NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
9.125 |
8.960 |
-0.165 |
-1.8% |
9.157 |
| High |
9.176 |
9.150 |
-0.026 |
-0.3% |
9.419 |
| Low |
8.996 |
8.950 |
-0.046 |
-0.5% |
8.940 |
| Close |
9.010 |
9.115 |
0.105 |
1.2% |
9.387 |
| Range |
0.180 |
0.200 |
0.020 |
11.1% |
0.479 |
| ATR |
0.212 |
0.212 |
-0.001 |
-0.4% |
0.000 |
| Volume |
1,531 |
989 |
-542 |
-35.4% |
4,417 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.672 |
9.593 |
9.225 |
|
| R3 |
9.472 |
9.393 |
9.170 |
|
| R2 |
9.272 |
9.272 |
9.152 |
|
| R1 |
9.193 |
9.193 |
9.133 |
9.233 |
| PP |
9.072 |
9.072 |
9.072 |
9.091 |
| S1 |
8.993 |
8.993 |
9.097 |
9.033 |
| S2 |
8.872 |
8.872 |
9.078 |
|
| S3 |
8.672 |
8.793 |
9.060 |
|
| S4 |
8.472 |
8.593 |
9.005 |
|
|
| 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 |
8.950 |
0.469 |
5.1% |
0.169 |
1.8% |
35% |
False |
True |
1,284 |
| 10 |
9.419 |
8.830 |
0.589 |
6.5% |
0.189 |
2.1% |
48% |
False |
False |
907 |
| 20 |
9.419 |
8.320 |
1.099 |
12.1% |
0.185 |
2.0% |
72% |
False |
False |
919 |
| 40 |
9.419 |
8.270 |
1.149 |
12.6% |
0.166 |
1.8% |
74% |
False |
False |
643 |
| 60 |
9.500 |
8.270 |
1.230 |
13.5% |
0.145 |
1.6% |
69% |
False |
False |
627 |
| 80 |
9.500 |
8.270 |
1.230 |
13.5% |
0.140 |
1.5% |
69% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.000 |
|
2.618 |
9.674 |
|
1.618 |
9.474 |
|
1.000 |
9.350 |
|
0.618 |
9.274 |
|
HIGH |
9.150 |
|
0.618 |
9.074 |
|
0.500 |
9.050 |
|
0.382 |
9.026 |
|
LOW |
8.950 |
|
0.618 |
8.826 |
|
1.000 |
8.750 |
|
1.618 |
8.626 |
|
2.618 |
8.426 |
|
4.250 |
8.100 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.093 |
9.185 |
| PP |
9.072 |
9.161 |
| S1 |
9.050 |
9.138 |
|