NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.608 |
8.400 |
-0.208 |
-2.4% |
8.650 |
| High |
8.620 |
8.600 |
-0.020 |
-0.2% |
8.920 |
| Low |
8.448 |
8.395 |
-0.053 |
-0.6% |
8.458 |
| Close |
8.475 |
8.580 |
0.105 |
1.2% |
8.892 |
| Range |
0.172 |
0.205 |
0.033 |
19.2% |
0.462 |
| ATR |
0.217 |
0.216 |
-0.001 |
-0.4% |
0.000 |
| Volume |
874 |
383 |
-491 |
-56.2% |
3,040 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.140 |
9.065 |
8.693 |
|
| R3 |
8.935 |
8.860 |
8.636 |
|
| R2 |
8.730 |
8.730 |
8.618 |
|
| R1 |
8.655 |
8.655 |
8.599 |
8.693 |
| PP |
8.525 |
8.525 |
8.525 |
8.544 |
| S1 |
8.450 |
8.450 |
8.561 |
8.488 |
| S2 |
8.320 |
8.320 |
8.542 |
|
| S3 |
8.115 |
8.245 |
8.524 |
|
| S4 |
7.910 |
8.040 |
8.467 |
|
|
| 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 |
8.395 |
0.525 |
6.1% |
0.164 |
1.9% |
35% |
False |
True |
701 |
| 10 |
8.920 |
8.376 |
0.544 |
6.3% |
0.175 |
2.0% |
38% |
False |
False |
742 |
| 20 |
8.920 |
7.637 |
1.283 |
15.0% |
0.187 |
2.2% |
73% |
False |
False |
635 |
| 40 |
8.920 |
7.637 |
1.283 |
15.0% |
0.161 |
1.9% |
73% |
False |
False |
475 |
| 60 |
9.090 |
7.637 |
1.453 |
16.9% |
0.136 |
1.6% |
65% |
False |
False |
486 |
| 80 |
9.090 |
7.637 |
1.453 |
16.9% |
0.127 |
1.5% |
65% |
False |
False |
531 |
| 100 |
9.090 |
7.637 |
1.453 |
16.9% |
0.127 |
1.5% |
65% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.471 |
|
2.618 |
9.137 |
|
1.618 |
8.932 |
|
1.000 |
8.805 |
|
0.618 |
8.727 |
|
HIGH |
8.600 |
|
0.618 |
8.522 |
|
0.500 |
8.498 |
|
0.382 |
8.473 |
|
LOW |
8.395 |
|
0.618 |
8.268 |
|
1.000 |
8.190 |
|
1.618 |
8.063 |
|
2.618 |
7.858 |
|
4.250 |
7.524 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.553 |
8.658 |
| PP |
8.525 |
8.632 |
| S1 |
8.498 |
8.606 |
|