NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.530 |
8.660 |
0.130 |
1.5% |
8.250 |
| High |
8.663 |
8.699 |
0.036 |
0.4% |
8.699 |
| Low |
8.484 |
8.590 |
0.106 |
1.2% |
8.190 |
| Close |
8.638 |
8.646 |
0.008 |
0.1% |
8.646 |
| Range |
0.179 |
0.109 |
-0.070 |
-39.1% |
0.509 |
| ATR |
0.152 |
0.149 |
-0.003 |
-2.0% |
0.000 |
| Volume |
312 |
946 |
634 |
203.2% |
1,715 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.972 |
8.918 |
8.706 |
|
| R3 |
8.863 |
8.809 |
8.676 |
|
| R2 |
8.754 |
8.754 |
8.666 |
|
| R1 |
8.700 |
8.700 |
8.656 |
8.673 |
| PP |
8.645 |
8.645 |
8.645 |
8.631 |
| S1 |
8.591 |
8.591 |
8.636 |
8.564 |
| S2 |
8.536 |
8.536 |
8.626 |
|
| S3 |
8.427 |
8.482 |
8.616 |
|
| S4 |
8.318 |
8.373 |
8.586 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.039 |
9.851 |
8.926 |
|
| R3 |
9.530 |
9.342 |
8.786 |
|
| R2 |
9.021 |
9.021 |
8.739 |
|
| R1 |
8.833 |
8.833 |
8.693 |
8.927 |
| PP |
8.512 |
8.512 |
8.512 |
8.559 |
| S1 |
8.324 |
8.324 |
8.599 |
8.418 |
| S2 |
8.003 |
8.003 |
8.553 |
|
| S3 |
7.494 |
7.815 |
8.506 |
|
| S4 |
6.985 |
7.306 |
8.366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.699 |
8.190 |
0.509 |
5.9% |
0.122 |
1.4% |
90% |
True |
False |
343 |
| 10 |
8.699 |
8.190 |
0.509 |
5.9% |
0.130 |
1.5% |
90% |
True |
False |
470 |
| 20 |
8.845 |
8.190 |
0.655 |
7.6% |
0.132 |
1.5% |
70% |
False |
False |
509 |
| 40 |
8.920 |
8.120 |
0.800 |
9.3% |
0.150 |
1.7% |
66% |
False |
False |
580 |
| 60 |
8.920 |
7.637 |
1.283 |
14.8% |
0.153 |
1.8% |
79% |
False |
False |
538 |
| 80 |
8.950 |
7.637 |
1.313 |
15.2% |
0.140 |
1.6% |
77% |
False |
False |
492 |
| 100 |
9.090 |
7.637 |
1.453 |
16.8% |
0.133 |
1.5% |
69% |
False |
False |
495 |
| 120 |
9.090 |
7.637 |
1.453 |
16.8% |
0.128 |
1.5% |
69% |
False |
False |
548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.162 |
|
2.618 |
8.984 |
|
1.618 |
8.875 |
|
1.000 |
8.808 |
|
0.618 |
8.766 |
|
HIGH |
8.699 |
|
0.618 |
8.657 |
|
0.500 |
8.645 |
|
0.382 |
8.632 |
|
LOW |
8.590 |
|
0.618 |
8.523 |
|
1.000 |
8.481 |
|
1.618 |
8.414 |
|
2.618 |
8.305 |
|
4.250 |
8.127 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.646 |
8.594 |
| PP |
8.645 |
8.542 |
| S1 |
8.645 |
8.490 |
|