NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.368 |
8.248 |
-0.120 |
-1.4% |
8.292 |
High |
8.370 |
8.300 |
-0.070 |
-0.8% |
8.444 |
Low |
8.250 |
8.248 |
-0.002 |
0.0% |
8.200 |
Close |
8.302 |
8.271 |
-0.031 |
-0.4% |
8.271 |
Range |
0.120 |
0.052 |
-0.068 |
-56.7% |
0.244 |
ATR |
0.163 |
0.155 |
-0.008 |
-4.8% |
0.000 |
Volume |
255 |
564 |
309 |
121.2% |
2,988 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.429 |
8.402 |
8.300 |
|
R3 |
8.377 |
8.350 |
8.285 |
|
R2 |
8.325 |
8.325 |
8.281 |
|
R1 |
8.298 |
8.298 |
8.276 |
8.312 |
PP |
8.273 |
8.273 |
8.273 |
8.280 |
S1 |
8.246 |
8.246 |
8.266 |
8.260 |
S2 |
8.221 |
8.221 |
8.261 |
|
S3 |
8.169 |
8.194 |
8.257 |
|
S4 |
8.117 |
8.142 |
8.242 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.037 |
8.898 |
8.405 |
|
R3 |
8.793 |
8.654 |
8.338 |
|
R2 |
8.549 |
8.549 |
8.316 |
|
R1 |
8.410 |
8.410 |
8.293 |
8.358 |
PP |
8.305 |
8.305 |
8.305 |
8.279 |
S1 |
8.166 |
8.166 |
8.249 |
8.114 |
S2 |
8.061 |
8.061 |
8.226 |
|
S3 |
7.817 |
7.922 |
8.204 |
|
S4 |
7.573 |
7.678 |
8.137 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.444 |
8.200 |
0.244 |
3.0% |
0.137 |
1.7% |
29% |
False |
False |
597 |
10 |
8.617 |
8.200 |
0.417 |
5.0% |
0.126 |
1.5% |
17% |
False |
False |
526 |
20 |
8.845 |
8.200 |
0.645 |
7.8% |
0.138 |
1.7% |
11% |
False |
False |
615 |
40 |
8.920 |
7.983 |
0.937 |
11.3% |
0.157 |
1.9% |
31% |
False |
False |
614 |
60 |
8.920 |
7.637 |
1.283 |
15.5% |
0.153 |
1.8% |
49% |
False |
False |
523 |
80 |
9.090 |
7.637 |
1.453 |
17.6% |
0.139 |
1.7% |
44% |
False |
False |
512 |
100 |
9.090 |
7.637 |
1.453 |
17.6% |
0.133 |
1.6% |
44% |
False |
False |
528 |
120 |
9.090 |
7.637 |
1.453 |
17.6% |
0.128 |
1.5% |
44% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.521 |
2.618 |
8.436 |
1.618 |
8.384 |
1.000 |
8.352 |
0.618 |
8.332 |
HIGH |
8.300 |
0.618 |
8.280 |
0.500 |
8.274 |
0.382 |
8.268 |
LOW |
8.248 |
0.618 |
8.216 |
1.000 |
8.196 |
1.618 |
8.164 |
2.618 |
8.112 |
4.250 |
8.027 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.274 |
8.300 |
PP |
8.273 |
8.290 |
S1 |
8.272 |
8.281 |
|