NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.050 |
8.970 |
-0.080 |
-0.9% |
9.150 |
High |
9.081 |
9.040 |
-0.041 |
-0.5% |
9.339 |
Low |
8.990 |
8.900 |
-0.090 |
-1.0% |
8.970 |
Close |
9.015 |
9.010 |
-0.005 |
-0.1% |
9.328 |
Range |
0.091 |
0.140 |
0.049 |
53.8% |
0.369 |
ATR |
0.184 |
0.181 |
-0.003 |
-1.7% |
0.000 |
Volume |
803 |
435 |
-368 |
-45.8% |
2,069 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.403 |
9.347 |
9.087 |
|
R3 |
9.263 |
9.207 |
9.049 |
|
R2 |
9.123 |
9.123 |
9.036 |
|
R1 |
9.067 |
9.067 |
9.023 |
9.095 |
PP |
8.983 |
8.983 |
8.983 |
8.998 |
S1 |
8.927 |
8.927 |
8.997 |
8.955 |
S2 |
8.843 |
8.843 |
8.984 |
|
S3 |
8.703 |
8.787 |
8.972 |
|
S4 |
8.563 |
8.647 |
8.933 |
|
|
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 |
8.900 |
0.461 |
5.1% |
0.151 |
1.7% |
24% |
False |
True |
446 |
10 |
9.361 |
8.900 |
0.461 |
5.1% |
0.148 |
1.6% |
24% |
False |
True |
444 |
20 |
9.419 |
8.900 |
0.519 |
5.8% |
0.160 |
1.8% |
21% |
False |
True |
717 |
40 |
9.419 |
8.310 |
1.109 |
12.3% |
0.172 |
1.9% |
63% |
False |
False |
704 |
60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.155 |
1.7% |
64% |
False |
False |
595 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.147 |
1.6% |
60% |
False |
False |
578 |
100 |
9.500 |
8.270 |
1.230 |
13.7% |
0.140 |
1.6% |
60% |
False |
False |
562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.635 |
2.618 |
9.407 |
1.618 |
9.267 |
1.000 |
9.180 |
0.618 |
9.127 |
HIGH |
9.040 |
0.618 |
8.987 |
0.500 |
8.970 |
0.382 |
8.953 |
LOW |
8.900 |
0.618 |
8.813 |
1.000 |
8.760 |
1.618 |
8.673 |
2.618 |
8.533 |
4.250 |
8.305 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.997 |
9.101 |
PP |
8.983 |
9.071 |
S1 |
8.970 |
9.040 |
|