NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.500 |
8.433 |
-0.067 |
-0.8% |
8.840 |
High |
8.500 |
8.464 |
-0.036 |
-0.4% |
8.845 |
Low |
8.386 |
8.420 |
0.034 |
0.4% |
8.310 |
Close |
8.424 |
8.420 |
-0.004 |
0.0% |
8.424 |
Range |
0.114 |
0.044 |
-0.070 |
-61.4% |
0.535 |
ATR |
0.180 |
0.170 |
-0.010 |
-5.4% |
0.000 |
Volume |
1,239 |
292 |
-947 |
-76.4% |
3,206 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.567 |
8.537 |
8.444 |
|
R3 |
8.523 |
8.493 |
8.432 |
|
R2 |
8.479 |
8.479 |
8.428 |
|
R1 |
8.449 |
8.449 |
8.424 |
8.442 |
PP |
8.435 |
8.435 |
8.435 |
8.431 |
S1 |
8.405 |
8.405 |
8.416 |
8.398 |
S2 |
8.391 |
8.391 |
8.412 |
|
S3 |
8.347 |
8.361 |
8.408 |
|
S4 |
8.303 |
8.317 |
8.396 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.131 |
9.813 |
8.718 |
|
R3 |
9.596 |
9.278 |
8.571 |
|
R2 |
9.061 |
9.061 |
8.522 |
|
R1 |
8.743 |
8.743 |
8.473 |
8.635 |
PP |
8.526 |
8.526 |
8.526 |
8.472 |
S1 |
8.208 |
8.208 |
8.375 |
8.100 |
S2 |
7.991 |
7.991 |
8.326 |
|
S3 |
7.456 |
7.673 |
8.277 |
|
S4 |
6.921 |
7.138 |
8.130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.783 |
8.310 |
0.473 |
5.6% |
0.126 |
1.5% |
23% |
False |
False |
611 |
10 |
8.845 |
8.310 |
0.535 |
6.4% |
0.143 |
1.7% |
21% |
False |
False |
641 |
20 |
8.920 |
8.310 |
0.610 |
7.2% |
0.145 |
1.7% |
18% |
False |
False |
625 |
40 |
8.920 |
7.637 |
1.283 |
15.2% |
0.164 |
2.0% |
61% |
False |
False |
610 |
60 |
8.920 |
7.637 |
1.283 |
15.2% |
0.149 |
1.8% |
61% |
False |
False |
504 |
80 |
9.090 |
7.637 |
1.453 |
17.3% |
0.135 |
1.6% |
54% |
False |
False |
491 |
100 |
9.090 |
7.637 |
1.453 |
17.3% |
0.127 |
1.5% |
54% |
False |
False |
551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.651 |
2.618 |
8.579 |
1.618 |
8.535 |
1.000 |
8.508 |
0.618 |
8.491 |
HIGH |
8.464 |
0.618 |
8.447 |
0.500 |
8.442 |
0.382 |
8.437 |
LOW |
8.420 |
0.618 |
8.393 |
1.000 |
8.376 |
1.618 |
8.349 |
2.618 |
8.305 |
4.250 |
8.233 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.442 |
8.415 |
PP |
8.435 |
8.410 |
S1 |
8.427 |
8.405 |
|