NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.609 |
8.650 |
0.041 |
0.5% |
8.250 |
| High |
8.631 |
8.822 |
0.191 |
2.2% |
8.699 |
| Low |
8.580 |
8.620 |
0.040 |
0.5% |
8.190 |
| Close |
8.617 |
8.800 |
0.183 |
2.1% |
8.646 |
| Range |
0.051 |
0.202 |
0.151 |
296.1% |
0.509 |
| ATR |
0.143 |
0.148 |
0.004 |
3.1% |
0.000 |
| Volume |
753 |
1,694 |
941 |
125.0% |
1,715 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.353 |
9.279 |
8.911 |
|
| R3 |
9.151 |
9.077 |
8.856 |
|
| R2 |
8.949 |
8.949 |
8.837 |
|
| R1 |
8.875 |
8.875 |
8.819 |
8.912 |
| PP |
8.747 |
8.747 |
8.747 |
8.766 |
| S1 |
8.673 |
8.673 |
8.781 |
8.710 |
| S2 |
8.545 |
8.545 |
8.763 |
|
| S3 |
8.343 |
8.471 |
8.744 |
|
| S4 |
8.141 |
8.269 |
8.689 |
|
|
| 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 |
8.822 |
8.280 |
0.542 |
6.2% |
0.151 |
1.7% |
96% |
True |
False |
776 |
| 10 |
8.822 |
8.190 |
0.632 |
7.2% |
0.116 |
1.3% |
97% |
True |
False |
558 |
| 20 |
8.822 |
8.190 |
0.632 |
7.2% |
0.126 |
1.4% |
97% |
True |
False |
592 |
| 40 |
8.920 |
8.190 |
0.730 |
8.3% |
0.144 |
1.6% |
84% |
False |
False |
629 |
| 60 |
8.920 |
7.637 |
1.283 |
14.6% |
0.153 |
1.7% |
91% |
False |
False |
574 |
| 80 |
8.920 |
7.637 |
1.283 |
14.6% |
0.143 |
1.6% |
91% |
False |
False |
519 |
| 100 |
9.090 |
7.637 |
1.453 |
16.5% |
0.134 |
1.5% |
80% |
False |
False |
492 |
| 120 |
9.090 |
7.637 |
1.453 |
16.5% |
0.128 |
1.5% |
80% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.681 |
|
2.618 |
9.351 |
|
1.618 |
9.149 |
|
1.000 |
9.024 |
|
0.618 |
8.947 |
|
HIGH |
8.822 |
|
0.618 |
8.745 |
|
0.500 |
8.721 |
|
0.382 |
8.697 |
|
LOW |
8.620 |
|
0.618 |
8.495 |
|
1.000 |
8.418 |
|
1.618 |
8.293 |
|
2.618 |
8.091 |
|
4.250 |
7.762 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.774 |
8.767 |
| PP |
8.747 |
8.734 |
| S1 |
8.721 |
8.701 |
|