NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
8.640 |
8.510 |
-0.130 |
-1.5% |
8.550 |
High |
8.783 |
8.510 |
-0.273 |
-3.1% |
8.792 |
Low |
8.598 |
8.405 |
-0.193 |
-2.2% |
8.400 |
Close |
8.618 |
8.450 |
-0.168 |
-1.9% |
8.818 |
Range |
0.185 |
0.105 |
-0.080 |
-43.2% |
0.392 |
ATR |
0.183 |
0.186 |
0.002 |
1.2% |
0.000 |
Volume |
354 |
623 |
269 |
76.0% |
3,837 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.770 |
8.715 |
8.508 |
|
R3 |
8.665 |
8.610 |
8.479 |
|
R2 |
8.560 |
8.560 |
8.469 |
|
R1 |
8.505 |
8.505 |
8.460 |
8.480 |
PP |
8.455 |
8.455 |
8.455 |
8.443 |
S1 |
8.400 |
8.400 |
8.440 |
8.375 |
S2 |
8.350 |
8.350 |
8.431 |
|
S3 |
8.245 |
8.295 |
8.421 |
|
S4 |
8.140 |
8.190 |
8.392 |
|
|
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 |
8.405 |
0.440 |
5.2% |
0.144 |
1.7% |
10% |
False |
True |
640 |
10 |
8.845 |
8.386 |
0.459 |
5.4% |
0.145 |
1.7% |
14% |
False |
False |
641 |
20 |
8.920 |
8.376 |
0.544 |
6.4% |
0.158 |
1.9% |
14% |
False |
False |
650 |
40 |
8.920 |
7.637 |
1.283 |
15.2% |
0.166 |
2.0% |
63% |
False |
False |
572 |
60 |
8.920 |
7.637 |
1.283 |
15.2% |
0.148 |
1.7% |
63% |
False |
False |
485 |
80 |
9.090 |
7.637 |
1.453 |
17.2% |
0.135 |
1.6% |
56% |
False |
False |
475 |
100 |
9.090 |
7.637 |
1.453 |
17.2% |
0.128 |
1.5% |
56% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.956 |
2.618 |
8.785 |
1.618 |
8.680 |
1.000 |
8.615 |
0.618 |
8.575 |
HIGH |
8.510 |
0.618 |
8.470 |
0.500 |
8.458 |
0.382 |
8.445 |
LOW |
8.405 |
0.618 |
8.340 |
1.000 |
8.300 |
1.618 |
8.235 |
2.618 |
8.130 |
4.250 |
7.959 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
8.458 |
8.625 |
PP |
8.455 |
8.567 |
S1 |
8.453 |
8.508 |
|