NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.330 |
9.125 |
-0.205 |
-2.2% |
9.157 |
High |
9.419 |
9.176 |
-0.243 |
-2.6% |
9.419 |
Low |
9.280 |
8.996 |
-0.284 |
-3.1% |
8.940 |
Close |
9.387 |
9.010 |
-0.377 |
-4.0% |
9.387 |
Range |
0.139 |
0.180 |
0.041 |
29.5% |
0.479 |
ATR |
0.199 |
0.212 |
0.014 |
6.9% |
0.000 |
Volume |
1,436 |
1,531 |
95 |
6.6% |
4,417 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.601 |
9.485 |
9.109 |
|
R3 |
9.421 |
9.305 |
9.060 |
|
R2 |
9.241 |
9.241 |
9.043 |
|
R1 |
9.125 |
9.125 |
9.027 |
9.093 |
PP |
9.061 |
9.061 |
9.061 |
9.045 |
S1 |
8.945 |
8.945 |
8.994 |
8.913 |
S2 |
8.881 |
8.881 |
8.977 |
|
S3 |
8.701 |
8.765 |
8.961 |
|
S4 |
8.521 |
8.585 |
8.911 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.686 |
10.515 |
9.650 |
|
R3 |
10.207 |
10.036 |
9.519 |
|
R2 |
9.728 |
9.728 |
9.475 |
|
R1 |
9.557 |
9.557 |
9.431 |
9.643 |
PP |
9.249 |
9.249 |
9.249 |
9.291 |
S1 |
9.078 |
9.078 |
9.343 |
9.164 |
S2 |
8.770 |
8.770 |
9.299 |
|
S3 |
8.291 |
8.599 |
9.255 |
|
S4 |
7.812 |
8.120 |
9.124 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.419 |
8.940 |
0.479 |
5.3% |
0.151 |
1.7% |
15% |
False |
False |
1,173 |
10 |
9.419 |
8.697 |
0.722 |
8.0% |
0.200 |
2.2% |
43% |
False |
False |
823 |
20 |
9.419 |
8.320 |
1.099 |
12.2% |
0.186 |
2.1% |
63% |
False |
False |
878 |
40 |
9.419 |
8.270 |
1.149 |
12.8% |
0.164 |
1.8% |
64% |
False |
False |
635 |
60 |
9.500 |
8.270 |
1.230 |
13.7% |
0.145 |
1.6% |
60% |
False |
False |
625 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.138 |
1.5% |
60% |
False |
False |
601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.941 |
2.618 |
9.647 |
1.618 |
9.467 |
1.000 |
9.356 |
0.618 |
9.287 |
HIGH |
9.176 |
0.618 |
9.107 |
0.500 |
9.086 |
0.382 |
9.065 |
LOW |
8.996 |
0.618 |
8.885 |
1.000 |
8.816 |
1.618 |
8.705 |
2.618 |
8.525 |
4.250 |
8.231 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.086 |
9.208 |
PP |
9.061 |
9.142 |
S1 |
9.035 |
9.076 |
|