NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.780 |
8.608 |
-0.172 |
-2.0% |
8.650 |
High |
8.920 |
8.620 |
-0.300 |
-3.4% |
8.920 |
Low |
8.780 |
8.448 |
-0.332 |
-3.8% |
8.458 |
Close |
8.892 |
8.475 |
-0.417 |
-4.7% |
8.892 |
Range |
0.140 |
0.172 |
0.032 |
22.9% |
0.462 |
ATR |
0.199 |
0.217 |
0.017 |
8.8% |
0.000 |
Volume |
736 |
874 |
138 |
18.8% |
3,040 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.030 |
8.925 |
8.570 |
|
R3 |
8.858 |
8.753 |
8.522 |
|
R2 |
8.686 |
8.686 |
8.507 |
|
R1 |
8.581 |
8.581 |
8.491 |
8.548 |
PP |
8.514 |
8.514 |
8.514 |
8.498 |
S1 |
8.409 |
8.409 |
8.459 |
8.376 |
S2 |
8.342 |
8.342 |
8.443 |
|
S3 |
8.170 |
8.237 |
8.428 |
|
S4 |
7.998 |
8.065 |
8.380 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.143 |
9.979 |
9.146 |
|
R3 |
9.681 |
9.517 |
9.019 |
|
R2 |
9.219 |
9.219 |
8.977 |
|
R1 |
9.055 |
9.055 |
8.934 |
9.137 |
PP |
8.757 |
8.757 |
8.757 |
8.798 |
S1 |
8.593 |
8.593 |
8.850 |
8.675 |
S2 |
8.295 |
8.295 |
8.807 |
|
S3 |
7.833 |
8.131 |
8.765 |
|
S4 |
7.371 |
7.669 |
8.638 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.920 |
8.448 |
0.472 |
5.6% |
0.152 |
1.8% |
6% |
False |
True |
698 |
10 |
8.920 |
8.310 |
0.610 |
7.2% |
0.182 |
2.1% |
27% |
False |
False |
733 |
20 |
8.920 |
7.637 |
1.283 |
15.1% |
0.183 |
2.2% |
65% |
False |
False |
627 |
40 |
8.920 |
7.637 |
1.283 |
15.1% |
0.157 |
1.9% |
65% |
False |
False |
477 |
60 |
9.090 |
7.637 |
1.453 |
17.1% |
0.136 |
1.6% |
58% |
False |
False |
480 |
80 |
9.090 |
7.637 |
1.453 |
17.1% |
0.127 |
1.5% |
58% |
False |
False |
528 |
100 |
9.090 |
7.637 |
1.453 |
17.1% |
0.126 |
1.5% |
58% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.351 |
2.618 |
9.070 |
1.618 |
8.898 |
1.000 |
8.792 |
0.618 |
8.726 |
HIGH |
8.620 |
0.618 |
8.554 |
0.500 |
8.534 |
0.382 |
8.514 |
LOW |
8.448 |
0.618 |
8.342 |
1.000 |
8.276 |
1.618 |
8.170 |
2.618 |
7.998 |
4.250 |
7.717 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.534 |
8.684 |
PP |
8.514 |
8.614 |
S1 |
8.495 |
8.545 |
|