NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.410 |
8.500 |
0.090 |
1.1% |
8.840 |
| High |
8.490 |
8.500 |
0.010 |
0.1% |
8.845 |
| Low |
8.310 |
8.386 |
0.076 |
0.9% |
8.310 |
| Close |
8.450 |
8.424 |
-0.026 |
-0.3% |
8.424 |
| Range |
0.180 |
0.114 |
-0.066 |
-36.7% |
0.535 |
| ATR |
0.185 |
0.180 |
-0.005 |
-2.7% |
0.000 |
| Volume |
547 |
1,239 |
692 |
126.5% |
3,206 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.779 |
8.715 |
8.487 |
|
| R3 |
8.665 |
8.601 |
8.455 |
|
| R2 |
8.551 |
8.551 |
8.445 |
|
| R1 |
8.487 |
8.487 |
8.434 |
8.462 |
| PP |
8.437 |
8.437 |
8.437 |
8.424 |
| S1 |
8.373 |
8.373 |
8.414 |
8.348 |
| S2 |
8.323 |
8.323 |
8.403 |
|
| S3 |
8.209 |
8.259 |
8.393 |
|
| S4 |
8.095 |
8.145 |
8.361 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.131 |
9.813 |
8.718 |
|
| R3 |
9.596 |
9.278 |
8.571 |
|
| R2 |
9.061 |
9.061 |
8.522 |
|
| R1 |
8.743 |
8.743 |
8.473 |
8.635 |
| PP |
8.526 |
8.526 |
8.526 |
8.472 |
| S1 |
8.208 |
8.208 |
8.375 |
8.100 |
| S2 |
7.991 |
7.991 |
8.326 |
|
| S3 |
7.456 |
7.673 |
8.277 |
|
| S4 |
6.921 |
7.138 |
8.130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.845 |
8.310 |
0.535 |
6.4% |
0.153 |
1.8% |
21% |
False |
False |
641 |
| 10 |
8.845 |
8.310 |
0.535 |
6.4% |
0.149 |
1.8% |
21% |
False |
False |
704 |
| 20 |
8.920 |
8.310 |
0.610 |
7.2% |
0.150 |
1.8% |
19% |
False |
False |
631 |
| 40 |
8.920 |
7.637 |
1.283 |
15.2% |
0.166 |
2.0% |
61% |
False |
False |
605 |
| 60 |
8.920 |
7.637 |
1.283 |
15.2% |
0.149 |
1.8% |
61% |
False |
False |
503 |
| 80 |
9.090 |
7.637 |
1.453 |
17.2% |
0.135 |
1.6% |
54% |
False |
False |
489 |
| 100 |
9.090 |
7.637 |
1.453 |
17.2% |
0.129 |
1.5% |
54% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.985 |
|
2.618 |
8.798 |
|
1.618 |
8.684 |
|
1.000 |
8.614 |
|
0.618 |
8.570 |
|
HIGH |
8.500 |
|
0.618 |
8.456 |
|
0.500 |
8.443 |
|
0.382 |
8.430 |
|
LOW |
8.386 |
|
0.618 |
8.316 |
|
1.000 |
8.272 |
|
1.618 |
8.202 |
|
2.618 |
8.088 |
|
4.250 |
7.902 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.443 |
8.419 |
| PP |
8.437 |
8.415 |
| S1 |
8.430 |
8.410 |
|