NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.550 |
8.400 |
-0.150 |
-1.8% |
8.608 |
High |
8.640 |
8.600 |
-0.040 |
-0.5% |
8.640 |
Low |
8.533 |
8.400 |
-0.133 |
-1.6% |
8.386 |
Close |
8.536 |
8.667 |
0.131 |
1.5% |
8.593 |
Range |
0.107 |
0.200 |
0.093 |
86.9% |
0.254 |
ATR |
0.194 |
0.195 |
0.000 |
0.2% |
0.000 |
Volume |
918 |
797 |
-121 |
-13.2% |
2,553 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.156 |
9.111 |
8.777 |
|
R3 |
8.956 |
8.911 |
8.722 |
|
R2 |
8.756 |
8.756 |
8.704 |
|
R1 |
8.711 |
8.711 |
8.685 |
8.734 |
PP |
8.556 |
8.556 |
8.556 |
8.567 |
S1 |
8.511 |
8.511 |
8.649 |
8.534 |
S2 |
8.356 |
8.356 |
8.630 |
|
S3 |
8.156 |
8.311 |
8.612 |
|
S4 |
7.956 |
8.111 |
8.557 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.302 |
9.201 |
8.733 |
|
R3 |
9.048 |
8.947 |
8.663 |
|
R2 |
8.794 |
8.794 |
8.640 |
|
R1 |
8.693 |
8.693 |
8.616 |
8.617 |
PP |
8.540 |
8.540 |
8.540 |
8.501 |
S1 |
8.439 |
8.439 |
8.570 |
8.363 |
S2 |
8.286 |
8.286 |
8.546 |
|
S3 |
8.032 |
8.185 |
8.523 |
|
S4 |
7.778 |
7.931 |
8.453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.640 |
8.386 |
0.254 |
2.9% |
0.140 |
1.6% |
111% |
False |
False |
602 |
10 |
8.920 |
8.386 |
0.534 |
6.2% |
0.152 |
1.8% |
53% |
False |
False |
651 |
20 |
8.920 |
7.983 |
0.937 |
10.8% |
0.172 |
2.0% |
73% |
False |
False |
615 |
40 |
8.920 |
7.637 |
1.283 |
14.8% |
0.164 |
1.9% |
80% |
False |
False |
511 |
60 |
9.090 |
7.637 |
1.453 |
16.8% |
0.142 |
1.6% |
71% |
False |
False |
492 |
80 |
9.090 |
7.637 |
1.453 |
16.8% |
0.134 |
1.5% |
71% |
False |
False |
476 |
100 |
9.090 |
7.637 |
1.453 |
16.8% |
0.127 |
1.5% |
71% |
False |
False |
544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.450 |
2.618 |
9.124 |
1.618 |
8.924 |
1.000 |
8.800 |
0.618 |
8.724 |
HIGH |
8.600 |
0.618 |
8.524 |
0.500 |
8.500 |
0.382 |
8.476 |
LOW |
8.400 |
0.618 |
8.276 |
1.000 |
8.200 |
1.618 |
8.076 |
2.618 |
7.876 |
4.250 |
7.550 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.611 |
8.618 |
PP |
8.556 |
8.569 |
S1 |
8.500 |
8.520 |
|