NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.248 |
8.250 |
0.002 |
0.0% |
8.292 |
High |
8.300 |
8.250 |
-0.050 |
-0.6% |
8.444 |
Low |
8.248 |
8.190 |
-0.058 |
-0.7% |
8.200 |
Close |
8.271 |
8.229 |
-0.042 |
-0.5% |
8.271 |
Range |
0.052 |
0.060 |
0.008 |
15.4% |
0.244 |
ATR |
0.155 |
0.150 |
-0.005 |
-3.4% |
0.000 |
Volume |
564 |
200 |
-364 |
-64.5% |
2,988 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.403 |
8.376 |
8.262 |
|
R3 |
8.343 |
8.316 |
8.246 |
|
R2 |
8.283 |
8.283 |
8.240 |
|
R1 |
8.256 |
8.256 |
8.235 |
8.240 |
PP |
8.223 |
8.223 |
8.223 |
8.215 |
S1 |
8.196 |
8.196 |
8.224 |
8.180 |
S2 |
8.163 |
8.163 |
8.218 |
|
S3 |
8.103 |
8.136 |
8.213 |
|
S4 |
8.043 |
8.076 |
8.196 |
|
|
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 |
8.370 |
8.190 |
0.180 |
2.2% |
0.100 |
1.2% |
22% |
False |
True |
453 |
10 |
8.617 |
8.190 |
0.427 |
5.2% |
0.128 |
1.6% |
9% |
False |
True |
517 |
20 |
8.845 |
8.190 |
0.655 |
8.0% |
0.135 |
1.6% |
6% |
False |
True |
579 |
40 |
8.920 |
7.983 |
0.937 |
11.4% |
0.153 |
1.9% |
26% |
False |
False |
585 |
60 |
8.920 |
7.637 |
1.283 |
15.6% |
0.153 |
1.9% |
46% |
False |
False |
523 |
80 |
9.090 |
7.637 |
1.453 |
17.7% |
0.138 |
1.7% |
41% |
False |
False |
509 |
100 |
9.090 |
7.637 |
1.453 |
17.7% |
0.133 |
1.6% |
41% |
False |
False |
523 |
120 |
9.090 |
7.637 |
1.453 |
17.7% |
0.128 |
1.6% |
41% |
False |
False |
553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.505 |
2.618 |
8.407 |
1.618 |
8.347 |
1.000 |
8.310 |
0.618 |
8.287 |
HIGH |
8.250 |
0.618 |
8.227 |
0.500 |
8.220 |
0.382 |
8.213 |
LOW |
8.190 |
0.618 |
8.153 |
1.000 |
8.130 |
1.618 |
8.093 |
2.618 |
8.033 |
4.250 |
7.935 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.226 |
8.280 |
PP |
8.223 |
8.263 |
S1 |
8.220 |
8.246 |
|