |
9.090 |
7.637 |
1.453 |
17.1% |
0.130 |
1.5% |
58% |
False |
False |
442 |
| 80 |
9.090 |
7.637 |
1.453 |
17.1% |
0.123 |
1.5% |
58% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.133 |
|
2.618 |
8.920 |
|
1.618 |
8.790 |
|
1.000 |
8.710 |
|
0.618 |
8.660 |
|
HIGH |
8.580 |
|
0.618 |
8.530 |
|
0.500 |
8.515 |
|
0.382 |
8.500 |
|
LOW |
8.450 |
|
0.618 |
8.370 |
|
1.000 |
8.320 |
|
1.618 |
8.240 |
|
2.618 |
8.110 |
|
4.250 |
7.898 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.515 |
8.535 |
| PP |
8.505 |
8.519 |
| S1 |
8.496 |
8.502 |
|