NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 24-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
7.541 |
7.480 |
-0.061 |
-0.8% |
7.760 |
High |
7.650 |
7.712 |
0.062 |
0.8% |
8.256 |
Low |
7.365 |
7.422 |
0.057 |
0.8% |
7.715 |
Close |
7.471 |
7.657 |
0.186 |
2.5% |
7.728 |
Range |
0.285 |
0.290 |
0.005 |
1.8% |
0.541 |
ATR |
0.253 |
0.256 |
0.003 |
1.0% |
0.000 |
Volume |
30,309 |
34,354 |
4,045 |
13.3% |
129,715 |
|
Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.467 |
8.352 |
7.817 |
|
R3 |
8.177 |
8.062 |
7.737 |
|
R2 |
7.887 |
7.887 |
7.710 |
|
R1 |
7.772 |
7.772 |
7.684 |
7.830 |
PP |
7.597 |
7.597 |
7.597 |
7.626 |
S1 |
7.482 |
7.482 |
7.630 |
7.540 |
S2 |
7.307 |
7.307 |
7.604 |
|
S3 |
7.017 |
7.192 |
7.577 |
|
S4 |
6.727 |
6.902 |
7.498 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.523 |
9.166 |
8.026 |
|
R3 |
8.982 |
8.625 |
7.877 |
|
R2 |
8.441 |
8.441 |
7.827 |
|
R1 |
8.084 |
8.084 |
7.778 |
7.992 |
PP |
7.900 |
7.900 |
7.900 |
7.854 |
S1 |
7.543 |
7.543 |
7.678 |
7.451 |
S2 |
7.359 |
7.359 |
7.629 |
|
S3 |
6.818 |
7.002 |
7.579 |
|
S4 |
6.277 |
6.461 |
7.430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.256 |
7.365 |
0.891 |
11.6% |
0.301 |
3.9% |
33% |
False |
False |
28,267 |
10 |
8.256 |
7.365 |
0.891 |
11.6% |
0.263 |
3.4% |
33% |
False |
False |
30,742 |
20 |
8.256 |
7.365 |
0.891 |
11.6% |
0.238 |
3.1% |
33% |
False |
False |
28,063 |
40 |
8.256 |
7.165 |
1.091 |
14.2% |
0.242 |
3.2% |
45% |
False |
False |
19,026 |
60 |
8.800 |
7.165 |
1.635 |
21.4% |
0.239 |
3.1% |
30% |
False |
False |
14,658 |
80 |
8.800 |
7.165 |
1.635 |
21.4% |
0.233 |
3.0% |
30% |
False |
False |
11,735 |
100 |
9.830 |
7.165 |
2.665 |
34.8% |
0.222 |
2.9% |
18% |
False |
False |
9,979 |
120 |
9.912 |
7.165 |
2.747 |
35.9% |
0.206 |
2.7% |
18% |
False |
False |
8,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.945 |
2.618 |
8.471 |
1.618 |
8.181 |
1.000 |
8.002 |
0.618 |
7.891 |
HIGH |
7.712 |
0.618 |
7.601 |
0.500 |
7.567 |
0.382 |
7.533 |
LOW |
7.422 |
0.618 |
7.243 |
1.000 |
7.132 |
1.618 |
6.953 |
2.618 |
6.663 |
4.250 |
6.190 |
|
|
Fisher Pivots for day following 24-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.627 |
7.622 |
PP |
7.597 |
7.587 |
S1 |
7.567 |
7.553 |
|