NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.660 |
8.609 |
-0.051 |
-0.6% |
8.250 |
High |
8.699 |
8.631 |
-0.068 |
-0.8% |
8.699 |
Low |
8.590 |
8.580 |
-0.010 |
-0.1% |
8.190 |
Close |
8.646 |
8.617 |
-0.029 |
-0.3% |
8.646 |
Range |
0.109 |
0.051 |
-0.058 |
-53.2% |
0.509 |
ATR |
0.149 |
0.143 |
-0.006 |
-4.0% |
0.000 |
Volume |
946 |
753 |
-193 |
-20.4% |
1,715 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.762 |
8.741 |
8.645 |
|
R3 |
8.711 |
8.690 |
8.631 |
|
R2 |
8.660 |
8.660 |
8.626 |
|
R1 |
8.639 |
8.639 |
8.622 |
8.650 |
PP |
8.609 |
8.609 |
8.609 |
8.615 |
S1 |
8.588 |
8.588 |
8.612 |
8.599 |
S2 |
8.558 |
8.558 |
8.608 |
|
S3 |
8.507 |
8.537 |
8.603 |
|
S4 |
8.456 |
8.486 |
8.589 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.039 |
9.851 |
8.926 |
|
R3 |
9.530 |
9.342 |
8.786 |
|
R2 |
9.021 |
9.021 |
8.739 |
|
R1 |
8.833 |
8.833 |
8.693 |
8.927 |
PP |
8.512 |
8.512 |
8.512 |
8.559 |
S1 |
8.324 |
8.324 |
8.599 |
8.418 |
S2 |
8.003 |
8.003 |
8.553 |
|
S3 |
7.494 |
7.815 |
8.506 |
|
S4 |
6.985 |
7.306 |
8.366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.699 |
8.255 |
0.444 |
5.2% |
0.121 |
1.4% |
82% |
False |
False |
453 |
10 |
8.699 |
8.190 |
0.509 |
5.9% |
0.110 |
1.3% |
84% |
False |
False |
453 |
20 |
8.783 |
8.190 |
0.593 |
6.9% |
0.125 |
1.5% |
72% |
False |
False |
525 |
40 |
8.920 |
8.190 |
0.730 |
8.5% |
0.146 |
1.7% |
58% |
False |
False |
594 |
60 |
8.920 |
7.637 |
1.283 |
14.9% |
0.152 |
1.8% |
76% |
False |
False |
548 |
80 |
8.920 |
7.637 |
1.283 |
14.9% |
0.140 |
1.6% |
76% |
False |
False |
498 |
100 |
9.090 |
7.637 |
1.453 |
16.9% |
0.133 |
1.5% |
67% |
False |
False |
476 |
120 |
9.090 |
7.637 |
1.453 |
16.9% |
0.127 |
1.5% |
67% |
False |
False |
553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.848 |
2.618 |
8.765 |
1.618 |
8.714 |
1.000 |
8.682 |
0.618 |
8.663 |
HIGH |
8.631 |
0.618 |
8.612 |
0.500 |
8.606 |
0.382 |
8.599 |
LOW |
8.580 |
0.618 |
8.548 |
1.000 |
8.529 |
1.618 |
8.497 |
2.618 |
8.446 |
4.250 |
8.363 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.613 |
8.609 |
PP |
8.609 |
8.600 |
S1 |
8.606 |
8.592 |
|