NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.040 |
9.150 |
0.110 |
1.2% |
9.125 |
High |
9.164 |
9.203 |
0.039 |
0.4% |
9.203 |
Low |
8.956 |
9.100 |
0.144 |
1.6% |
8.950 |
Close |
9.102 |
9.168 |
0.066 |
0.7% |
9.168 |
Range |
0.208 |
0.103 |
-0.105 |
-50.5% |
0.253 |
ATR |
0.206 |
0.199 |
-0.007 |
-3.6% |
0.000 |
Volume |
821 |
441 |
-380 |
-46.3% |
4,459 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.466 |
9.420 |
9.225 |
|
R3 |
9.363 |
9.317 |
9.196 |
|
R2 |
9.260 |
9.260 |
9.187 |
|
R1 |
9.214 |
9.214 |
9.177 |
9.237 |
PP |
9.157 |
9.157 |
9.157 |
9.169 |
S1 |
9.111 |
9.111 |
9.159 |
9.134 |
S2 |
9.054 |
9.054 |
9.149 |
|
S3 |
8.951 |
9.008 |
9.140 |
|
S4 |
8.848 |
8.905 |
9.111 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.866 |
9.770 |
9.307 |
|
R3 |
9.613 |
9.517 |
9.238 |
|
R2 |
9.360 |
9.360 |
9.214 |
|
R1 |
9.264 |
9.264 |
9.191 |
9.312 |
PP |
9.107 |
9.107 |
9.107 |
9.131 |
S1 |
9.011 |
9.011 |
9.145 |
9.059 |
S2 |
8.854 |
8.854 |
9.122 |
|
S3 |
8.601 |
8.758 |
9.098 |
|
S4 |
8.348 |
8.505 |
9.029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.203 |
8.950 |
0.253 |
2.8% |
0.165 |
1.8% |
86% |
True |
False |
891 |
10 |
9.419 |
8.940 |
0.479 |
5.2% |
0.160 |
1.7% |
48% |
False |
False |
887 |
20 |
9.419 |
8.465 |
0.954 |
10.4% |
0.183 |
2.0% |
74% |
False |
False |
815 |
40 |
9.419 |
8.270 |
1.149 |
12.5% |
0.167 |
1.8% |
78% |
False |
False |
665 |
60 |
9.500 |
8.270 |
1.230 |
13.4% |
0.146 |
1.6% |
73% |
False |
False |
654 |
80 |
9.500 |
8.270 |
1.230 |
13.4% |
0.141 |
1.5% |
73% |
False |
False |
618 |
100 |
9.500 |
8.270 |
1.230 |
13.4% |
0.136 |
1.5% |
73% |
False |
False |
597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.641 |
2.618 |
9.473 |
1.618 |
9.370 |
1.000 |
9.306 |
0.618 |
9.267 |
HIGH |
9.203 |
0.618 |
9.164 |
0.500 |
9.152 |
0.382 |
9.139 |
LOW |
9.100 |
0.618 |
9.036 |
1.000 |
8.997 |
1.618 |
8.933 |
2.618 |
8.830 |
4.250 |
8.662 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.163 |
9.139 |
PP |
9.157 |
9.109 |
S1 |
9.152 |
9.080 |
|