NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.344 |
9.155 |
-0.189 |
-2.0% |
9.150 |
High |
9.361 |
9.302 |
-0.059 |
-0.6% |
9.339 |
Low |
9.210 |
9.050 |
-0.160 |
-1.7% |
8.970 |
Close |
9.269 |
9.158 |
-0.111 |
-1.2% |
9.328 |
Range |
0.151 |
0.252 |
0.101 |
66.9% |
0.369 |
ATR |
0.180 |
0.186 |
0.005 |
2.8% |
0.000 |
Volume |
259 |
434 |
175 |
67.6% |
2,069 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.926 |
9.794 |
9.297 |
|
R3 |
9.674 |
9.542 |
9.227 |
|
R2 |
9.422 |
9.422 |
9.204 |
|
R1 |
9.290 |
9.290 |
9.181 |
9.356 |
PP |
9.170 |
9.170 |
9.170 |
9.203 |
S1 |
9.038 |
9.038 |
9.135 |
9.104 |
S2 |
8.918 |
8.918 |
9.112 |
|
S3 |
8.666 |
8.786 |
9.089 |
|
S4 |
8.414 |
8.534 |
9.019 |
|
|
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 |
9.050 |
0.311 |
3.4% |
0.153 |
1.7% |
35% |
False |
True |
394 |
10 |
9.361 |
8.956 |
0.405 |
4.4% |
0.159 |
1.7% |
50% |
False |
False |
470 |
20 |
9.419 |
8.830 |
0.589 |
6.4% |
0.174 |
1.9% |
56% |
False |
False |
688 |
40 |
9.419 |
8.310 |
1.109 |
12.1% |
0.171 |
1.9% |
76% |
False |
False |
682 |
60 |
9.419 |
8.270 |
1.149 |
12.5% |
0.155 |
1.7% |
77% |
False |
False |
602 |
80 |
9.500 |
8.270 |
1.230 |
13.4% |
0.145 |
1.6% |
72% |
False |
False |
565 |
100 |
9.500 |
8.270 |
1.230 |
13.4% |
0.141 |
1.5% |
72% |
False |
False |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.373 |
2.618 |
9.962 |
1.618 |
9.710 |
1.000 |
9.554 |
0.618 |
9.458 |
HIGH |
9.302 |
0.618 |
9.206 |
0.500 |
9.176 |
0.382 |
9.146 |
LOW |
9.050 |
0.618 |
8.894 |
1.000 |
8.798 |
1.618 |
8.642 |
2.618 |
8.390 |
4.250 |
7.979 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.176 |
9.206 |
PP |
9.170 |
9.190 |
S1 |
9.164 |
9.174 |
|