NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.292 |
8.219 |
-0.073 |
-0.9% |
8.433 |
| High |
8.444 |
8.345 |
-0.099 |
-1.2% |
8.617 |
| Low |
8.200 |
8.203 |
0.003 |
0.0% |
8.325 |
| Close |
8.225 |
8.230 |
0.005 |
0.1% |
8.367 |
| Range |
0.244 |
0.142 |
-0.102 |
-41.8% |
0.292 |
| ATR |
0.171 |
0.169 |
-0.002 |
-1.2% |
0.000 |
| Volume |
922 |
648 |
-274 |
-29.7% |
2,281 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.685 |
8.600 |
8.308 |
|
| R3 |
8.543 |
8.458 |
8.269 |
|
| R2 |
8.401 |
8.401 |
8.256 |
|
| R1 |
8.316 |
8.316 |
8.243 |
8.359 |
| PP |
8.259 |
8.259 |
8.259 |
8.281 |
| S1 |
8.174 |
8.174 |
8.217 |
8.217 |
| S2 |
8.117 |
8.117 |
8.204 |
|
| S3 |
7.975 |
8.032 |
8.191 |
|
| S4 |
7.833 |
7.890 |
8.152 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.312 |
9.132 |
8.528 |
|
| R3 |
9.020 |
8.840 |
8.447 |
|
| R2 |
8.728 |
8.728 |
8.421 |
|
| R1 |
8.548 |
8.548 |
8.394 |
8.492 |
| PP |
8.436 |
8.436 |
8.436 |
8.409 |
| S1 |
8.256 |
8.256 |
8.340 |
8.200 |
| S2 |
8.144 |
8.144 |
8.313 |
|
| S3 |
7.852 |
7.964 |
8.287 |
|
| S4 |
7.560 |
7.672 |
8.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.610 |
8.200 |
0.410 |
5.0% |
0.152 |
1.9% |
7% |
False |
False |
681 |
| 10 |
8.617 |
8.200 |
0.417 |
5.1% |
0.136 |
1.7% |
7% |
False |
False |
626 |
| 20 |
8.845 |
8.200 |
0.645 |
7.8% |
0.142 |
1.7% |
5% |
False |
False |
609 |
| 40 |
8.920 |
7.637 |
1.283 |
15.6% |
0.164 |
2.0% |
46% |
False |
False |
622 |
| 60 |
8.920 |
7.637 |
1.283 |
15.6% |
0.155 |
1.9% |
46% |
False |
False |
520 |
| 80 |
9.090 |
7.637 |
1.453 |
17.7% |
0.137 |
1.7% |
41% |
False |
False |
517 |
| 100 |
9.090 |
7.637 |
1.453 |
17.7% |
0.130 |
1.6% |
41% |
False |
False |
546 |
| 120 |
9.090 |
7.637 |
1.453 |
17.7% |
0.129 |
1.6% |
41% |
False |
False |
621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.949 |
|
2.618 |
8.717 |
|
1.618 |
8.575 |
|
1.000 |
8.487 |
|
0.618 |
8.433 |
|
HIGH |
8.345 |
|
0.618 |
8.291 |
|
0.500 |
8.274 |
|
0.382 |
8.257 |
|
LOW |
8.203 |
|
0.618 |
8.115 |
|
1.000 |
8.061 |
|
1.618 |
7.973 |
|
2.618 |
7.831 |
|
4.250 |
7.600 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.274 |
8.340 |
| PP |
8.259 |
8.303 |
| S1 |
8.245 |
8.267 |
|