NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.510 |
8.410 |
-0.100 |
-1.2% |
8.550 |
High |
8.510 |
8.490 |
-0.020 |
-0.2% |
8.792 |
Low |
8.405 |
8.310 |
-0.095 |
-1.1% |
8.400 |
Close |
8.450 |
8.450 |
0.000 |
0.0% |
8.818 |
Range |
0.105 |
0.180 |
0.075 |
71.4% |
0.392 |
ATR |
0.186 |
0.185 |
0.000 |
-0.2% |
0.000 |
Volume |
623 |
547 |
-76 |
-12.2% |
3,837 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.957 |
8.883 |
8.549 |
|
R3 |
8.777 |
8.703 |
8.500 |
|
R2 |
8.597 |
8.597 |
8.483 |
|
R1 |
8.523 |
8.523 |
8.467 |
8.560 |
PP |
8.417 |
8.417 |
8.417 |
8.435 |
S1 |
8.343 |
8.343 |
8.434 |
8.380 |
S2 |
8.237 |
8.237 |
8.417 |
|
S3 |
8.057 |
8.163 |
8.401 |
|
S4 |
7.877 |
7.983 |
8.351 |
|
|
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 |
8.310 |
0.535 |
6.3% |
0.151 |
1.8% |
26% |
False |
True |
485 |
10 |
8.845 |
8.310 |
0.535 |
6.3% |
0.148 |
1.8% |
26% |
False |
True |
672 |
20 |
8.920 |
8.310 |
0.610 |
7.2% |
0.151 |
1.8% |
23% |
False |
True |
622 |
40 |
8.920 |
7.637 |
1.283 |
15.2% |
0.169 |
2.0% |
63% |
False |
False |
586 |
60 |
8.920 |
7.637 |
1.283 |
15.2% |
0.148 |
1.8% |
63% |
False |
False |
487 |
80 |
9.090 |
7.637 |
1.453 |
17.2% |
0.136 |
1.6% |
56% |
False |
False |
480 |
100 |
9.090 |
7.637 |
1.453 |
17.2% |
0.129 |
1.5% |
56% |
False |
False |
547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.255 |
2.618 |
8.961 |
1.618 |
8.781 |
1.000 |
8.670 |
0.618 |
8.601 |
HIGH |
8.490 |
0.618 |
8.421 |
0.500 |
8.400 |
0.382 |
8.379 |
LOW |
8.310 |
0.618 |
8.199 |
1.000 |
8.130 |
1.618 |
8.019 |
2.618 |
7.839 |
4.250 |
7.545 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.433 |
8.547 |
PP |
8.417 |
8.514 |
S1 |
8.400 |
8.482 |
|