NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.725 |
8.780 |
0.055 |
0.6% |
8.650 |
| High |
8.800 |
8.920 |
0.120 |
1.4% |
8.920 |
| Low |
8.645 |
8.780 |
0.135 |
1.6% |
8.458 |
| Close |
8.832 |
8.892 |
0.060 |
0.7% |
8.892 |
| Range |
0.155 |
0.140 |
-0.015 |
-9.7% |
0.462 |
| ATR |
0.204 |
0.199 |
-0.005 |
-2.2% |
0.000 |
| Volume |
1,117 |
736 |
-381 |
-34.1% |
3,040 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.284 |
9.228 |
8.969 |
|
| R3 |
9.144 |
9.088 |
8.931 |
|
| R2 |
9.004 |
9.004 |
8.918 |
|
| R1 |
8.948 |
8.948 |
8.905 |
8.976 |
| PP |
8.864 |
8.864 |
8.864 |
8.878 |
| S1 |
8.808 |
8.808 |
8.879 |
8.836 |
| S2 |
8.724 |
8.724 |
8.866 |
|
| S3 |
8.584 |
8.668 |
8.854 |
|
| S4 |
8.444 |
8.528 |
8.815 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.143 |
9.979 |
9.146 |
|
| R3 |
9.681 |
9.517 |
9.019 |
|
| R2 |
9.219 |
9.219 |
8.977 |
|
| R1 |
9.055 |
9.055 |
8.934 |
9.137 |
| PP |
8.757 |
8.757 |
8.757 |
8.798 |
| S1 |
8.593 |
8.593 |
8.850 |
8.675 |
| S2 |
8.295 |
8.295 |
8.807 |
|
| S3 |
7.833 |
8.131 |
8.765 |
|
| S4 |
7.371 |
7.669 |
8.638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.920 |
8.458 |
0.462 |
5.2% |
0.148 |
1.7% |
94% |
True |
False |
608 |
| 10 |
8.920 |
8.120 |
0.800 |
9.0% |
0.186 |
2.1% |
97% |
True |
False |
665 |
| 20 |
8.920 |
7.637 |
1.283 |
14.4% |
0.185 |
2.1% |
98% |
True |
False |
646 |
| 40 |
8.920 |
7.637 |
1.283 |
14.4% |
0.156 |
1.8% |
98% |
True |
False |
478 |
| 60 |
9.090 |
7.637 |
1.453 |
16.3% |
0.137 |
1.5% |
86% |
False |
False |
470 |
| 80 |
9.090 |
7.637 |
1.453 |
16.3% |
0.126 |
1.4% |
86% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.515 |
|
2.618 |
9.287 |
|
1.618 |
9.147 |
|
1.000 |
9.060 |
|
0.618 |
9.007 |
|
HIGH |
8.920 |
|
0.618 |
8.867 |
|
0.500 |
8.850 |
|
0.382 |
8.833 |
|
LOW |
8.780 |
|
0.618 |
8.693 |
|
1.000 |
8.640 |
|
1.618 |
8.553 |
|
2.618 |
8.413 |
|
4.250 |
8.185 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.878 |
8.850 |
| PP |
8.864 |
8.809 |
| S1 |
8.850 |
8.767 |
|