NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.920 |
9.139 |
0.219 |
2.5% |
8.900 |
High |
9.132 |
9.295 |
0.163 |
1.8% |
9.030 |
Low |
8.920 |
9.120 |
0.200 |
2.2% |
8.839 |
Close |
9.122 |
9.263 |
0.141 |
1.5% |
8.916 |
Range |
0.212 |
0.175 |
-0.037 |
-17.5% |
0.191 |
ATR |
0.141 |
0.143 |
0.002 |
1.7% |
0.000 |
Volume |
200 |
442 |
242 |
121.0% |
3,729 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.751 |
9.682 |
9.359 |
|
R3 |
9.576 |
9.507 |
9.311 |
|
R2 |
9.401 |
9.401 |
9.295 |
|
R1 |
9.332 |
9.332 |
9.279 |
9.367 |
PP |
9.226 |
9.226 |
9.226 |
9.243 |
S1 |
9.157 |
9.157 |
9.247 |
9.192 |
S2 |
9.051 |
9.051 |
9.231 |
|
S3 |
8.876 |
8.982 |
9.215 |
|
S4 |
8.701 |
8.807 |
9.167 |
|
|
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 |
9.295 |
8.860 |
0.435 |
4.7% |
0.115 |
1.2% |
93% |
True |
False |
353 |
10 |
9.295 |
8.839 |
0.456 |
4.9% |
0.118 |
1.3% |
93% |
True |
False |
574 |
20 |
9.361 |
8.839 |
0.522 |
5.6% |
0.123 |
1.3% |
81% |
False |
False |
542 |
40 |
9.419 |
8.655 |
0.764 |
8.2% |
0.149 |
1.6% |
80% |
False |
False |
616 |
60 |
9.419 |
8.270 |
1.149 |
12.4% |
0.153 |
1.7% |
86% |
False |
False |
636 |
80 |
9.500 |
8.270 |
1.230 |
13.3% |
0.144 |
1.6% |
81% |
False |
False |
599 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.138 |
1.5% |
81% |
False |
False |
600 |
120 |
9.500 |
8.270 |
1.230 |
13.3% |
0.135 |
1.5% |
81% |
False |
False |
560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.039 |
2.618 |
9.753 |
1.618 |
9.578 |
1.000 |
9.470 |
0.618 |
9.403 |
HIGH |
9.295 |
0.618 |
9.228 |
0.500 |
9.208 |
0.382 |
9.187 |
LOW |
9.120 |
0.618 |
9.012 |
1.000 |
8.945 |
1.618 |
8.837 |
2.618 |
8.662 |
4.250 |
8.376 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.245 |
9.209 |
PP |
9.226 |
9.155 |
S1 |
9.208 |
9.102 |
|