NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
9.065 |
9.100 |
0.035 |
0.4% |
8.974 |
| High |
9.120 |
9.100 |
-0.020 |
-0.2% |
9.220 |
| Low |
9.040 |
8.970 |
-0.070 |
-0.8% |
8.940 |
| Close |
9.099 |
8.967 |
-0.132 |
-1.5% |
8.967 |
| Range |
0.080 |
0.130 |
0.050 |
62.5% |
0.280 |
| ATR |
0.161 |
0.159 |
-0.002 |
-1.4% |
0.000 |
| Volume |
556 |
856 |
300 |
54.0% |
2,591 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.402 |
9.315 |
9.039 |
|
| R3 |
9.272 |
9.185 |
9.003 |
|
| R2 |
9.142 |
9.142 |
8.991 |
|
| R1 |
9.055 |
9.055 |
8.979 |
9.034 |
| PP |
9.012 |
9.012 |
9.012 |
9.002 |
| S1 |
8.925 |
8.925 |
8.955 |
8.904 |
| S2 |
8.882 |
8.882 |
8.943 |
|
| S3 |
8.752 |
8.795 |
8.931 |
|
| S4 |
8.622 |
8.665 |
8.896 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.882 |
9.705 |
9.121 |
|
| R3 |
9.602 |
9.425 |
9.044 |
|
| R2 |
9.322 |
9.322 |
9.018 |
|
| R1 |
9.145 |
9.145 |
8.993 |
9.094 |
| PP |
9.042 |
9.042 |
9.042 |
9.017 |
| S1 |
8.865 |
8.865 |
8.941 |
8.814 |
| S2 |
8.762 |
8.762 |
8.916 |
|
| S3 |
8.482 |
8.585 |
8.890 |
|
| S4 |
8.202 |
8.305 |
8.813 |
|
|
| 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% |
0.111 |
1.2% |
10% |
False |
False |
518 |
| 10 |
9.361 |
8.900 |
0.461 |
5.1% |
0.129 |
1.4% |
15% |
False |
False |
565 |
| 20 |
9.361 |
8.900 |
0.461 |
5.1% |
0.143 |
1.6% |
15% |
False |
False |
608 |
| 40 |
9.419 |
8.320 |
1.099 |
12.3% |
0.163 |
1.8% |
59% |
False |
False |
715 |
| 60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.156 |
1.7% |
61% |
False |
False |
601 |
| 80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.143 |
1.6% |
57% |
False |
False |
613 |
| 100 |
9.500 |
8.270 |
1.230 |
13.7% |
0.139 |
1.6% |
57% |
False |
False |
589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.653 |
|
2.618 |
9.440 |
|
1.618 |
9.310 |
|
1.000 |
9.230 |
|
0.618 |
9.180 |
|
HIGH |
9.100 |
|
0.618 |
9.050 |
|
0.500 |
9.035 |
|
0.382 |
9.020 |
|
LOW |
8.970 |
|
0.618 |
8.890 |
|
1.000 |
8.840 |
|
1.618 |
8.760 |
|
2.618 |
8.630 |
|
4.250 |
8.418 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.035 |
9.095 |
| PP |
9.012 |
9.052 |
| S1 |
8.990 |
9.010 |
|