From the outset, I will tell you that I don’t have statistically significant data that would offer true insights about price testing and/or price sensitivity. I think regularly changing and testing your prices could prove helpful in selling domain names.
I have many hundreds of inventory-quality domain names that have historically been priced at just shy of $1,000 – either $999, $997, $988, or something else very close. I recently updated the prices of just about every name I own that had a price of $2,000 or less to ~$2,500. I did this on Dan.com and Afternic. My rationale was from insights shared by Darpan Munjal and Michael Sumner.