NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.270 |
9.349 |
0.079 |
0.9% |
8.900 |
High |
9.325 |
9.380 |
0.055 |
0.6% |
9.325 |
Low |
9.230 |
9.215 |
-0.015 |
-0.2% |
8.860 |
Close |
9.281 |
9.257 |
-0.024 |
-0.3% |
9.281 |
Range |
0.095 |
0.165 |
0.070 |
73.7% |
0.465 |
ATR |
0.140 |
0.142 |
0.002 |
1.3% |
0.000 |
Volume |
861 |
372 |
-489 |
-56.8% |
2,022 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.779 |
9.683 |
9.348 |
|
R3 |
9.614 |
9.518 |
9.302 |
|
R2 |
9.449 |
9.449 |
9.287 |
|
R1 |
9.353 |
9.353 |
9.272 |
9.319 |
PP |
9.284 |
9.284 |
9.284 |
9.267 |
S1 |
9.188 |
9.188 |
9.242 |
9.154 |
S2 |
9.119 |
9.119 |
9.227 |
|
S3 |
8.954 |
9.023 |
9.212 |
|
S4 |
8.789 |
8.858 |
9.166 |
|
|
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 |
9.380 |
8.908 |
0.472 |
5.1% |
0.138 |
1.5% |
74% |
True |
False |
433 |
10 |
9.380 |
8.839 |
0.541 |
5.8% |
0.123 |
1.3% |
77% |
True |
False |
537 |
20 |
9.380 |
8.839 |
0.541 |
5.8% |
0.122 |
1.3% |
77% |
True |
False |
575 |
40 |
9.419 |
8.697 |
0.722 |
7.8% |
0.150 |
1.6% |
78% |
False |
False |
625 |
60 |
9.419 |
8.310 |
1.109 |
12.0% |
0.154 |
1.7% |
85% |
False |
False |
642 |
80 |
9.419 |
8.270 |
1.149 |
12.4% |
0.145 |
1.6% |
86% |
False |
False |
595 |
100 |
9.500 |
8.270 |
1.230 |
13.3% |
0.139 |
1.5% |
80% |
False |
False |
588 |
120 |
9.500 |
8.270 |
1.230 |
13.3% |
0.137 |
1.5% |
80% |
False |
False |
559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.081 |
2.618 |
9.812 |
1.618 |
9.647 |
1.000 |
9.545 |
0.618 |
9.482 |
HIGH |
9.380 |
0.618 |
9.317 |
0.500 |
9.298 |
0.382 |
9.278 |
LOW |
9.215 |
0.618 |
9.113 |
1.000 |
9.050 |
1.618 |
8.948 |
2.618 |
8.783 |
4.250 |
8.514 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.298 |
9.255 |
PP |
9.284 |
9.252 |
S1 |
9.271 |
9.250 |
|