NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.900 |
9.005 |
0.105 |
1.2% |
8.974 |
High |
9.005 |
9.030 |
0.025 |
0.3% |
9.220 |
Low |
8.870 |
8.904 |
0.034 |
0.4% |
8.940 |
Close |
8.996 |
8.945 |
-0.051 |
-0.6% |
8.967 |
Range |
0.135 |
0.126 |
-0.009 |
-6.7% |
0.280 |
ATR |
0.154 |
0.152 |
-0.002 |
-1.3% |
0.000 |
Volume |
1,385 |
553 |
-832 |
-60.1% |
2,591 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.338 |
9.267 |
9.014 |
|
R3 |
9.212 |
9.141 |
8.980 |
|
R2 |
9.086 |
9.086 |
8.968 |
|
R1 |
9.015 |
9.015 |
8.957 |
8.988 |
PP |
8.960 |
8.960 |
8.960 |
8.946 |
S1 |
8.889 |
8.889 |
8.933 |
8.862 |
S2 |
8.834 |
8.834 |
8.922 |
|
S3 |
8.708 |
8.763 |
8.910 |
|
S4 |
8.582 |
8.637 |
8.876 |
|
|
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 |
9.100 |
8.839 |
0.261 |
2.9% |
0.121 |
1.4% |
41% |
False |
False |
795 |
10 |
9.220 |
8.839 |
0.381 |
4.3% |
0.113 |
1.3% |
28% |
False |
False |
684 |
20 |
9.361 |
8.839 |
0.522 |
5.8% |
0.130 |
1.5% |
20% |
False |
False |
564 |
40 |
9.419 |
8.465 |
0.954 |
10.7% |
0.159 |
1.8% |
50% |
False |
False |
725 |
60 |
9.419 |
8.270 |
1.149 |
12.8% |
0.156 |
1.7% |
59% |
False |
False |
630 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.142 |
1.6% |
55% |
False |
False |
627 |
100 |
9.500 |
8.270 |
1.230 |
13.8% |
0.139 |
1.6% |
55% |
False |
False |
608 |
120 |
9.500 |
8.270 |
1.230 |
13.8% |
0.135 |
1.5% |
55% |
False |
False |
611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.566 |
2.618 |
9.360 |
1.618 |
9.234 |
1.000 |
9.156 |
0.618 |
9.108 |
HIGH |
9.030 |
0.618 |
8.982 |
0.500 |
8.967 |
0.382 |
8.952 |
LOW |
8.904 |
0.618 |
8.826 |
1.000 |
8.778 |
1.618 |
8.700 |
2.618 |
8.574 |
4.250 |
8.369 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.967 |
8.942 |
PP |
8.960 |
8.938 |
S1 |
8.952 |
8.935 |
|