NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.915 |
8.920 |
0.005 |
0.1% |
8.900 |
High |
8.950 |
9.132 |
0.182 |
2.0% |
9.030 |
Low |
8.908 |
8.920 |
0.012 |
0.1% |
8.839 |
Close |
8.925 |
9.122 |
0.197 |
2.2% |
8.916 |
Range |
0.042 |
0.212 |
0.170 |
404.8% |
0.191 |
ATR |
0.135 |
0.141 |
0.005 |
4.0% |
0.000 |
Volume |
293 |
200 |
-93 |
-31.7% |
3,729 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.694 |
9.620 |
9.239 |
|
R3 |
9.482 |
9.408 |
9.180 |
|
R2 |
9.270 |
9.270 |
9.161 |
|
R1 |
9.196 |
9.196 |
9.141 |
9.233 |
PP |
9.058 |
9.058 |
9.058 |
9.077 |
S1 |
8.984 |
8.984 |
9.103 |
9.021 |
S2 |
8.846 |
8.846 |
9.083 |
|
S3 |
8.634 |
8.772 |
9.064 |
|
S4 |
8.422 |
8.560 |
9.005 |
|
|
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 |
9.132 |
8.860 |
0.272 |
3.0% |
0.105 |
1.1% |
96% |
True |
False |
376 |
10 |
9.132 |
8.839 |
0.293 |
3.2% |
0.108 |
1.2% |
97% |
True |
False |
586 |
20 |
9.361 |
8.839 |
0.522 |
5.7% |
0.121 |
1.3% |
54% |
False |
False |
542 |
40 |
9.419 |
8.465 |
0.954 |
10.5% |
0.151 |
1.7% |
69% |
False |
False |
619 |
60 |
9.419 |
8.270 |
1.149 |
12.6% |
0.153 |
1.7% |
74% |
False |
False |
633 |
80 |
9.500 |
8.270 |
1.230 |
13.5% |
0.144 |
1.6% |
69% |
False |
False |
606 |
100 |
9.500 |
8.270 |
1.230 |
13.5% |
0.138 |
1.5% |
69% |
False |
False |
608 |
120 |
9.500 |
8.270 |
1.230 |
13.5% |
0.135 |
1.5% |
69% |
False |
False |
560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.033 |
2.618 |
9.687 |
1.618 |
9.475 |
1.000 |
9.344 |
0.618 |
9.263 |
HIGH |
9.132 |
0.618 |
9.051 |
0.500 |
9.026 |
0.382 |
9.001 |
LOW |
8.920 |
0.618 |
8.789 |
1.000 |
8.708 |
1.618 |
8.577 |
2.618 |
8.365 |
4.250 |
8.019 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.090 |
9.080 |
PP |
9.058 |
9.038 |
S1 |
9.026 |
8.996 |
|