NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.600 |
8.710 |
0.110 |
1.3% |
8.608 |
High |
8.770 |
8.772 |
0.002 |
0.0% |
8.640 |
Low |
8.600 |
8.629 |
0.029 |
0.3% |
8.386 |
Close |
8.705 |
8.771 |
0.066 |
0.8% |
8.593 |
Range |
0.170 |
0.143 |
-0.027 |
-15.9% |
0.254 |
ATR |
0.193 |
0.189 |
-0.004 |
-1.9% |
0.000 |
Volume |
339 |
1,325 |
986 |
290.9% |
2,553 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.153 |
9.105 |
8.850 |
|
R3 |
9.010 |
8.962 |
8.810 |
|
R2 |
8.867 |
8.867 |
8.797 |
|
R1 |
8.819 |
8.819 |
8.784 |
8.843 |
PP |
8.724 |
8.724 |
8.724 |
8.736 |
S1 |
8.676 |
8.676 |
8.758 |
8.700 |
S2 |
8.581 |
8.581 |
8.745 |
|
S3 |
8.438 |
8.533 |
8.732 |
|
S4 |
8.295 |
8.390 |
8.692 |
|
|
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 |
8.772 |
8.400 |
0.372 |
4.2% |
0.145 |
1.7% |
100% |
True |
False |
859 |
10 |
8.920 |
8.386 |
0.534 |
6.1% |
0.153 |
1.7% |
72% |
False |
False |
666 |
20 |
8.920 |
8.020 |
0.900 |
10.3% |
0.172 |
2.0% |
83% |
False |
False |
649 |
40 |
8.920 |
7.637 |
1.283 |
14.6% |
0.163 |
1.9% |
88% |
False |
False |
545 |
60 |
9.070 |
7.637 |
1.433 |
16.3% |
0.142 |
1.6% |
79% |
False |
False |
484 |
80 |
9.090 |
7.637 |
1.453 |
16.6% |
0.135 |
1.5% |
78% |
False |
False |
491 |
100 |
9.090 |
7.637 |
1.453 |
16.6% |
0.128 |
1.5% |
78% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.380 |
2.618 |
9.146 |
1.618 |
9.003 |
1.000 |
8.915 |
0.618 |
8.860 |
HIGH |
8.772 |
0.618 |
8.717 |
0.500 |
8.701 |
0.382 |
8.684 |
LOW |
8.629 |
0.618 |
8.541 |
1.000 |
8.486 |
1.618 |
8.398 |
2.618 |
8.255 |
4.250 |
8.021 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.748 |
8.709 |
PP |
8.724 |
8.648 |
S1 |
8.701 |
8.586 |
|