NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.225 |
9.344 |
0.119 |
1.3% |
9.150 |
High |
9.339 |
9.361 |
0.022 |
0.2% |
9.339 |
Low |
9.219 |
9.210 |
-0.009 |
-0.1% |
8.970 |
Close |
9.328 |
9.269 |
-0.059 |
-0.6% |
9.328 |
Range |
0.120 |
0.151 |
0.031 |
25.8% |
0.369 |
ATR |
0.183 |
0.180 |
-0.002 |
-1.2% |
0.000 |
Volume |
303 |
259 |
-44 |
-14.5% |
2,069 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.733 |
9.652 |
9.352 |
|
R3 |
9.582 |
9.501 |
9.311 |
|
R2 |
9.431 |
9.431 |
9.297 |
|
R1 |
9.350 |
9.350 |
9.283 |
9.315 |
PP |
9.280 |
9.280 |
9.280 |
9.263 |
S1 |
9.199 |
9.199 |
9.255 |
9.164 |
S2 |
9.129 |
9.129 |
9.241 |
|
S3 |
8.978 |
9.048 |
9.227 |
|
S4 |
8.827 |
8.897 |
9.186 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.319 |
10.193 |
9.531 |
|
R3 |
9.950 |
9.824 |
9.429 |
|
R2 |
9.581 |
9.581 |
9.396 |
|
R1 |
9.455 |
9.455 |
9.362 |
9.518 |
PP |
9.212 |
9.212 |
9.212 |
9.244 |
S1 |
9.086 |
9.086 |
9.294 |
9.149 |
S2 |
8.843 |
8.843 |
9.260 |
|
S3 |
8.474 |
8.717 |
9.227 |
|
S4 |
8.105 |
8.348 |
9.125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.361 |
8.970 |
0.391 |
4.2% |
0.158 |
1.7% |
76% |
True |
False |
377 |
10 |
9.361 |
8.950 |
0.411 |
4.4% |
0.154 |
1.7% |
78% |
True |
False |
525 |
20 |
9.419 |
8.697 |
0.722 |
7.8% |
0.177 |
1.9% |
79% |
False |
False |
674 |
40 |
9.419 |
8.310 |
1.109 |
12.0% |
0.170 |
1.8% |
86% |
False |
False |
675 |
60 |
9.419 |
8.270 |
1.149 |
12.4% |
0.152 |
1.6% |
87% |
False |
False |
602 |
80 |
9.500 |
8.270 |
1.230 |
13.3% |
0.143 |
1.5% |
81% |
False |
False |
591 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.139 |
1.5% |
81% |
False |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.003 |
2.618 |
9.756 |
1.618 |
9.605 |
1.000 |
9.512 |
0.618 |
9.454 |
HIGH |
9.361 |
0.618 |
9.303 |
0.500 |
9.286 |
0.382 |
9.268 |
LOW |
9.210 |
0.618 |
9.117 |
1.000 |
9.059 |
1.618 |
8.966 |
2.618 |
8.815 |
4.250 |
8.568 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.286 |
9.264 |
PP |
9.280 |
9.258 |
S1 |
9.275 |
9.253 |
|