NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
9.150 |
9.065 |
-0.085 |
-0.9% |
9.344 |
| High |
9.220 |
9.120 |
-0.100 |
-1.1% |
9.361 |
| Low |
9.110 |
9.040 |
-0.070 |
-0.8% |
8.900 |
| Close |
9.159 |
9.099 |
-0.060 |
-0.7% |
8.999 |
| Range |
0.110 |
0.080 |
-0.030 |
-27.3% |
0.461 |
| ATR |
0.165 |
0.161 |
-0.003 |
-2.0% |
0.000 |
| Volume |
497 |
556 |
59 |
11.9% |
3,060 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.326 |
9.293 |
9.143 |
|
| R3 |
9.246 |
9.213 |
9.121 |
|
| R2 |
9.166 |
9.166 |
9.114 |
|
| R1 |
9.133 |
9.133 |
9.106 |
9.150 |
| PP |
9.086 |
9.086 |
9.086 |
9.095 |
| S1 |
9.053 |
9.053 |
9.092 |
9.070 |
| S2 |
9.006 |
9.006 |
9.084 |
|
| S3 |
8.926 |
8.973 |
9.077 |
|
| S4 |
8.846 |
8.893 |
9.055 |
|
|
| 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 |
9.220 |
8.940 |
0.280 |
3.1% |
0.104 |
1.1% |
57% |
False |
False |
572 |
| 10 |
9.361 |
8.900 |
0.461 |
5.1% |
0.128 |
1.4% |
43% |
False |
False |
509 |
| 20 |
9.419 |
8.900 |
0.519 |
5.7% |
0.143 |
1.6% |
38% |
False |
False |
637 |
| 40 |
9.419 |
8.320 |
1.099 |
12.1% |
0.166 |
1.8% |
71% |
False |
False |
708 |
| 60 |
9.419 |
8.270 |
1.149 |
12.6% |
0.155 |
1.7% |
72% |
False |
False |
590 |
| 80 |
9.500 |
8.270 |
1.230 |
13.5% |
0.142 |
1.6% |
67% |
False |
False |
602 |
| 100 |
9.500 |
8.270 |
1.230 |
13.5% |
0.138 |
1.5% |
67% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.460 |
|
2.618 |
9.329 |
|
1.618 |
9.249 |
|
1.000 |
9.200 |
|
0.618 |
9.169 |
|
HIGH |
9.120 |
|
0.618 |
9.089 |
|
0.500 |
9.080 |
|
0.382 |
9.071 |
|
LOW |
9.040 |
|
0.618 |
8.991 |
|
1.000 |
8.960 |
|
1.618 |
8.911 |
|
2.618 |
8.831 |
|
4.250 |
8.700 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.093 |
9.113 |
| PP |
9.086 |
9.108 |
| S1 |
9.080 |
9.104 |
|