NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 08-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.630 |
8.725 |
0.095 |
1.1% |
8.340 |
| High |
8.760 |
8.800 |
0.040 |
0.5% |
8.694 |
| Low |
8.614 |
8.645 |
0.031 |
0.4% |
8.120 |
| Close |
8.666 |
8.832 |
0.166 |
1.9% |
8.486 |
| Range |
0.146 |
0.155 |
0.009 |
6.2% |
0.574 |
| ATR |
0.207 |
0.204 |
-0.004 |
-1.8% |
0.000 |
| Volume |
397 |
1,117 |
720 |
181.4% |
3,619 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.224 |
9.183 |
8.917 |
|
| R3 |
9.069 |
9.028 |
8.875 |
|
| R2 |
8.914 |
8.914 |
8.860 |
|
| R1 |
8.873 |
8.873 |
8.846 |
8.894 |
| PP |
8.759 |
8.759 |
8.759 |
8.769 |
| S1 |
8.718 |
8.718 |
8.818 |
8.739 |
| S2 |
8.604 |
8.604 |
8.804 |
|
| S3 |
8.449 |
8.563 |
8.789 |
|
| S4 |
8.294 |
8.408 |
8.747 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.155 |
9.895 |
8.802 |
|
| R3 |
9.581 |
9.321 |
8.644 |
|
| R2 |
9.007 |
9.007 |
8.591 |
|
| R1 |
8.747 |
8.747 |
8.539 |
8.877 |
| PP |
8.433 |
8.433 |
8.433 |
8.499 |
| S1 |
8.173 |
8.173 |
8.433 |
8.303 |
| S2 |
7.859 |
7.859 |
8.381 |
|
| S3 |
7.285 |
7.599 |
8.328 |
|
| S4 |
6.711 |
7.025 |
8.170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.800 |
8.450 |
0.350 |
4.0% |
0.146 |
1.6% |
109% |
True |
False |
672 |
| 10 |
8.800 |
8.020 |
0.780 |
8.8% |
0.191 |
2.2% |
104% |
True |
False |
631 |
| 20 |
8.800 |
7.637 |
1.163 |
13.2% |
0.189 |
2.1% |
103% |
True |
False |
659 |
| 40 |
8.800 |
7.637 |
1.163 |
13.2% |
0.155 |
1.8% |
103% |
True |
False |
462 |
| 60 |
9.090 |
7.637 |
1.453 |
16.5% |
0.135 |
1.5% |
82% |
False |
False |
467 |
| 80 |
9.090 |
7.637 |
1.453 |
16.5% |
0.126 |
1.4% |
82% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.459 |
|
2.618 |
9.206 |
|
1.618 |
9.051 |
|
1.000 |
8.955 |
|
0.618 |
8.896 |
|
HIGH |
8.800 |
|
0.618 |
8.741 |
|
0.500 |
8.723 |
|
0.382 |
8.704 |
|
LOW |
8.645 |
|
0.618 |
8.549 |
|
1.000 |
8.490 |
|
1.618 |
8.394 |
|
2.618 |
8.239 |
|
4.250 |
7.986 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.796 |
8.764 |
| PP |
8.759 |
8.697 |
| S1 |
8.723 |
8.629 |
|