NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.100 |
8.900 |
-0.200 |
-2.2% |
8.974 |
High |
9.100 |
8.924 |
-0.176 |
-1.9% |
9.220 |
Low |
8.970 |
8.840 |
-0.130 |
-1.4% |
8.940 |
Close |
8.967 |
8.840 |
-0.127 |
-1.4% |
8.967 |
Range |
0.130 |
0.084 |
-0.046 |
-35.4% |
0.280 |
ATR |
0.159 |
0.157 |
-0.002 |
-1.4% |
0.000 |
Volume |
856 |
745 |
-111 |
-13.0% |
2,591 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.120 |
9.064 |
8.886 |
|
R3 |
9.036 |
8.980 |
8.863 |
|
R2 |
8.952 |
8.952 |
8.855 |
|
R1 |
8.896 |
8.896 |
8.848 |
8.882 |
PP |
8.868 |
8.868 |
8.868 |
8.861 |
S1 |
8.812 |
8.812 |
8.832 |
8.798 |
S2 |
8.784 |
8.784 |
8.825 |
|
S3 |
8.700 |
8.728 |
8.817 |
|
S4 |
8.616 |
8.644 |
8.794 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.882 |
9.705 |
9.121 |
|
R3 |
9.602 |
9.425 |
9.044 |
|
R2 |
9.322 |
9.322 |
9.018 |
|
R1 |
9.145 |
9.145 |
8.993 |
9.094 |
PP |
9.042 |
9.042 |
9.042 |
9.017 |
S1 |
8.865 |
8.865 |
8.941 |
8.814 |
S2 |
8.762 |
8.762 |
8.916 |
|
S3 |
8.482 |
8.585 |
8.890 |
|
S4 |
8.202 |
8.305 |
8.813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.220 |
8.840 |
0.380 |
4.3% |
0.114 |
1.3% |
0% |
False |
True |
564 |
10 |
9.302 |
8.840 |
0.462 |
5.2% |
0.122 |
1.4% |
0% |
False |
True |
613 |
20 |
9.361 |
8.840 |
0.521 |
5.9% |
0.138 |
1.6% |
0% |
False |
True |
569 |
40 |
9.419 |
8.320 |
1.099 |
12.4% |
0.162 |
1.8% |
47% |
False |
False |
724 |
60 |
9.419 |
8.270 |
1.149 |
13.0% |
0.155 |
1.8% |
50% |
False |
False |
613 |
80 |
9.500 |
8.270 |
1.230 |
13.9% |
0.143 |
1.6% |
46% |
False |
False |
611 |
100 |
9.500 |
8.270 |
1.230 |
13.9% |
0.138 |
1.6% |
46% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.281 |
2.618 |
9.144 |
1.618 |
9.060 |
1.000 |
9.008 |
0.618 |
8.976 |
HIGH |
8.924 |
0.618 |
8.892 |
0.500 |
8.882 |
0.382 |
8.872 |
LOW |
8.840 |
0.618 |
8.788 |
1.000 |
8.756 |
1.618 |
8.704 |
2.618 |
8.620 |
4.250 |
8.483 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.882 |
8.980 |
PP |
8.868 |
8.933 |
S1 |
8.854 |
8.887 |
|