NYMEX Natural Gas Future December 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 |
8.581 |
8.440 |
-0.141 |
-1.6% |
8.600 |
High |
8.581 |
8.440 |
-0.141 |
-1.6% |
8.790 |
Low |
8.400 |
8.320 |
-0.080 |
-1.0% |
8.400 |
Close |
8.392 |
8.416 |
0.024 |
0.3% |
8.612 |
Range |
0.181 |
0.120 |
-0.061 |
-33.7% |
0.390 |
ATR |
0.178 |
0.173 |
-0.004 |
-2.3% |
0.000 |
Volume |
140 |
2,029 |
1,889 |
1,349.3% |
2,158 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.752 |
8.704 |
8.482 |
|
R3 |
8.632 |
8.584 |
8.449 |
|
R2 |
8.512 |
8.512 |
8.438 |
|
R1 |
8.464 |
8.464 |
8.427 |
8.428 |
PP |
8.392 |
8.392 |
8.392 |
8.374 |
S1 |
8.344 |
8.344 |
8.405 |
8.308 |
S2 |
8.272 |
8.272 |
8.394 |
|
S3 |
8.152 |
8.224 |
8.383 |
|
S4 |
8.032 |
8.104 |
8.350 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.771 |
9.581 |
8.827 |
|
R3 |
9.381 |
9.191 |
8.719 |
|
R2 |
8.991 |
8.991 |
8.684 |
|
R1 |
8.801 |
8.801 |
8.648 |
8.896 |
PP |
8.601 |
8.601 |
8.601 |
8.648 |
S1 |
8.411 |
8.411 |
8.576 |
8.506 |
S2 |
8.211 |
8.211 |
8.541 |
|
S3 |
7.821 |
8.021 |
8.505 |
|
S4 |
7.431 |
7.631 |
8.398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.700 |
8.320 |
0.380 |
4.5% |
0.181 |
2.2% |
25% |
False |
True |
659 |
10 |
8.790 |
8.310 |
0.480 |
5.7% |
0.165 |
2.0% |
22% |
False |
False |
599 |
20 |
8.980 |
8.270 |
0.710 |
8.4% |
0.150 |
1.8% |
21% |
False |
False |
439 |
40 |
9.500 |
8.270 |
1.230 |
14.6% |
0.125 |
1.5% |
12% |
False |
False |
528 |
60 |
9.500 |
8.270 |
1.230 |
14.6% |
0.127 |
1.5% |
12% |
False |
False |
531 |
80 |
9.500 |
8.270 |
1.230 |
14.6% |
0.124 |
1.5% |
12% |
False |
False |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.950 |
2.618 |
8.754 |
1.618 |
8.634 |
1.000 |
8.560 |
0.618 |
8.514 |
HIGH |
8.440 |
0.618 |
8.394 |
0.500 |
8.380 |
0.382 |
8.366 |
LOW |
8.320 |
0.618 |
8.246 |
1.000 |
8.200 |
1.618 |
8.126 |
2.618 |
8.006 |
4.250 |
7.810 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
8.404 |
8.510 |
PP |
8.392 |
8.479 |
S1 |
8.380 |
8.447 |
|