NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.850 |
8.900 |
0.050 |
0.6% |
8.974 |
High |
8.970 |
9.005 |
0.035 |
0.4% |
9.220 |
Low |
8.839 |
8.870 |
0.031 |
0.4% |
8.940 |
Close |
8.870 |
8.996 |
0.126 |
1.4% |
8.967 |
Range |
0.131 |
0.135 |
0.004 |
3.1% |
0.280 |
ATR |
0.155 |
0.154 |
-0.001 |
-0.9% |
0.000 |
Volume |
438 |
1,385 |
947 |
216.2% |
2,591 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.362 |
9.314 |
9.070 |
|
R3 |
9.227 |
9.179 |
9.033 |
|
R2 |
9.092 |
9.092 |
9.021 |
|
R1 |
9.044 |
9.044 |
9.008 |
9.068 |
PP |
8.957 |
8.957 |
8.957 |
8.969 |
S1 |
8.909 |
8.909 |
8.984 |
8.933 |
S2 |
8.822 |
8.822 |
8.971 |
|
S3 |
8.687 |
8.774 |
8.959 |
|
S4 |
8.552 |
8.639 |
8.922 |
|
|
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 |
9.120 |
8.839 |
0.281 |
3.1% |
0.112 |
1.2% |
56% |
False |
False |
796 |
10 |
9.220 |
8.839 |
0.381 |
4.2% |
0.114 |
1.3% |
41% |
False |
False |
672 |
20 |
9.361 |
8.839 |
0.522 |
5.8% |
0.135 |
1.5% |
30% |
False |
False |
577 |
40 |
9.419 |
8.320 |
1.099 |
12.2% |
0.159 |
1.8% |
62% |
False |
False |
762 |
60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.157 |
1.7% |
63% |
False |
False |
623 |
80 |
9.500 |
8.270 |
1.230 |
13.7% |
0.142 |
1.6% |
59% |
False |
False |
621 |
100 |
9.500 |
8.270 |
1.230 |
13.7% |
0.138 |
1.5% |
59% |
False |
False |
609 |
120 |
9.500 |
8.270 |
1.230 |
13.7% |
0.136 |
1.5% |
59% |
False |
False |
608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.579 |
2.618 |
9.358 |
1.618 |
9.223 |
1.000 |
9.140 |
0.618 |
9.088 |
HIGH |
9.005 |
0.618 |
8.953 |
0.500 |
8.938 |
0.382 |
8.922 |
LOW |
8.870 |
0.618 |
8.787 |
1.000 |
8.735 |
1.618 |
8.652 |
2.618 |
8.517 |
4.250 |
8.296 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.977 |
8.971 |
PP |
8.957 |
8.947 |
S1 |
8.938 |
8.922 |
|