NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.710 |
8.700 |
-0.010 |
-0.1% |
8.550 |
High |
8.772 |
8.792 |
0.020 |
0.2% |
8.792 |
Low |
8.629 |
8.685 |
0.056 |
0.6% |
8.400 |
Close |
8.771 |
8.818 |
0.047 |
0.5% |
8.818 |
Range |
0.143 |
0.107 |
-0.036 |
-25.2% |
0.392 |
ATR |
0.189 |
0.184 |
-0.006 |
-3.1% |
0.000 |
Volume |
1,325 |
458 |
-867 |
-65.4% |
3,837 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.086 |
9.059 |
8.877 |
|
R3 |
8.979 |
8.952 |
8.847 |
|
R2 |
8.872 |
8.872 |
8.838 |
|
R1 |
8.845 |
8.845 |
8.828 |
8.859 |
PP |
8.765 |
8.765 |
8.765 |
8.772 |
S1 |
8.738 |
8.738 |
8.808 |
8.752 |
S2 |
8.658 |
8.658 |
8.798 |
|
S3 |
8.551 |
8.631 |
8.789 |
|
S4 |
8.444 |
8.524 |
8.759 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.846 |
9.724 |
9.034 |
|
R3 |
9.454 |
9.332 |
8.926 |
|
R2 |
9.062 |
9.062 |
8.890 |
|
R1 |
8.940 |
8.940 |
8.854 |
9.001 |
PP |
8.670 |
8.670 |
8.670 |
8.701 |
S1 |
8.548 |
8.548 |
8.782 |
8.609 |
S2 |
8.278 |
8.278 |
8.746 |
|
S3 |
7.886 |
8.156 |
8.710 |
|
S4 |
7.494 |
7.764 |
8.602 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.792 |
8.400 |
0.392 |
4.4% |
0.145 |
1.6% |
107% |
True |
False |
767 |
10 |
8.792 |
8.386 |
0.406 |
4.6% |
0.150 |
1.7% |
106% |
True |
False |
639 |
20 |
8.920 |
8.120 |
0.800 |
9.1% |
0.168 |
1.9% |
87% |
False |
False |
652 |
40 |
8.920 |
7.637 |
1.283 |
14.5% |
0.164 |
1.9% |
92% |
False |
False |
552 |
60 |
8.950 |
7.637 |
1.313 |
14.9% |
0.142 |
1.6% |
90% |
False |
False |
487 |
80 |
9.090 |
7.637 |
1.453 |
16.5% |
0.134 |
1.5% |
81% |
False |
False |
492 |
100 |
9.090 |
7.637 |
1.453 |
16.5% |
0.127 |
1.4% |
81% |
False |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.247 |
2.618 |
9.072 |
1.618 |
8.965 |
1.000 |
8.899 |
0.618 |
8.858 |
HIGH |
8.792 |
0.618 |
8.751 |
0.500 |
8.739 |
0.382 |
8.726 |
LOW |
8.685 |
0.618 |
8.619 |
1.000 |
8.578 |
1.618 |
8.512 |
2.618 |
8.405 |
4.250 |
8.230 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.792 |
8.777 |
PP |
8.765 |
8.737 |
S1 |
8.739 |
8.696 |
|