NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
8.691 |
8.700 |
0.009 |
0.1% |
8.920 |
| High |
8.763 |
8.700 |
-0.063 |
-0.7% |
8.920 |
| Low |
8.603 |
8.598 |
-0.005 |
-0.1% |
8.598 |
| Close |
8.734 |
8.642 |
-0.092 |
-1.1% |
8.642 |
| Range |
0.160 |
0.102 |
-0.058 |
-36.3% |
0.322 |
| ATR |
0.159 |
0.157 |
-0.002 |
-1.0% |
0.000 |
| Volume |
568 |
1,419 |
851 |
149.8% |
4,520 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.953 |
8.899 |
8.698 |
|
| R3 |
8.851 |
8.797 |
8.670 |
|
| R2 |
8.749 |
8.749 |
8.661 |
|
| R1 |
8.695 |
8.695 |
8.651 |
8.671 |
| PP |
8.647 |
8.647 |
8.647 |
8.635 |
| S1 |
8.593 |
8.593 |
8.633 |
8.569 |
| S2 |
8.545 |
8.545 |
8.623 |
|
| S3 |
8.443 |
8.491 |
8.614 |
|
| S4 |
8.341 |
8.389 |
8.586 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.686 |
9.486 |
8.819 |
|
| R3 |
9.364 |
9.164 |
8.731 |
|
| R2 |
9.042 |
9.042 |
8.701 |
|
| R1 |
8.842 |
8.842 |
8.672 |
8.781 |
| PP |
8.720 |
8.720 |
8.720 |
8.690 |
| S1 |
8.520 |
8.520 |
8.612 |
8.459 |
| S2 |
8.398 |
8.398 |
8.583 |
|
| S3 |
8.076 |
8.198 |
8.553 |
|
| S4 |
7.754 |
7.876 |
8.465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.920 |
8.598 |
0.322 |
3.7% |
0.132 |
1.5% |
14% |
False |
True |
904 |
| 10 |
9.135 |
8.598 |
0.537 |
6.2% |
0.133 |
1.5% |
8% |
False |
True |
1,203 |
| 20 |
9.135 |
8.580 |
0.555 |
6.4% |
0.140 |
1.6% |
11% |
False |
False |
1,099 |
| 40 |
9.135 |
8.190 |
0.945 |
10.9% |
0.136 |
1.6% |
48% |
False |
False |
792 |
| 60 |
9.135 |
8.020 |
1.115 |
12.9% |
0.148 |
1.7% |
56% |
False |
False |
744 |
| 80 |
9.135 |
7.637 |
1.498 |
17.3% |
0.150 |
1.7% |
67% |
False |
False |
668 |
| 100 |
9.135 |
7.637 |
1.498 |
17.3% |
0.140 |
1.6% |
67% |
False |
False |
607 |
| 120 |
9.135 |
7.637 |
1.498 |
17.3% |
0.135 |
1.6% |
67% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.134 |
|
2.618 |
8.967 |
|
1.618 |
8.865 |
|
1.000 |
8.802 |
|
0.618 |
8.763 |
|
HIGH |
8.700 |
|
0.618 |
8.661 |
|
0.500 |
8.649 |
|
0.382 |
8.637 |
|
LOW |
8.598 |
|
0.618 |
8.535 |
|
1.000 |
8.496 |
|
1.618 |
8.433 |
|
2.618 |
8.331 |
|
4.250 |
8.165 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.649 |
8.681 |
| PP |
8.647 |
8.668 |
| S1 |
8.644 |
8.655 |
|