NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
8.900 |
8.750 |
-0.150 |
-1.7% |
8.250 |
| High |
8.965 |
8.850 |
-0.115 |
-1.3% |
8.699 |
| Low |
8.751 |
8.738 |
-0.013 |
-0.1% |
8.190 |
| Close |
8.850 |
8.801 |
-0.049 |
-0.6% |
8.646 |
| Range |
0.214 |
0.112 |
-0.102 |
-47.7% |
0.509 |
| ATR |
0.152 |
0.149 |
-0.003 |
-1.9% |
0.000 |
| Volume |
696 |
1,944 |
1,248 |
179.3% |
1,715 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.132 |
9.079 |
8.863 |
|
| R3 |
9.020 |
8.967 |
8.832 |
|
| R2 |
8.908 |
8.908 |
8.822 |
|
| R1 |
8.855 |
8.855 |
8.811 |
8.882 |
| PP |
8.796 |
8.796 |
8.796 |
8.810 |
| S1 |
8.743 |
8.743 |
8.791 |
8.770 |
| S2 |
8.684 |
8.684 |
8.780 |
|
| S3 |
8.572 |
8.631 |
8.770 |
|
| S4 |
8.460 |
8.519 |
8.739 |
|
|
| 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 |
8.965 |
8.580 |
0.385 |
4.4% |
0.138 |
1.6% |
57% |
False |
False |
1,206 |
| 10 |
8.965 |
8.190 |
0.775 |
8.8% |
0.124 |
1.4% |
79% |
False |
False |
736 |
| 20 |
8.965 |
8.190 |
0.775 |
8.8% |
0.128 |
1.5% |
79% |
False |
False |
665 |
| 40 |
8.965 |
8.190 |
0.775 |
8.8% |
0.140 |
1.6% |
79% |
False |
False |
644 |
| 60 |
8.965 |
7.637 |
1.328 |
15.1% |
0.155 |
1.8% |
88% |
False |
False |
612 |
| 80 |
8.965 |
7.637 |
1.328 |
15.1% |
0.143 |
1.6% |
88% |
False |
False |
531 |
| 100 |
9.090 |
7.637 |
1.453 |
16.5% |
0.134 |
1.5% |
80% |
False |
False |
517 |
| 120 |
9.090 |
7.637 |
1.453 |
16.5% |
0.128 |
1.5% |
80% |
False |
False |
567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.326 |
|
2.618 |
9.143 |
|
1.618 |
9.031 |
|
1.000 |
8.962 |
|
0.618 |
8.919 |
|
HIGH |
8.850 |
|
0.618 |
8.807 |
|
0.500 |
8.794 |
|
0.382 |
8.781 |
|
LOW |
8.738 |
|
0.618 |
8.669 |
|
1.000 |
8.626 |
|
1.618 |
8.557 |
|
2.618 |
8.445 |
|
4.250 |
8.262 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.799 |
8.798 |
| PP |
8.796 |
8.795 |
| S1 |
8.794 |
8.793 |
|