NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.255 |
8.285 |
0.030 |
0.4% |
8.292 |
High |
8.303 |
8.496 |
0.193 |
2.3% |
8.444 |
Low |
8.255 |
8.280 |
0.025 |
0.3% |
8.200 |
Close |
8.270 |
8.487 |
0.217 |
2.6% |
8.271 |
Range |
0.048 |
0.216 |
0.168 |
350.0% |
0.244 |
ATR |
0.144 |
0.150 |
0.006 |
4.0% |
0.000 |
Volume |
78 |
179 |
101 |
129.5% |
2,988 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.069 |
8.994 |
8.606 |
|
R3 |
8.853 |
8.778 |
8.546 |
|
R2 |
8.637 |
8.637 |
8.527 |
|
R1 |
8.562 |
8.562 |
8.507 |
8.600 |
PP |
8.421 |
8.421 |
8.421 |
8.440 |
S1 |
8.346 |
8.346 |
8.467 |
8.384 |
S2 |
8.205 |
8.205 |
8.447 |
|
S3 |
7.989 |
8.130 |
8.428 |
|
S4 |
7.773 |
7.914 |
8.368 |
|
|
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 |
8.496 |
8.190 |
0.306 |
3.6% |
0.099 |
1.2% |
97% |
True |
False |
255 |
10 |
8.570 |
8.190 |
0.380 |
4.5% |
0.130 |
1.5% |
78% |
False |
False |
499 |
20 |
8.845 |
8.190 |
0.655 |
7.7% |
0.130 |
1.5% |
45% |
False |
False |
535 |
40 |
8.920 |
7.983 |
0.937 |
11.0% |
0.152 |
1.8% |
54% |
False |
False |
572 |
60 |
8.920 |
7.637 |
1.283 |
15.1% |
0.152 |
1.8% |
66% |
False |
False |
522 |
80 |
9.090 |
7.637 |
1.453 |
17.1% |
0.140 |
1.6% |
58% |
False |
False |
497 |
100 |
9.090 |
7.637 |
1.453 |
17.1% |
0.133 |
1.6% |
58% |
False |
False |
489 |
120 |
9.090 |
7.637 |
1.453 |
17.1% |
0.127 |
1.5% |
58% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.414 |
2.618 |
9.061 |
1.618 |
8.845 |
1.000 |
8.712 |
0.618 |
8.629 |
HIGH |
8.496 |
0.618 |
8.413 |
0.500 |
8.388 |
0.382 |
8.363 |
LOW |
8.280 |
0.618 |
8.147 |
1.000 |
8.064 |
1.618 |
7.931 |
2.618 |
7.715 |
4.250 |
7.362 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.454 |
8.439 |
PP |
8.421 |
8.391 |
S1 |
8.388 |
8.343 |
|