NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.250 |
8.255 |
0.005 |
0.1% |
8.292 |
| High |
8.250 |
8.303 |
0.053 |
0.6% |
8.444 |
| Low |
8.190 |
8.255 |
0.065 |
0.8% |
8.200 |
| Close |
8.229 |
8.270 |
0.041 |
0.5% |
8.271 |
| Range |
0.060 |
0.048 |
-0.012 |
-20.0% |
0.244 |
| ATR |
0.150 |
0.144 |
-0.005 |
-3.6% |
0.000 |
| Volume |
200 |
78 |
-122 |
-61.0% |
2,988 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.420 |
8.393 |
8.296 |
|
| R3 |
8.372 |
8.345 |
8.283 |
|
| R2 |
8.324 |
8.324 |
8.279 |
|
| R1 |
8.297 |
8.297 |
8.274 |
8.311 |
| PP |
8.276 |
8.276 |
8.276 |
8.283 |
| S1 |
8.249 |
8.249 |
8.266 |
8.263 |
| S2 |
8.228 |
8.228 |
8.261 |
|
| S3 |
8.180 |
8.201 |
8.257 |
|
| S4 |
8.132 |
8.153 |
8.244 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.037 |
8.898 |
8.405 |
|
| R3 |
8.793 |
8.654 |
8.338 |
|
| R2 |
8.549 |
8.549 |
8.316 |
|
| R1 |
8.410 |
8.410 |
8.293 |
8.358 |
| PP |
8.305 |
8.305 |
8.305 |
8.279 |
| S1 |
8.166 |
8.166 |
8.249 |
8.114 |
| S2 |
8.061 |
8.061 |
8.226 |
|
| S3 |
7.817 |
7.922 |
8.204 |
|
| S4 |
7.573 |
7.678 |
8.137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.370 |
8.190 |
0.180 |
2.2% |
0.081 |
1.0% |
44% |
False |
False |
339 |
| 10 |
8.610 |
8.190 |
0.420 |
5.1% |
0.117 |
1.4% |
19% |
False |
False |
510 |
| 20 |
8.845 |
8.190 |
0.655 |
7.9% |
0.128 |
1.5% |
12% |
False |
False |
543 |
| 40 |
8.920 |
7.983 |
0.937 |
11.3% |
0.150 |
1.8% |
31% |
False |
False |
579 |
| 60 |
8.920 |
7.637 |
1.283 |
15.5% |
0.152 |
1.8% |
49% |
False |
False |
521 |
| 80 |
9.090 |
7.637 |
1.453 |
17.6% |
0.138 |
1.7% |
44% |
False |
False |
505 |
| 100 |
9.090 |
7.637 |
1.453 |
17.6% |
0.133 |
1.6% |
44% |
False |
False |
489 |
| 120 |
9.090 |
7.637 |
1.453 |
17.6% |
0.127 |
1.5% |
44% |
False |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.507 |
|
2.618 |
8.429 |
|
1.618 |
8.381 |
|
1.000 |
8.351 |
|
0.618 |
8.333 |
|
HIGH |
8.303 |
|
0.618 |
8.285 |
|
0.500 |
8.279 |
|
0.382 |
8.273 |
|
LOW |
8.255 |
|
0.618 |
8.225 |
|
1.000 |
8.207 |
|
1.618 |
8.177 |
|
2.618 |
8.129 |
|
4.250 |
8.051 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.279 |
8.262 |
| PP |
8.276 |
8.254 |
| S1 |
8.273 |
8.247 |
|