NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.150 |
9.210 |
0.060 |
0.7% |
9.125 |
High |
9.240 |
9.275 |
0.035 |
0.4% |
9.203 |
Low |
9.130 |
9.145 |
0.015 |
0.2% |
8.950 |
Close |
9.210 |
9.271 |
0.061 |
0.7% |
9.168 |
Range |
0.110 |
0.130 |
0.020 |
18.2% |
0.253 |
ATR |
0.192 |
0.188 |
-0.004 |
-2.3% |
0.000 |
Volume |
534 |
441 |
-93 |
-17.4% |
4,459 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.620 |
9.576 |
9.343 |
|
R3 |
9.490 |
9.446 |
9.307 |
|
R2 |
9.360 |
9.360 |
9.295 |
|
R1 |
9.316 |
9.316 |
9.283 |
9.338 |
PP |
9.230 |
9.230 |
9.230 |
9.242 |
S1 |
9.186 |
9.186 |
9.259 |
9.208 |
S2 |
9.100 |
9.100 |
9.247 |
|
S3 |
8.970 |
9.056 |
9.235 |
|
S4 |
8.840 |
8.926 |
9.200 |
|
|
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 |
9.275 |
8.970 |
0.305 |
3.3% |
0.145 |
1.6% |
99% |
True |
False |
441 |
10 |
9.419 |
8.950 |
0.469 |
5.1% |
0.159 |
1.7% |
68% |
False |
False |
766 |
20 |
9.419 |
8.655 |
0.764 |
8.2% |
0.176 |
1.9% |
81% |
False |
False |
691 |
40 |
9.419 |
8.270 |
1.149 |
12.4% |
0.168 |
1.8% |
87% |
False |
False |
683 |
60 |
9.500 |
8.270 |
1.230 |
13.3% |
0.151 |
1.6% |
81% |
False |
False |
619 |
80 |
9.500 |
8.270 |
1.230 |
13.3% |
0.142 |
1.5% |
81% |
False |
False |
614 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.138 |
1.5% |
81% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.828 |
2.618 |
9.615 |
1.618 |
9.485 |
1.000 |
9.405 |
0.618 |
9.355 |
HIGH |
9.275 |
0.618 |
9.225 |
0.500 |
9.210 |
0.382 |
9.195 |
LOW |
9.145 |
0.618 |
9.065 |
1.000 |
9.015 |
1.618 |
8.935 |
2.618 |
8.805 |
4.250 |
8.593 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.251 |
9.222 |
PP |
9.230 |
9.172 |
S1 |
9.210 |
9.123 |
|