NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.230 |
8.368 |
0.138 |
1.7% |
8.433 |
High |
8.355 |
8.370 |
0.015 |
0.2% |
8.617 |
Low |
8.230 |
8.250 |
0.020 |
0.2% |
8.325 |
Close |
8.359 |
8.302 |
-0.057 |
-0.7% |
8.367 |
Range |
0.125 |
0.120 |
-0.005 |
-4.0% |
0.292 |
ATR |
0.166 |
0.163 |
-0.003 |
-2.0% |
0.000 |
Volume |
599 |
255 |
-344 |
-57.4% |
2,281 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.667 |
8.605 |
8.368 |
|
R3 |
8.547 |
8.485 |
8.335 |
|
R2 |
8.427 |
8.427 |
8.324 |
|
R1 |
8.365 |
8.365 |
8.313 |
8.336 |
PP |
8.307 |
8.307 |
8.307 |
8.293 |
S1 |
8.245 |
8.245 |
8.291 |
8.216 |
S2 |
8.187 |
8.187 |
8.280 |
|
S3 |
8.067 |
8.125 |
8.269 |
|
S4 |
7.947 |
8.005 |
8.236 |
|
|
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 |
8.480 |
8.200 |
0.280 |
3.4% |
0.157 |
1.9% |
36% |
False |
False |
666 |
10 |
8.617 |
8.200 |
0.417 |
5.0% |
0.132 |
1.6% |
24% |
False |
False |
594 |
20 |
8.845 |
8.200 |
0.645 |
7.8% |
0.140 |
1.7% |
16% |
False |
False |
633 |
40 |
8.920 |
7.832 |
1.088 |
13.1% |
0.162 |
1.9% |
43% |
False |
False |
610 |
60 |
8.920 |
7.637 |
1.283 |
15.5% |
0.155 |
1.9% |
52% |
False |
False |
526 |
80 |
9.090 |
7.637 |
1.453 |
17.5% |
0.140 |
1.7% |
46% |
False |
False |
521 |
100 |
9.090 |
7.637 |
1.453 |
17.5% |
0.132 |
1.6% |
46% |
False |
False |
548 |
120 |
9.090 |
7.637 |
1.453 |
17.5% |
0.129 |
1.6% |
46% |
False |
False |
557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.880 |
2.618 |
8.684 |
1.618 |
8.564 |
1.000 |
8.490 |
0.618 |
8.444 |
HIGH |
8.370 |
0.618 |
8.324 |
0.500 |
8.310 |
0.382 |
8.296 |
LOW |
8.250 |
0.618 |
8.176 |
1.000 |
8.130 |
1.618 |
8.056 |
2.618 |
7.936 |
4.250 |
7.740 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.310 |
8.297 |
PP |
8.307 |
8.292 |
S1 |
8.305 |
8.287 |
|