NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.150 |
9.042 |
-0.108 |
-1.2% |
9.125 |
High |
9.203 |
9.250 |
0.047 |
0.5% |
9.203 |
Low |
9.100 |
8.970 |
-0.130 |
-1.4% |
8.950 |
Close |
9.106 |
9.227 |
0.121 |
1.3% |
9.168 |
Range |
0.103 |
0.280 |
0.177 |
171.8% |
0.253 |
ATR |
0.192 |
0.198 |
0.006 |
3.3% |
0.000 |
Volume |
441 |
350 |
-91 |
-20.6% |
4,459 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.989 |
9.888 |
9.381 |
|
R3 |
9.709 |
9.608 |
9.304 |
|
R2 |
9.429 |
9.429 |
9.278 |
|
R1 |
9.328 |
9.328 |
9.253 |
9.379 |
PP |
9.149 |
9.149 |
9.149 |
9.174 |
S1 |
9.048 |
9.048 |
9.201 |
9.099 |
S2 |
8.869 |
8.869 |
9.176 |
|
S3 |
8.589 |
8.768 |
9.150 |
|
S4 |
8.309 |
8.488 |
9.073 |
|
|
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 |
9.250 |
8.956 |
0.294 |
3.2% |
0.166 |
1.8% |
92% |
True |
False |
546 |
10 |
9.419 |
8.950 |
0.469 |
5.1% |
0.167 |
1.8% |
59% |
False |
False |
915 |
20 |
9.419 |
8.465 |
0.954 |
10.3% |
0.181 |
2.0% |
80% |
False |
False |
745 |
40 |
9.419 |
8.270 |
1.149 |
12.5% |
0.170 |
1.8% |
83% |
False |
False |
672 |
60 |
9.500 |
8.270 |
1.230 |
13.3% |
0.150 |
1.6% |
78% |
False |
False |
621 |
80 |
9.500 |
8.270 |
1.230 |
13.3% |
0.144 |
1.6% |
78% |
False |
False |
625 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.138 |
1.5% |
78% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.440 |
2.618 |
9.983 |
1.618 |
9.703 |
1.000 |
9.530 |
0.618 |
9.423 |
HIGH |
9.250 |
0.618 |
9.143 |
0.500 |
9.110 |
0.382 |
9.077 |
LOW |
8.970 |
0.618 |
8.797 |
1.000 |
8.690 |
1.618 |
8.517 |
2.618 |
8.237 |
4.250 |
7.780 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.188 |
9.188 |
PP |
9.149 |
9.149 |
S1 |
9.110 |
9.110 |
|