NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.570 |
8.480 |
-0.090 |
-1.1% |
8.433 |
High |
8.570 |
8.480 |
-0.090 |
-1.1% |
8.617 |
Low |
8.429 |
8.325 |
-0.104 |
-1.2% |
8.325 |
Close |
8.499 |
8.367 |
-0.132 |
-1.6% |
8.367 |
Range |
0.141 |
0.155 |
0.014 |
9.9% |
0.292 |
ATR |
0.165 |
0.166 |
0.001 |
0.4% |
0.000 |
Volume |
647 |
907 |
260 |
40.2% |
2,281 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.856 |
8.766 |
8.452 |
|
R3 |
8.701 |
8.611 |
8.410 |
|
R2 |
8.546 |
8.546 |
8.395 |
|
R1 |
8.456 |
8.456 |
8.381 |
8.424 |
PP |
8.391 |
8.391 |
8.391 |
8.374 |
S1 |
8.301 |
8.301 |
8.353 |
8.269 |
S2 |
8.236 |
8.236 |
8.339 |
|
S3 |
8.081 |
8.146 |
8.324 |
|
S4 |
7.926 |
7.991 |
8.282 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.312 |
9.132 |
8.528 |
|
R3 |
9.020 |
8.840 |
8.447 |
|
R2 |
8.728 |
8.728 |
8.421 |
|
R1 |
8.548 |
8.548 |
8.394 |
8.492 |
PP |
8.436 |
8.436 |
8.436 |
8.409 |
S1 |
8.256 |
8.256 |
8.340 |
8.200 |
S2 |
8.144 |
8.144 |
8.313 |
|
S3 |
7.852 |
7.964 |
8.287 |
|
S4 |
7.560 |
7.672 |
8.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.617 |
8.325 |
0.292 |
3.5% |
0.115 |
1.4% |
14% |
False |
True |
456 |
10 |
8.845 |
8.310 |
0.535 |
6.4% |
0.134 |
1.6% |
11% |
False |
False |
548 |
20 |
8.845 |
8.310 |
0.535 |
6.4% |
0.142 |
1.7% |
11% |
False |
False |
593 |
40 |
8.920 |
7.637 |
1.283 |
15.3% |
0.163 |
2.0% |
57% |
False |
False |
620 |
60 |
8.920 |
7.637 |
1.283 |
15.3% |
0.151 |
1.8% |
57% |
False |
False |
516 |
80 |
9.090 |
7.637 |
1.453 |
17.4% |
0.138 |
1.6% |
50% |
False |
False |
501 |
100 |
9.090 |
7.637 |
1.453 |
17.4% |
0.129 |
1.5% |
50% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.139 |
2.618 |
8.886 |
1.618 |
8.731 |
1.000 |
8.635 |
0.618 |
8.576 |
HIGH |
8.480 |
0.618 |
8.421 |
0.500 |
8.403 |
0.382 |
8.384 |
LOW |
8.325 |
0.618 |
8.229 |
1.000 |
8.170 |
1.618 |
8.074 |
2.618 |
7.919 |
4.250 |
7.666 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.403 |
8.468 |
PP |
8.391 |
8.434 |
S1 |
8.379 |
8.401 |
|