NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.480 |
8.292 |
-0.188 |
-2.2% |
8.433 |
High |
8.480 |
8.444 |
-0.036 |
-0.4% |
8.617 |
Low |
8.325 |
8.200 |
-0.125 |
-1.5% |
8.325 |
Close |
8.367 |
8.225 |
-0.142 |
-1.7% |
8.367 |
Range |
0.155 |
0.244 |
0.089 |
57.4% |
0.292 |
ATR |
0.166 |
0.171 |
0.006 |
3.4% |
0.000 |
Volume |
907 |
922 |
15 |
1.7% |
2,281 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.022 |
8.867 |
8.359 |
|
R3 |
8.778 |
8.623 |
8.292 |
|
R2 |
8.534 |
8.534 |
8.270 |
|
R1 |
8.379 |
8.379 |
8.247 |
8.335 |
PP |
8.290 |
8.290 |
8.290 |
8.267 |
S1 |
8.135 |
8.135 |
8.203 |
8.091 |
S2 |
8.046 |
8.046 |
8.180 |
|
S3 |
7.802 |
7.891 |
8.158 |
|
S4 |
7.558 |
7.647 |
8.091 |
|
|
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 |
8.200 |
0.417 |
5.1% |
0.155 |
1.9% |
6% |
False |
True |
582 |
10 |
8.783 |
8.200 |
0.583 |
7.1% |
0.141 |
1.7% |
4% |
False |
True |
596 |
20 |
8.845 |
8.200 |
0.645 |
7.8% |
0.146 |
1.8% |
4% |
False |
True |
596 |
40 |
8.920 |
7.637 |
1.283 |
15.6% |
0.164 |
2.0% |
46% |
False |
False |
612 |
60 |
8.920 |
7.637 |
1.283 |
15.6% |
0.154 |
1.9% |
46% |
False |
False |
516 |
80 |
9.090 |
7.637 |
1.453 |
17.7% |
0.139 |
1.7% |
40% |
False |
False |
509 |
100 |
9.090 |
7.637 |
1.453 |
17.7% |
0.131 |
1.6% |
40% |
False |
False |
542 |
120 |
9.090 |
7.637 |
1.453 |
17.7% |
0.129 |
1.6% |
40% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.481 |
2.618 |
9.083 |
1.618 |
8.839 |
1.000 |
8.688 |
0.618 |
8.595 |
HIGH |
8.444 |
0.618 |
8.351 |
0.500 |
8.322 |
0.382 |
8.293 |
LOW |
8.200 |
0.618 |
8.049 |
1.000 |
7.956 |
1.618 |
7.805 |
2.618 |
7.561 |
4.250 |
7.163 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.322 |
8.385 |
PP |
8.290 |
8.332 |
S1 |
8.257 |
8.278 |
|