NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.139 |
9.270 |
0.131 |
1.4% |
8.900 |
High |
9.295 |
9.325 |
0.030 |
0.3% |
9.325 |
Low |
9.120 |
9.230 |
0.110 |
1.2% |
8.860 |
Close |
9.263 |
9.281 |
0.018 |
0.2% |
9.281 |
Range |
0.175 |
0.095 |
-0.080 |
-45.7% |
0.465 |
ATR |
0.143 |
0.140 |
-0.003 |
-2.4% |
0.000 |
Volume |
442 |
861 |
419 |
94.8% |
2,022 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.564 |
9.517 |
9.333 |
|
R3 |
9.469 |
9.422 |
9.307 |
|
R2 |
9.374 |
9.374 |
9.298 |
|
R1 |
9.327 |
9.327 |
9.290 |
9.351 |
PP |
9.279 |
9.279 |
9.279 |
9.290 |
S1 |
9.232 |
9.232 |
9.272 |
9.256 |
S2 |
9.184 |
9.184 |
9.264 |
|
S3 |
9.089 |
9.137 |
9.255 |
|
S4 |
8.994 |
9.042 |
9.229 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.550 |
10.381 |
9.537 |
|
R3 |
10.085 |
9.916 |
9.409 |
|
R2 |
9.620 |
9.620 |
9.366 |
|
R1 |
9.451 |
9.451 |
9.324 |
9.536 |
PP |
9.155 |
9.155 |
9.155 |
9.198 |
S1 |
8.986 |
8.986 |
9.238 |
9.071 |
S2 |
8.690 |
8.690 |
9.196 |
|
S3 |
8.225 |
8.521 |
9.153 |
|
S4 |
7.760 |
8.056 |
9.025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.325 |
8.860 |
0.465 |
5.0% |
0.115 |
1.2% |
91% |
True |
False |
404 |
10 |
9.325 |
8.839 |
0.486 |
5.2% |
0.114 |
1.2% |
91% |
True |
False |
575 |
20 |
9.361 |
8.839 |
0.522 |
5.6% |
0.122 |
1.3% |
85% |
False |
False |
570 |
40 |
9.419 |
8.685 |
0.734 |
7.9% |
0.150 |
1.6% |
81% |
False |
False |
622 |
60 |
9.419 |
8.310 |
1.109 |
11.9% |
0.152 |
1.6% |
88% |
False |
False |
641 |
80 |
9.500 |
8.270 |
1.230 |
13.3% |
0.143 |
1.5% |
82% |
False |
False |
593 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.139 |
1.5% |
82% |
False |
False |
600 |
120 |
9.500 |
8.270 |
1.230 |
13.3% |
0.136 |
1.5% |
82% |
False |
False |
556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.729 |
2.618 |
9.574 |
1.618 |
9.479 |
1.000 |
9.420 |
0.618 |
9.384 |
HIGH |
9.325 |
0.618 |
9.289 |
0.500 |
9.278 |
0.382 |
9.266 |
LOW |
9.230 |
0.618 |
9.171 |
1.000 |
9.135 |
1.618 |
9.076 |
2.618 |
8.981 |
4.250 |
8.826 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.280 |
9.228 |
PP |
9.279 |
9.175 |
S1 |
9.278 |
9.123 |
|