NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.110 |
9.040 |
-0.070 |
-0.8% |
9.157 |
High |
9.120 |
9.164 |
0.044 |
0.5% |
9.419 |
Low |
8.985 |
8.956 |
-0.029 |
-0.3% |
8.940 |
Close |
9.048 |
9.102 |
0.054 |
0.6% |
9.387 |
Range |
0.135 |
0.208 |
0.073 |
54.1% |
0.479 |
ATR |
0.206 |
0.206 |
0.000 |
0.1% |
0.000 |
Volume |
677 |
821 |
144 |
21.3% |
4,417 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.698 |
9.608 |
9.216 |
|
R3 |
9.490 |
9.400 |
9.159 |
|
R2 |
9.282 |
9.282 |
9.140 |
|
R1 |
9.192 |
9.192 |
9.121 |
9.237 |
PP |
9.074 |
9.074 |
9.074 |
9.097 |
S1 |
8.984 |
8.984 |
9.083 |
9.029 |
S2 |
8.866 |
8.866 |
9.064 |
|
S3 |
8.658 |
8.776 |
9.045 |
|
S4 |
8.450 |
8.568 |
8.988 |
|
|
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 |
5.2% |
0.172 |
1.9% |
32% |
False |
False |
1,090 |
10 |
9.419 |
8.927 |
0.492 |
5.4% |
0.172 |
1.9% |
36% |
False |
False |
991 |
20 |
9.419 |
8.465 |
0.954 |
10.5% |
0.187 |
2.1% |
67% |
False |
False |
886 |
40 |
9.419 |
8.270 |
1.149 |
12.6% |
0.168 |
1.8% |
72% |
False |
False |
663 |
60 |
9.500 |
8.270 |
1.230 |
13.5% |
0.146 |
1.6% |
68% |
False |
False |
648 |
80 |
9.500 |
8.270 |
1.230 |
13.5% |
0.142 |
1.6% |
68% |
False |
False |
619 |
100 |
9.500 |
8.270 |
1.230 |
13.5% |
0.136 |
1.5% |
68% |
False |
False |
620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.048 |
2.618 |
9.709 |
1.618 |
9.501 |
1.000 |
9.372 |
0.618 |
9.293 |
HIGH |
9.164 |
0.618 |
9.085 |
0.500 |
9.060 |
0.382 |
9.035 |
LOW |
8.956 |
0.618 |
8.827 |
1.000 |
8.748 |
1.618 |
8.619 |
2.618 |
8.411 |
4.250 |
8.072 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.088 |
9.087 |
PP |
9.074 |
9.072 |
S1 |
9.060 |
9.057 |
|