NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.974 |
9.030 |
0.056 |
0.6% |
9.344 |
High |
9.010 |
9.170 |
0.160 |
1.8% |
9.361 |
Low |
8.940 |
9.005 |
0.065 |
0.7% |
8.900 |
Close |
8.985 |
9.183 |
0.198 |
2.2% |
8.999 |
Range |
0.070 |
0.165 |
0.095 |
135.7% |
0.461 |
ATR |
0.168 |
0.169 |
0.001 |
0.7% |
0.000 |
Volume |
514 |
168 |
-346 |
-67.3% |
3,060 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.614 |
9.564 |
9.274 |
|
R3 |
9.449 |
9.399 |
9.228 |
|
R2 |
9.284 |
9.284 |
9.213 |
|
R1 |
9.234 |
9.234 |
9.198 |
9.259 |
PP |
9.119 |
9.119 |
9.119 |
9.132 |
S1 |
9.069 |
9.069 |
9.168 |
9.094 |
S2 |
8.954 |
8.954 |
9.153 |
|
S3 |
8.789 |
8.904 |
9.138 |
|
S4 |
8.624 |
8.739 |
9.092 |
|
|
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 |
9.170 |
8.900 |
0.270 |
2.9% |
0.113 |
1.2% |
105% |
True |
False |
609 |
10 |
9.361 |
8.900 |
0.461 |
5.0% |
0.133 |
1.4% |
61% |
False |
False |
502 |
20 |
9.419 |
8.900 |
0.519 |
5.7% |
0.150 |
1.6% |
55% |
False |
False |
708 |
40 |
9.419 |
8.320 |
1.099 |
12.0% |
0.170 |
1.8% |
79% |
False |
False |
709 |
60 |
9.419 |
8.270 |
1.149 |
12.5% |
0.155 |
1.7% |
79% |
False |
False |
577 |
80 |
9.500 |
8.270 |
1.230 |
13.4% |
0.142 |
1.5% |
74% |
False |
False |
596 |
100 |
9.500 |
8.270 |
1.230 |
13.4% |
0.138 |
1.5% |
74% |
False |
False |
577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.871 |
2.618 |
9.602 |
1.618 |
9.437 |
1.000 |
9.335 |
0.618 |
9.272 |
HIGH |
9.170 |
0.618 |
9.107 |
0.500 |
9.088 |
0.382 |
9.068 |
LOW |
9.005 |
0.618 |
8.903 |
1.000 |
8.840 |
1.618 |
8.738 |
2.618 |
8.573 |
4.250 |
8.304 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.151 |
9.140 |
PP |
9.119 |
9.098 |
S1 |
9.088 |
9.055 |
|