NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.900 |
8.915 |
0.015 |
0.2% |
8.900 |
High |
8.909 |
8.950 |
0.041 |
0.5% |
9.030 |
Low |
8.860 |
8.908 |
0.048 |
0.5% |
8.839 |
Close |
8.889 |
8.925 |
0.036 |
0.4% |
8.916 |
Range |
0.049 |
0.042 |
-0.007 |
-14.3% |
0.191 |
ATR |
0.141 |
0.135 |
-0.006 |
-4.1% |
0.000 |
Volume |
226 |
293 |
67 |
29.6% |
3,729 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.054 |
9.031 |
8.948 |
|
R3 |
9.012 |
8.989 |
8.937 |
|
R2 |
8.970 |
8.970 |
8.933 |
|
R1 |
8.947 |
8.947 |
8.929 |
8.959 |
PP |
8.928 |
8.928 |
8.928 |
8.933 |
S1 |
8.905 |
8.905 |
8.921 |
8.917 |
S2 |
8.886 |
8.886 |
8.917 |
|
S3 |
8.844 |
8.863 |
8.913 |
|
S4 |
8.802 |
8.821 |
8.902 |
|
|
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 |
8.860 |
0.170 |
1.9% |
0.089 |
1.0% |
38% |
False |
False |
613 |
10 |
9.220 |
8.839 |
0.381 |
4.3% |
0.098 |
1.1% |
23% |
False |
False |
615 |
20 |
9.361 |
8.839 |
0.522 |
5.8% |
0.115 |
1.3% |
16% |
False |
False |
558 |
40 |
9.419 |
8.465 |
0.954 |
10.7% |
0.148 |
1.7% |
48% |
False |
False |
652 |
60 |
9.419 |
8.270 |
1.149 |
12.9% |
0.152 |
1.7% |
57% |
False |
False |
634 |
80 |
9.500 |
8.270 |
1.230 |
13.8% |
0.141 |
1.6% |
53% |
False |
False |
605 |
100 |
9.500 |
8.270 |
1.230 |
13.8% |
0.139 |
1.6% |
53% |
False |
False |
612 |
120 |
9.500 |
8.270 |
1.230 |
13.8% |
0.134 |
1.5% |
53% |
False |
False |
563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.129 |
2.618 |
9.060 |
1.618 |
9.018 |
1.000 |
8.992 |
0.618 |
8.976 |
HIGH |
8.950 |
0.618 |
8.934 |
0.500 |
8.929 |
0.382 |
8.924 |
LOW |
8.908 |
0.618 |
8.882 |
1.000 |
8.866 |
1.618 |
8.840 |
2.618 |
8.798 |
4.250 |
8.730 |
|
|
Fisher Pivots for day following 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.929 |
8.924 |
PP |
8.928 |
8.923 |
S1 |
8.926 |
8.923 |
|