NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 19-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
19-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
9.150 |
9.150 |
0.000 |
0.0% |
9.125 |
| High |
9.203 |
9.203 |
0.000 |
0.0% |
9.203 |
| Low |
9.100 |
9.100 |
0.000 |
0.0% |
8.950 |
| Close |
9.168 |
9.106 |
-0.062 |
-0.7% |
9.168 |
| Range |
0.103 |
0.103 |
0.000 |
0.0% |
0.253 |
| ATR |
0.199 |
0.192 |
-0.007 |
-3.4% |
0.000 |
| Volume |
441 |
441 |
0 |
0.0% |
4,459 |
|
| Daily Pivots for day following 19-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.445 |
9.379 |
9.163 |
|
| R3 |
9.342 |
9.276 |
9.134 |
|
| R2 |
9.239 |
9.239 |
9.125 |
|
| R1 |
9.173 |
9.173 |
9.115 |
9.155 |
| PP |
9.136 |
9.136 |
9.136 |
9.127 |
| S1 |
9.070 |
9.070 |
9.097 |
9.052 |
| S2 |
9.033 |
9.033 |
9.087 |
|
| S3 |
8.930 |
8.967 |
9.078 |
|
| S4 |
8.827 |
8.864 |
9.049 |
|
|
| 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% |
0.150 |
1.6% |
62% |
True |
False |
673 |
| 10 |
9.419 |
8.940 |
0.479 |
5.3% |
0.150 |
1.6% |
35% |
False |
False |
923 |
| 20 |
9.419 |
8.465 |
0.954 |
10.5% |
0.180 |
2.0% |
67% |
False |
False |
764 |
| 40 |
9.419 |
8.270 |
1.149 |
12.6% |
0.165 |
1.8% |
73% |
False |
False |
671 |
| 60 |
9.500 |
8.270 |
1.230 |
13.5% |
0.146 |
1.6% |
68% |
False |
False |
623 |
| 80 |
9.500 |
8.270 |
1.230 |
13.5% |
0.143 |
1.6% |
68% |
False |
False |
622 |
| 100 |
9.500 |
8.270 |
1.230 |
13.5% |
0.136 |
1.5% |
68% |
False |
False |
583 |
|
|
|
| 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 19-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.152 |
9.097 |
| PP |
9.136 |
9.088 |
| S1 |
9.121 |
9.080 |
|