NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
8.840 |
8.640 |
-0.200 |
-2.3% |
8.550 |
| High |
8.845 |
8.783 |
-0.062 |
-0.7% |
8.792 |
| Low |
8.665 |
8.598 |
-0.067 |
-0.8% |
8.400 |
| Close |
8.744 |
8.618 |
-0.126 |
-1.4% |
8.818 |
| Range |
0.180 |
0.185 |
0.005 |
2.8% |
0.392 |
| ATR |
0.183 |
0.183 |
0.000 |
0.1% |
0.000 |
| Volume |
443 |
354 |
-89 |
-20.1% |
3,837 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.221 |
9.105 |
8.720 |
|
| R3 |
9.036 |
8.920 |
8.669 |
|
| R2 |
8.851 |
8.851 |
8.652 |
|
| R1 |
8.735 |
8.735 |
8.635 |
8.701 |
| PP |
8.666 |
8.666 |
8.666 |
8.649 |
| S1 |
8.550 |
8.550 |
8.601 |
8.516 |
| S2 |
8.481 |
8.481 |
8.584 |
|
| S3 |
8.296 |
8.365 |
8.567 |
|
| S4 |
8.111 |
8.180 |
8.516 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.846 |
9.724 |
9.034 |
|
| R3 |
9.454 |
9.332 |
8.926 |
|
| R2 |
9.062 |
9.062 |
8.890 |
|
| R1 |
8.940 |
8.940 |
8.854 |
9.001 |
| PP |
8.670 |
8.670 |
8.670 |
8.701 |
| S1 |
8.548 |
8.548 |
8.782 |
8.609 |
| S2 |
8.278 |
8.278 |
8.746 |
|
| S3 |
7.886 |
8.156 |
8.710 |
|
| S4 |
7.494 |
7.764 |
8.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.845 |
8.598 |
0.247 |
2.9% |
0.157 |
1.8% |
8% |
False |
True |
583 |
| 10 |
8.845 |
8.386 |
0.459 |
5.3% |
0.149 |
1.7% |
51% |
False |
False |
593 |
| 20 |
8.920 |
8.376 |
0.544 |
6.3% |
0.162 |
1.9% |
44% |
False |
False |
667 |
| 40 |
8.920 |
7.637 |
1.283 |
14.9% |
0.166 |
1.9% |
76% |
False |
False |
565 |
| 60 |
8.920 |
7.637 |
1.283 |
14.9% |
0.148 |
1.7% |
76% |
False |
False |
495 |
| 80 |
9.090 |
7.637 |
1.453 |
16.9% |
0.136 |
1.6% |
68% |
False |
False |
468 |
| 100 |
9.090 |
7.637 |
1.453 |
16.9% |
0.128 |
1.5% |
68% |
False |
False |
548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.569 |
|
2.618 |
9.267 |
|
1.618 |
9.082 |
|
1.000 |
8.968 |
|
0.618 |
8.897 |
|
HIGH |
8.783 |
|
0.618 |
8.712 |
|
0.500 |
8.691 |
|
0.382 |
8.669 |
|
LOW |
8.598 |
|
0.618 |
8.484 |
|
1.000 |
8.413 |
|
1.618 |
8.299 |
|
2.618 |
8.114 |
|
4.250 |
7.812 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.691 |
8.722 |
| PP |
8.666 |
8.687 |
| S1 |
8.642 |
8.653 |
|