NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.977 |
8.900 |
-0.077 |
-0.9% |
8.900 |
High |
8.985 |
8.909 |
-0.076 |
-0.8% |
9.030 |
Low |
8.890 |
8.860 |
-0.030 |
-0.3% |
8.839 |
Close |
8.916 |
8.889 |
-0.027 |
-0.3% |
8.916 |
Range |
0.095 |
0.049 |
-0.046 |
-48.4% |
0.191 |
ATR |
0.148 |
0.141 |
-0.007 |
-4.4% |
0.000 |
Volume |
608 |
226 |
-382 |
-62.8% |
3,729 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.033 |
9.010 |
8.916 |
|
R3 |
8.984 |
8.961 |
8.902 |
|
R2 |
8.935 |
8.935 |
8.898 |
|
R1 |
8.912 |
8.912 |
8.893 |
8.899 |
PP |
8.886 |
8.886 |
8.886 |
8.880 |
S1 |
8.863 |
8.863 |
8.885 |
8.850 |
S2 |
8.837 |
8.837 |
8.880 |
|
S3 |
8.788 |
8.814 |
8.876 |
|
S4 |
8.739 |
8.765 |
8.862 |
|
|
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% |
0.107 |
1.2% |
26% |
False |
False |
642 |
10 |
9.220 |
8.839 |
0.381 |
4.3% |
0.111 |
1.2% |
13% |
False |
False |
603 |
20 |
9.361 |
8.839 |
0.522 |
5.9% |
0.127 |
1.4% |
10% |
False |
False |
561 |
40 |
9.419 |
8.465 |
0.954 |
10.7% |
0.154 |
1.7% |
44% |
False |
False |
662 |
60 |
9.419 |
8.270 |
1.149 |
12.9% |
0.153 |
1.7% |
54% |
False |
False |
634 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.141 |
1.6% |
50% |
False |
False |
608 |
100 |
9.500 |
8.270 |
1.230 |
13.8% |
0.140 |
1.6% |
50% |
False |
False |
610 |
120 |
9.500 |
8.270 |
1.230 |
13.8% |
0.135 |
1.5% |
50% |
False |
False |
580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.117 |
2.618 |
9.037 |
1.618 |
8.988 |
1.000 |
8.958 |
0.618 |
8.939 |
HIGH |
8.909 |
0.618 |
8.890 |
0.500 |
8.885 |
0.382 |
8.879 |
LOW |
8.860 |
0.618 |
8.830 |
1.000 |
8.811 |
1.618 |
8.781 |
2.618 |
8.732 |
4.250 |
8.652 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.888 |
8.945 |
PP |
8.886 |
8.926 |
S1 |
8.885 |
8.908 |
|