NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.400 |
8.600 |
0.200 |
2.4% |
8.608 |
| High |
8.600 |
8.770 |
0.170 |
2.0% |
8.640 |
| Low |
8.400 |
8.600 |
0.200 |
2.4% |
8.386 |
| Close |
8.667 |
8.705 |
0.038 |
0.4% |
8.593 |
| Range |
0.200 |
0.170 |
-0.030 |
-15.0% |
0.254 |
| ATR |
0.195 |
0.193 |
-0.002 |
-0.9% |
0.000 |
| Volume |
797 |
339 |
-458 |
-57.5% |
2,553 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.202 |
9.123 |
8.799 |
|
| R3 |
9.032 |
8.953 |
8.752 |
|
| R2 |
8.862 |
8.862 |
8.736 |
|
| R1 |
8.783 |
8.783 |
8.721 |
8.823 |
| PP |
8.692 |
8.692 |
8.692 |
8.711 |
| S1 |
8.613 |
8.613 |
8.689 |
8.653 |
| S2 |
8.522 |
8.522 |
8.674 |
|
| S3 |
8.352 |
8.443 |
8.658 |
|
| S4 |
8.182 |
8.273 |
8.612 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.302 |
9.201 |
8.733 |
|
| R3 |
9.048 |
8.947 |
8.663 |
|
| R2 |
8.794 |
8.794 |
8.640 |
|
| R1 |
8.693 |
8.693 |
8.616 |
8.617 |
| PP |
8.540 |
8.540 |
8.540 |
8.501 |
| S1 |
8.439 |
8.439 |
8.570 |
8.363 |
| S2 |
8.286 |
8.286 |
8.546 |
|
| S3 |
8.032 |
8.185 |
8.523 |
|
| S4 |
7.778 |
7.931 |
8.453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.770 |
8.386 |
0.384 |
4.4% |
0.145 |
1.7% |
83% |
True |
False |
641 |
| 10 |
8.920 |
8.386 |
0.534 |
6.1% |
0.154 |
1.8% |
60% |
False |
False |
646 |
| 20 |
8.920 |
7.983 |
0.937 |
10.8% |
0.174 |
2.0% |
77% |
False |
False |
608 |
| 40 |
8.920 |
7.637 |
1.283 |
14.7% |
0.163 |
1.9% |
83% |
False |
False |
516 |
| 60 |
9.090 |
7.637 |
1.453 |
16.7% |
0.143 |
1.6% |
74% |
False |
False |
484 |
| 80 |
9.090 |
7.637 |
1.453 |
16.7% |
0.134 |
1.5% |
74% |
False |
False |
477 |
| 100 |
9.090 |
7.637 |
1.453 |
16.7% |
0.127 |
1.5% |
74% |
False |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.493 |
|
2.618 |
9.215 |
|
1.618 |
9.045 |
|
1.000 |
8.940 |
|
0.618 |
8.875 |
|
HIGH |
8.770 |
|
0.618 |
8.705 |
|
0.500 |
8.685 |
|
0.382 |
8.665 |
|
LOW |
8.600 |
|
0.618 |
8.495 |
|
1.000 |
8.430 |
|
1.618 |
8.325 |
|
2.618 |
8.155 |
|
4.250 |
7.878 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.698 |
8.665 |
| PP |
8.692 |
8.625 |
| S1 |
8.685 |
8.585 |
|