NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
9.155 |
9.050 |
-0.105 |
-1.1% |
9.150 |
High |
9.302 |
9.081 |
-0.221 |
-2.4% |
9.339 |
Low |
9.050 |
8.990 |
-0.060 |
-0.7% |
8.970 |
Close |
9.158 |
9.015 |
-0.143 |
-1.6% |
9.328 |
Range |
0.252 |
0.091 |
-0.161 |
-63.9% |
0.369 |
ATR |
0.186 |
0.184 |
-0.001 |
-0.7% |
0.000 |
Volume |
434 |
803 |
369 |
85.0% |
2,069 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.302 |
9.249 |
9.065 |
|
R3 |
9.211 |
9.158 |
9.040 |
|
R2 |
9.120 |
9.120 |
9.032 |
|
R1 |
9.067 |
9.067 |
9.023 |
9.048 |
PP |
9.029 |
9.029 |
9.029 |
9.019 |
S1 |
8.976 |
8.976 |
9.007 |
8.957 |
S2 |
8.938 |
8.938 |
8.998 |
|
S3 |
8.847 |
8.885 |
8.990 |
|
S4 |
8.756 |
8.794 |
8.965 |
|
|
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 |
8.990 |
0.371 |
4.1% |
0.149 |
1.7% |
7% |
False |
True |
448 |
10 |
9.361 |
8.956 |
0.405 |
4.5% |
0.155 |
1.7% |
15% |
False |
False |
482 |
20 |
9.419 |
8.830 |
0.589 |
6.5% |
0.169 |
1.9% |
31% |
False |
False |
713 |
40 |
9.419 |
8.310 |
1.109 |
12.3% |
0.170 |
1.9% |
64% |
False |
False |
693 |
60 |
9.419 |
8.270 |
1.149 |
12.7% |
0.154 |
1.7% |
65% |
False |
False |
614 |
80 |
9.500 |
8.270 |
1.230 |
13.6% |
0.147 |
1.6% |
61% |
False |
False |
575 |
100 |
9.500 |
8.270 |
1.230 |
13.6% |
0.141 |
1.6% |
61% |
False |
False |
559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.468 |
2.618 |
9.319 |
1.618 |
9.228 |
1.000 |
9.172 |
0.618 |
9.137 |
HIGH |
9.081 |
0.618 |
9.046 |
0.500 |
9.036 |
0.382 |
9.025 |
LOW |
8.990 |
0.618 |
8.934 |
1.000 |
8.899 |
1.618 |
8.843 |
2.618 |
8.752 |
4.250 |
8.603 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
9.036 |
9.176 |
PP |
9.029 |
9.122 |
S1 |
9.022 |
9.069 |
|