NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.900 |
8.850 |
-0.050 |
-0.6% |
8.974 |
High |
8.924 |
8.970 |
0.046 |
0.5% |
9.220 |
Low |
8.840 |
8.839 |
-0.001 |
0.0% |
8.940 |
Close |
8.840 |
8.870 |
0.030 |
0.3% |
8.967 |
Range |
0.084 |
0.131 |
0.047 |
56.0% |
0.280 |
ATR |
0.157 |
0.155 |
-0.002 |
-1.2% |
0.000 |
Volume |
745 |
438 |
-307 |
-41.2% |
2,591 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.286 |
9.209 |
8.942 |
|
R3 |
9.155 |
9.078 |
8.906 |
|
R2 |
9.024 |
9.024 |
8.894 |
|
R1 |
8.947 |
8.947 |
8.882 |
8.986 |
PP |
8.893 |
8.893 |
8.893 |
8.912 |
S1 |
8.816 |
8.816 |
8.858 |
8.855 |
S2 |
8.762 |
8.762 |
8.846 |
|
S3 |
8.631 |
8.685 |
8.834 |
|
S4 |
8.500 |
8.554 |
8.798 |
|
|
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 |
8.839 |
0.381 |
4.3% |
0.107 |
1.2% |
8% |
False |
True |
618 |
10 |
9.220 |
8.839 |
0.381 |
4.3% |
0.110 |
1.2% |
8% |
False |
True |
614 |
20 |
9.361 |
8.839 |
0.522 |
5.9% |
0.135 |
1.5% |
6% |
False |
True |
542 |
40 |
9.419 |
8.320 |
1.099 |
12.4% |
0.160 |
1.8% |
50% |
False |
False |
730 |
60 |
9.419 |
8.270 |
1.149 |
13.0% |
0.156 |
1.8% |
52% |
False |
False |
609 |
80 |
9.500 |
8.270 |
1.230 |
13.9% |
0.142 |
1.6% |
49% |
False |
False |
606 |
100 |
9.500 |
8.270 |
1.230 |
13.9% |
0.139 |
1.6% |
49% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.527 |
2.618 |
9.313 |
1.618 |
9.182 |
1.000 |
9.101 |
0.618 |
9.051 |
HIGH |
8.970 |
0.618 |
8.920 |
0.500 |
8.905 |
0.382 |
8.889 |
LOW |
8.839 |
0.618 |
8.758 |
1.000 |
8.708 |
1.618 |
8.627 |
2.618 |
8.496 |
4.250 |
8.282 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.905 |
8.970 |
PP |
8.893 |
8.936 |
S1 |
8.882 |
8.903 |
|