NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.285 |
8.530 |
0.245 |
3.0% |
8.292 |
High |
8.496 |
8.663 |
0.167 |
2.0% |
8.444 |
Low |
8.280 |
8.484 |
0.204 |
2.5% |
8.200 |
Close |
8.487 |
8.638 |
0.151 |
1.8% |
8.271 |
Range |
0.216 |
0.179 |
-0.037 |
-17.1% |
0.244 |
ATR |
0.150 |
0.152 |
0.002 |
1.4% |
0.000 |
Volume |
179 |
312 |
133 |
74.3% |
2,988 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.132 |
9.064 |
8.736 |
|
R3 |
8.953 |
8.885 |
8.687 |
|
R2 |
8.774 |
8.774 |
8.671 |
|
R1 |
8.706 |
8.706 |
8.654 |
8.740 |
PP |
8.595 |
8.595 |
8.595 |
8.612 |
S1 |
8.527 |
8.527 |
8.622 |
8.561 |
S2 |
8.416 |
8.416 |
8.605 |
|
S3 |
8.237 |
8.348 |
8.589 |
|
S4 |
8.058 |
8.169 |
8.540 |
|
|
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 |
8.663 |
8.190 |
0.473 |
5.5% |
0.111 |
1.3% |
95% |
True |
False |
266 |
10 |
8.663 |
8.190 |
0.473 |
5.5% |
0.134 |
1.6% |
95% |
True |
False |
466 |
20 |
8.845 |
8.190 |
0.655 |
7.6% |
0.132 |
1.5% |
68% |
False |
False |
485 |
40 |
8.920 |
8.020 |
0.900 |
10.4% |
0.152 |
1.8% |
69% |
False |
False |
567 |
60 |
8.920 |
7.637 |
1.283 |
14.9% |
0.153 |
1.8% |
78% |
False |
False |
525 |
80 |
9.070 |
7.637 |
1.433 |
16.6% |
0.139 |
1.6% |
70% |
False |
False |
484 |
100 |
9.090 |
7.637 |
1.453 |
16.8% |
0.134 |
1.6% |
69% |
False |
False |
490 |
120 |
9.090 |
7.637 |
1.453 |
16.8% |
0.128 |
1.5% |
69% |
False |
False |
540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.424 |
2.618 |
9.132 |
1.618 |
8.953 |
1.000 |
8.842 |
0.618 |
8.774 |
HIGH |
8.663 |
0.618 |
8.595 |
0.500 |
8.574 |
0.382 |
8.552 |
LOW |
8.484 |
0.618 |
8.373 |
1.000 |
8.305 |
1.618 |
8.194 |
2.618 |
8.015 |
4.250 |
7.723 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.617 |
8.578 |
PP |
8.595 |
8.519 |
S1 |
8.574 |
8.459 |
|