NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.565 |
8.473 |
-0.092 |
-1.1% |
8.650 |
High |
8.565 |
8.528 |
-0.037 |
-0.4% |
8.920 |
Low |
8.420 |
8.386 |
-0.034 |
-0.4% |
8.458 |
Close |
8.483 |
8.512 |
0.029 |
0.3% |
8.892 |
Range |
0.145 |
0.142 |
-0.003 |
-2.1% |
0.462 |
ATR |
0.212 |
0.207 |
-0.005 |
-2.4% |
0.000 |
Volume |
142 |
236 |
94 |
66.2% |
3,040 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.901 |
8.849 |
8.590 |
|
R3 |
8.759 |
8.707 |
8.551 |
|
R2 |
8.617 |
8.617 |
8.538 |
|
R1 |
8.565 |
8.565 |
8.525 |
8.591 |
PP |
8.475 |
8.475 |
8.475 |
8.489 |
S1 |
8.423 |
8.423 |
8.499 |
8.449 |
S2 |
8.333 |
8.333 |
8.486 |
|
S3 |
8.191 |
8.281 |
8.473 |
|
S4 |
8.049 |
8.139 |
8.434 |
|
|
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 |
8.386 |
0.534 |
6.3% |
0.161 |
1.9% |
24% |
False |
True |
474 |
10 |
8.920 |
8.386 |
0.534 |
6.3% |
0.153 |
1.8% |
24% |
False |
True |
573 |
20 |
8.920 |
7.832 |
1.088 |
12.8% |
0.183 |
2.1% |
63% |
False |
False |
588 |
40 |
8.920 |
7.637 |
1.283 |
15.1% |
0.162 |
1.9% |
68% |
False |
False |
472 |
60 |
9.090 |
7.637 |
1.453 |
17.1% |
0.139 |
1.6% |
60% |
False |
False |
484 |
80 |
9.090 |
7.637 |
1.453 |
17.1% |
0.130 |
1.5% |
60% |
False |
False |
527 |
100 |
9.090 |
7.637 |
1.453 |
17.1% |
0.127 |
1.5% |
60% |
False |
False |
542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.132 |
2.618 |
8.900 |
1.618 |
8.758 |
1.000 |
8.670 |
0.618 |
8.616 |
HIGH |
8.528 |
0.618 |
8.474 |
0.500 |
8.457 |
0.382 |
8.440 |
LOW |
8.386 |
0.618 |
8.298 |
1.000 |
8.244 |
1.618 |
8.156 |
2.618 |
8.014 |
4.250 |
7.783 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.494 |
8.506 |
PP |
8.475 |
8.499 |
S1 |
8.457 |
8.493 |
|