NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.433 |
8.513 |
0.080 |
0.9% |
8.840 |
High |
8.464 |
8.617 |
0.153 |
1.8% |
8.845 |
Low |
8.420 |
8.460 |
0.040 |
0.5% |
8.310 |
Close |
8.420 |
8.623 |
0.203 |
2.4% |
8.424 |
Range |
0.044 |
0.157 |
0.113 |
256.8% |
0.535 |
ATR |
0.170 |
0.172 |
0.002 |
1.1% |
0.000 |
Volume |
292 |
154 |
-138 |
-47.3% |
3,206 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.038 |
8.987 |
8.709 |
|
R3 |
8.881 |
8.830 |
8.666 |
|
R2 |
8.724 |
8.724 |
8.652 |
|
R1 |
8.673 |
8.673 |
8.637 |
8.699 |
PP |
8.567 |
8.567 |
8.567 |
8.579 |
S1 |
8.516 |
8.516 |
8.609 |
8.542 |
S2 |
8.410 |
8.410 |
8.594 |
|
S3 |
8.253 |
8.359 |
8.580 |
|
S4 |
8.096 |
8.202 |
8.537 |
|
|
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 |
8.617 |
8.310 |
0.307 |
3.6% |
0.120 |
1.4% |
102% |
True |
False |
571 |
10 |
8.845 |
8.310 |
0.535 |
6.2% |
0.139 |
1.6% |
59% |
False |
False |
577 |
20 |
8.920 |
8.310 |
0.610 |
7.1% |
0.145 |
1.7% |
51% |
False |
False |
614 |
40 |
8.920 |
7.637 |
1.283 |
14.9% |
0.165 |
1.9% |
77% |
False |
False |
612 |
60 |
8.920 |
7.637 |
1.283 |
14.9% |
0.150 |
1.7% |
77% |
False |
False |
497 |
80 |
9.090 |
7.637 |
1.453 |
16.9% |
0.136 |
1.6% |
68% |
False |
False |
488 |
100 |
9.090 |
7.637 |
1.453 |
16.9% |
0.128 |
1.5% |
68% |
False |
False |
539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.284 |
2.618 |
9.028 |
1.618 |
8.871 |
1.000 |
8.774 |
0.618 |
8.714 |
HIGH |
8.617 |
0.618 |
8.557 |
0.500 |
8.539 |
0.382 |
8.520 |
LOW |
8.460 |
0.618 |
8.363 |
1.000 |
8.303 |
1.618 |
8.206 |
2.618 |
8.049 |
4.250 |
7.793 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.595 |
8.583 |
PP |
8.567 |
8.542 |
S1 |
8.539 |
8.502 |
|