NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
8.650 |
8.740 |
0.090 |
1.0% |
8.609 |
| High |
8.730 |
8.932 |
0.202 |
2.3% |
8.965 |
| Low |
8.608 |
8.725 |
0.117 |
1.4% |
8.580 |
| Close |
8.718 |
8.830 |
0.112 |
1.3% |
8.905 |
| Range |
0.122 |
0.207 |
0.085 |
69.7% |
0.385 |
| ATR |
0.154 |
0.159 |
0.004 |
2.8% |
0.000 |
| Volume |
452 |
1,344 |
892 |
197.3% |
5,861 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.450 |
9.347 |
8.944 |
|
| R3 |
9.243 |
9.140 |
8.887 |
|
| R2 |
9.036 |
9.036 |
8.868 |
|
| R1 |
8.933 |
8.933 |
8.849 |
8.985 |
| PP |
8.829 |
8.829 |
8.829 |
8.855 |
| S1 |
8.726 |
8.726 |
8.811 |
8.778 |
| S2 |
8.622 |
8.622 |
8.792 |
|
| S3 |
8.415 |
8.519 |
8.773 |
|
| S4 |
8.208 |
8.312 |
8.716 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.972 |
9.823 |
9.117 |
|
| R3 |
9.587 |
9.438 |
9.011 |
|
| R2 |
9.202 |
9.202 |
8.976 |
|
| R1 |
9.053 |
9.053 |
8.940 |
9.128 |
| PP |
8.817 |
8.817 |
8.817 |
8.854 |
| S1 |
8.668 |
8.668 |
8.870 |
8.743 |
| S2 |
8.432 |
8.432 |
8.834 |
|
| S3 |
8.047 |
8.283 |
8.799 |
|
| S4 |
7.662 |
7.898 |
8.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.945 |
8.608 |
0.337 |
3.8% |
0.158 |
1.8% |
66% |
False |
False |
785 |
| 10 |
8.965 |
8.580 |
0.385 |
4.4% |
0.148 |
1.7% |
65% |
False |
False |
996 |
| 20 |
8.965 |
8.190 |
0.775 |
8.8% |
0.141 |
1.6% |
83% |
False |
False |
731 |
| 40 |
8.965 |
8.190 |
0.775 |
8.8% |
0.141 |
1.6% |
83% |
False |
False |
658 |
| 60 |
8.965 |
7.637 |
1.328 |
15.0% |
0.157 |
1.8% |
90% |
False |
False |
658 |
| 80 |
8.965 |
7.637 |
1.328 |
15.0% |
0.148 |
1.7% |
90% |
False |
False |
560 |
| 100 |
9.090 |
7.637 |
1.453 |
16.5% |
0.137 |
1.6% |
82% |
False |
False |
543 |
| 120 |
9.090 |
7.637 |
1.453 |
16.5% |
0.131 |
1.5% |
82% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.812 |
|
2.618 |
9.474 |
|
1.618 |
9.267 |
|
1.000 |
9.139 |
|
0.618 |
9.060 |
|
HIGH |
8.932 |
|
0.618 |
8.853 |
|
0.500 |
8.829 |
|
0.382 |
8.804 |
|
LOW |
8.725 |
|
0.618 |
8.597 |
|
1.000 |
8.518 |
|
1.618 |
8.390 |
|
2.618 |
8.183 |
|
4.250 |
7.845 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.830 |
8.810 |
| PP |
8.829 |
8.790 |
| S1 |
8.829 |
8.770 |
|