NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.091 |
9.119 |
0.028 |
0.3% |
8.889 |
| High |
9.115 |
9.125 |
0.010 |
0.1% |
9.135 |
| Low |
8.994 |
8.972 |
-0.022 |
-0.2% |
8.797 |
| Close |
9.103 |
8.983 |
-0.120 |
-1.3% |
8.983 |
| Range |
0.121 |
0.153 |
0.032 |
26.4% |
0.338 |
| ATR |
0.161 |
0.160 |
-0.001 |
-0.4% |
0.000 |
| Volume |
1,352 |
1,757 |
405 |
30.0% |
7,519 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.486 |
9.387 |
9.067 |
|
| R3 |
9.333 |
9.234 |
9.025 |
|
| R2 |
9.180 |
9.180 |
9.011 |
|
| R1 |
9.081 |
9.081 |
8.997 |
9.054 |
| PP |
9.027 |
9.027 |
9.027 |
9.013 |
| S1 |
8.928 |
8.928 |
8.969 |
8.901 |
| S2 |
8.874 |
8.874 |
8.955 |
|
| S3 |
8.721 |
8.775 |
8.941 |
|
| S4 |
8.568 |
8.622 |
8.899 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.986 |
9.822 |
9.169 |
|
| R3 |
9.648 |
9.484 |
9.076 |
|
| R2 |
9.310 |
9.310 |
9.045 |
|
| R1 |
9.146 |
9.146 |
9.014 |
9.228 |
| PP |
8.972 |
8.972 |
8.972 |
9.013 |
| S1 |
8.808 |
8.808 |
8.952 |
8.890 |
| S2 |
8.634 |
8.634 |
8.921 |
|
| S3 |
8.296 |
8.470 |
8.890 |
|
| S4 |
7.958 |
8.132 |
8.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.135 |
8.797 |
0.338 |
3.8% |
0.133 |
1.5% |
55% |
False |
False |
1,503 |
| 10 |
9.135 |
8.608 |
0.527 |
5.9% |
0.146 |
1.6% |
71% |
False |
False |
1,144 |
| 20 |
9.135 |
8.190 |
0.945 |
10.5% |
0.135 |
1.5% |
84% |
False |
False |
940 |
| 40 |
9.135 |
8.190 |
0.945 |
10.5% |
0.138 |
1.5% |
84% |
False |
False |
786 |
| 60 |
9.135 |
7.832 |
1.303 |
14.5% |
0.153 |
1.7% |
88% |
False |
False |
720 |
| 80 |
9.135 |
7.637 |
1.498 |
16.7% |
0.150 |
1.7% |
90% |
False |
False |
629 |
| 100 |
9.135 |
7.637 |
1.498 |
16.7% |
0.139 |
1.5% |
90% |
False |
False |
605 |
| 120 |
9.135 |
7.637 |
1.498 |
16.7% |
0.133 |
1.5% |
90% |
False |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.775 |
|
2.618 |
9.526 |
|
1.618 |
9.373 |
|
1.000 |
9.278 |
|
0.618 |
9.220 |
|
HIGH |
9.125 |
|
0.618 |
9.067 |
|
0.500 |
9.049 |
|
0.382 |
9.030 |
|
LOW |
8.972 |
|
0.618 |
8.877 |
|
1.000 |
8.819 |
|
1.618 |
8.724 |
|
2.618 |
8.571 |
|
4.250 |
8.322 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.049 |
9.050 |
| PP |
9.027 |
9.028 |
| S1 |
9.005 |
9.005 |
|