NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.970 |
9.030 |
0.060 |
0.7% |
9.344 |
High |
9.040 |
9.053 |
0.013 |
0.1% |
9.361 |
Low |
8.900 |
8.956 |
0.056 |
0.6% |
8.900 |
Close |
9.010 |
8.999 |
-0.011 |
-0.1% |
8.999 |
Range |
0.140 |
0.097 |
-0.043 |
-30.7% |
0.461 |
ATR |
0.181 |
0.175 |
-0.006 |
-3.3% |
0.000 |
Volume |
435 |
1,129 |
694 |
159.5% |
3,060 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.294 |
9.243 |
9.052 |
|
R3 |
9.197 |
9.146 |
9.026 |
|
R2 |
9.100 |
9.100 |
9.017 |
|
R1 |
9.049 |
9.049 |
9.008 |
9.026 |
PP |
9.003 |
9.003 |
9.003 |
8.991 |
S1 |
8.952 |
8.952 |
8.990 |
8.929 |
S2 |
8.906 |
8.906 |
8.981 |
|
S3 |
8.809 |
8.855 |
8.972 |
|
S4 |
8.712 |
8.758 |
8.946 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.470 |
10.195 |
9.253 |
|
R3 |
10.009 |
9.734 |
9.126 |
|
R2 |
9.548 |
9.548 |
9.084 |
|
R1 |
9.273 |
9.273 |
9.041 |
9.180 |
PP |
9.087 |
9.087 |
9.087 |
9.040 |
S1 |
8.812 |
8.812 |
8.957 |
8.719 |
S2 |
8.626 |
8.626 |
8.914 |
|
S3 |
8.165 |
8.351 |
8.872 |
|
S4 |
7.704 |
7.890 |
8.745 |
|
|
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% |
0.146 |
1.6% |
21% |
False |
False |
612 |
10 |
9.361 |
8.900 |
0.461 |
5.1% |
0.147 |
1.6% |
21% |
False |
False |
512 |
20 |
9.419 |
8.900 |
0.519 |
5.8% |
0.154 |
1.7% |
19% |
False |
False |
700 |
40 |
9.419 |
8.310 |
1.109 |
12.3% |
0.168 |
1.9% |
62% |
False |
False |
700 |
60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.153 |
1.7% |
63% |
False |
False |
587 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.147 |
1.6% |
59% |
False |
False |
591 |
100 |
9.500 |
8.270 |
1.230 |
13.7% |
0.139 |
1.5% |
59% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.465 |
2.618 |
9.307 |
1.618 |
9.210 |
1.000 |
9.150 |
0.618 |
9.113 |
HIGH |
9.053 |
0.618 |
9.016 |
0.500 |
9.005 |
0.382 |
8.993 |
LOW |
8.956 |
0.618 |
8.896 |
1.000 |
8.859 |
1.618 |
8.799 |
2.618 |
8.702 |
4.250 |
8.544 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.005 |
8.996 |
PP |
9.003 |
8.993 |
S1 |
9.001 |
8.991 |
|