NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.005 |
8.977 |
-0.028 |
-0.3% |
8.900 |
High |
9.030 |
8.985 |
-0.045 |
-0.5% |
9.030 |
Low |
8.904 |
8.890 |
-0.014 |
-0.2% |
8.839 |
Close |
8.945 |
8.916 |
-0.029 |
-0.3% |
8.916 |
Range |
0.126 |
0.095 |
-0.031 |
-24.6% |
0.191 |
ATR |
0.152 |
0.148 |
-0.004 |
-2.7% |
0.000 |
Volume |
553 |
608 |
55 |
9.9% |
3,729 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.215 |
9.161 |
8.968 |
|
R3 |
9.120 |
9.066 |
8.942 |
|
R2 |
9.025 |
9.025 |
8.933 |
|
R1 |
8.971 |
8.971 |
8.925 |
8.951 |
PP |
8.930 |
8.930 |
8.930 |
8.920 |
S1 |
8.876 |
8.876 |
8.907 |
8.856 |
S2 |
8.835 |
8.835 |
8.899 |
|
S3 |
8.740 |
8.781 |
8.890 |
|
S4 |
8.645 |
8.686 |
8.864 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.501 |
9.400 |
9.021 |
|
R3 |
9.310 |
9.209 |
8.969 |
|
R2 |
9.119 |
9.119 |
8.951 |
|
R1 |
9.018 |
9.018 |
8.934 |
9.069 |
PP |
8.928 |
8.928 |
8.928 |
8.954 |
S1 |
8.827 |
8.827 |
8.898 |
8.878 |
S2 |
8.737 |
8.737 |
8.881 |
|
S3 |
8.546 |
8.636 |
8.863 |
|
S4 |
8.355 |
8.445 |
8.811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.030 |
8.839 |
0.191 |
2.1% |
0.114 |
1.3% |
40% |
False |
False |
745 |
10 |
9.220 |
8.839 |
0.381 |
4.3% |
0.113 |
1.3% |
20% |
False |
False |
632 |
20 |
9.361 |
8.839 |
0.522 |
5.9% |
0.130 |
1.5% |
15% |
False |
False |
572 |
40 |
9.419 |
8.465 |
0.954 |
10.7% |
0.156 |
1.8% |
47% |
False |
False |
693 |
60 |
9.419 |
8.270 |
1.149 |
12.9% |
0.155 |
1.7% |
56% |
False |
False |
634 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.142 |
1.6% |
53% |
False |
False |
633 |
100 |
9.500 |
8.270 |
1.230 |
13.8% |
0.139 |
1.6% |
53% |
False |
False |
609 |
120 |
9.500 |
8.270 |
1.230 |
13.8% |
0.135 |
1.5% |
53% |
False |
False |
593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.389 |
2.618 |
9.234 |
1.618 |
9.139 |
1.000 |
9.080 |
0.618 |
9.044 |
HIGH |
8.985 |
0.618 |
8.949 |
0.500 |
8.938 |
0.382 |
8.926 |
LOW |
8.890 |
0.618 |
8.831 |
1.000 |
8.795 |
1.618 |
8.736 |
2.618 |
8.641 |
4.250 |
8.486 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.938 |
8.950 |
PP |
8.930 |
8.939 |
S1 |
8.923 |
8.927 |
|