NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.700 |
8.840 |
0.140 |
1.6% |
8.550 |
High |
8.792 |
8.845 |
0.053 |
0.6% |
8.792 |
Low |
8.685 |
8.665 |
-0.020 |
-0.2% |
8.400 |
Close |
8.818 |
8.744 |
-0.074 |
-0.8% |
8.818 |
Range |
0.107 |
0.180 |
0.073 |
68.2% |
0.392 |
ATR |
0.184 |
0.183 |
0.000 |
-0.1% |
0.000 |
Volume |
458 |
443 |
-15 |
-3.3% |
3,837 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.291 |
9.198 |
8.843 |
|
R3 |
9.111 |
9.018 |
8.794 |
|
R2 |
8.931 |
8.931 |
8.777 |
|
R1 |
8.838 |
8.838 |
8.761 |
8.795 |
PP |
8.751 |
8.751 |
8.751 |
8.730 |
S1 |
8.658 |
8.658 |
8.728 |
8.615 |
S2 |
8.571 |
8.571 |
8.711 |
|
S3 |
8.391 |
8.478 |
8.695 |
|
S4 |
8.211 |
8.298 |
8.645 |
|
|
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 |
8.845 |
8.400 |
0.445 |
5.1% |
0.160 |
1.8% |
77% |
True |
False |
672 |
10 |
8.845 |
8.386 |
0.459 |
5.2% |
0.151 |
1.7% |
78% |
True |
False |
595 |
20 |
8.920 |
8.310 |
0.610 |
7.0% |
0.166 |
1.9% |
71% |
False |
False |
664 |
40 |
8.920 |
7.637 |
1.283 |
14.7% |
0.165 |
1.9% |
86% |
False |
False |
559 |
60 |
8.920 |
7.637 |
1.283 |
14.7% |
0.145 |
1.7% |
86% |
False |
False |
489 |
80 |
9.090 |
7.637 |
1.453 |
16.6% |
0.135 |
1.5% |
76% |
False |
False |
464 |
100 |
9.090 |
7.637 |
1.453 |
16.6% |
0.127 |
1.5% |
76% |
False |
False |
558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.610 |
2.618 |
9.316 |
1.618 |
9.136 |
1.000 |
9.025 |
0.618 |
8.956 |
HIGH |
8.845 |
0.618 |
8.776 |
0.500 |
8.755 |
0.382 |
8.734 |
LOW |
8.665 |
0.618 |
8.554 |
1.000 |
8.485 |
1.618 |
8.374 |
2.618 |
8.194 |
4.250 |
7.900 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.755 |
8.742 |
PP |
8.751 |
8.739 |
S1 |
8.748 |
8.737 |
|