NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.513 |
8.575 |
0.062 |
0.7% |
8.840 |
| High |
8.617 |
8.610 |
-0.007 |
-0.1% |
8.845 |
| Low |
8.460 |
8.530 |
0.070 |
0.8% |
8.310 |
| Close |
8.623 |
8.574 |
-0.049 |
-0.6% |
8.424 |
| Range |
0.157 |
0.080 |
-0.077 |
-49.0% |
0.535 |
| ATR |
0.172 |
0.167 |
-0.006 |
-3.3% |
0.000 |
| Volume |
154 |
281 |
127 |
82.5% |
3,206 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.811 |
8.773 |
8.618 |
|
| R3 |
8.731 |
8.693 |
8.596 |
|
| R2 |
8.651 |
8.651 |
8.589 |
|
| R1 |
8.613 |
8.613 |
8.581 |
8.592 |
| PP |
8.571 |
8.571 |
8.571 |
8.561 |
| S1 |
8.533 |
8.533 |
8.567 |
8.512 |
| S2 |
8.491 |
8.491 |
8.559 |
|
| S3 |
8.411 |
8.453 |
8.552 |
|
| S4 |
8.331 |
8.373 |
8.530 |
|
|
| 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 |
8.617 |
8.310 |
0.307 |
3.6% |
0.115 |
1.3% |
86% |
False |
False |
502 |
| 10 |
8.845 |
8.310 |
0.535 |
6.2% |
0.130 |
1.5% |
49% |
False |
False |
571 |
| 20 |
8.920 |
8.310 |
0.610 |
7.1% |
0.142 |
1.7% |
43% |
False |
False |
608 |
| 40 |
8.920 |
7.637 |
1.283 |
15.0% |
0.163 |
1.9% |
73% |
False |
False |
610 |
| 60 |
8.920 |
7.637 |
1.283 |
15.0% |
0.149 |
1.7% |
73% |
False |
False |
500 |
| 80 |
9.090 |
7.637 |
1.453 |
16.9% |
0.137 |
1.6% |
64% |
False |
False |
489 |
| 100 |
9.090 |
7.637 |
1.453 |
16.9% |
0.128 |
1.5% |
64% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.950 |
|
2.618 |
8.819 |
|
1.618 |
8.739 |
|
1.000 |
8.690 |
|
0.618 |
8.659 |
|
HIGH |
8.610 |
|
0.618 |
8.579 |
|
0.500 |
8.570 |
|
0.382 |
8.561 |
|
LOW |
8.530 |
|
0.618 |
8.481 |
|
1.000 |
8.450 |
|
1.618 |
8.401 |
|
2.618 |
8.321 |
|
4.250 |
8.190 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.573 |
8.556 |
| PP |
8.571 |
8.537 |
| S1 |
8.570 |
8.519 |
|