NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.030 |
8.974 |
-0.056 |
-0.6% |
9.344 |
High |
9.053 |
9.010 |
-0.043 |
-0.5% |
9.361 |
Low |
8.956 |
8.940 |
-0.016 |
-0.2% |
8.900 |
Close |
8.999 |
8.985 |
-0.014 |
-0.2% |
8.999 |
Range |
0.097 |
0.070 |
-0.027 |
-27.8% |
0.461 |
ATR |
0.175 |
0.168 |
-0.008 |
-4.3% |
0.000 |
Volume |
1,129 |
514 |
-615 |
-54.5% |
3,060 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.188 |
9.157 |
9.024 |
|
R3 |
9.118 |
9.087 |
9.004 |
|
R2 |
9.048 |
9.048 |
8.998 |
|
R1 |
9.017 |
9.017 |
8.991 |
9.033 |
PP |
8.978 |
8.978 |
8.978 |
8.986 |
S1 |
8.947 |
8.947 |
8.979 |
8.963 |
S2 |
8.908 |
8.908 |
8.972 |
|
S3 |
8.838 |
8.877 |
8.966 |
|
S4 |
8.768 |
8.807 |
8.947 |
|
|
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 |
9.302 |
8.900 |
0.402 |
4.5% |
0.130 |
1.4% |
21% |
False |
False |
663 |
10 |
9.361 |
8.900 |
0.461 |
5.1% |
0.144 |
1.6% |
18% |
False |
False |
520 |
20 |
9.419 |
8.900 |
0.519 |
5.8% |
0.147 |
1.6% |
16% |
False |
False |
721 |
40 |
9.419 |
8.320 |
1.099 |
12.2% |
0.167 |
1.9% |
61% |
False |
False |
707 |
60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.152 |
1.7% |
62% |
False |
False |
588 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.144 |
1.6% |
58% |
False |
False |
596 |
100 |
9.500 |
8.270 |
1.230 |
13.7% |
0.139 |
1.5% |
58% |
False |
False |
577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.308 |
2.618 |
9.193 |
1.618 |
9.123 |
1.000 |
9.080 |
0.618 |
9.053 |
HIGH |
9.010 |
0.618 |
8.983 |
0.500 |
8.975 |
0.382 |
8.967 |
LOW |
8.940 |
0.618 |
8.897 |
1.000 |
8.870 |
1.618 |
8.827 |
2.618 |
8.757 |
4.250 |
8.643 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.982 |
8.982 |
PP |
8.978 |
8.979 |
S1 |
8.975 |
8.977 |
|