NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.042 |
9.150 |
0.108 |
1.2% |
9.125 |
High |
9.250 |
9.240 |
-0.010 |
-0.1% |
9.203 |
Low |
8.970 |
9.130 |
0.160 |
1.8% |
8.950 |
Close |
9.227 |
9.210 |
-0.017 |
-0.2% |
9.168 |
Range |
0.280 |
0.110 |
-0.170 |
-60.7% |
0.253 |
ATR |
0.198 |
0.192 |
-0.006 |
-3.2% |
0.000 |
Volume |
350 |
534 |
184 |
52.6% |
4,459 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.523 |
9.477 |
9.271 |
|
R3 |
9.413 |
9.367 |
9.240 |
|
R2 |
9.303 |
9.303 |
9.230 |
|
R1 |
9.257 |
9.257 |
9.220 |
9.280 |
PP |
9.193 |
9.193 |
9.193 |
9.205 |
S1 |
9.147 |
9.147 |
9.200 |
9.170 |
S2 |
9.083 |
9.083 |
9.190 |
|
S3 |
8.973 |
9.037 |
9.180 |
|
S4 |
8.863 |
8.927 |
9.150 |
|
|
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% |
0.161 |
1.7% |
86% |
False |
False |
517 |
10 |
9.419 |
8.950 |
0.469 |
5.1% |
0.164 |
1.8% |
55% |
False |
False |
926 |
20 |
9.419 |
8.465 |
0.954 |
10.4% |
0.181 |
2.0% |
78% |
False |
False |
696 |
40 |
9.419 |
8.270 |
1.149 |
12.5% |
0.170 |
1.8% |
82% |
False |
False |
679 |
60 |
9.500 |
8.270 |
1.230 |
13.4% |
0.151 |
1.6% |
76% |
False |
False |
627 |
80 |
9.500 |
8.270 |
1.230 |
13.4% |
0.143 |
1.5% |
76% |
False |
False |
624 |
100 |
9.500 |
8.270 |
1.230 |
13.4% |
0.138 |
1.5% |
76% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.708 |
2.618 |
9.528 |
1.618 |
9.418 |
1.000 |
9.350 |
0.618 |
9.308 |
HIGH |
9.240 |
0.618 |
9.198 |
0.500 |
9.185 |
0.382 |
9.172 |
LOW |
9.130 |
0.618 |
9.062 |
1.000 |
9.020 |
1.618 |
8.952 |
2.618 |
8.842 |
4.250 |
8.663 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.202 |
9.177 |
PP |
9.193 |
9.143 |
S1 |
9.185 |
9.110 |
|