NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
8.577 |
8.850 |
0.273 |
3.2% |
8.920 |
| High |
8.815 |
8.910 |
0.095 |
1.1% |
8.920 |
| Low |
8.577 |
8.726 |
0.149 |
1.7% |
8.598 |
| Close |
8.807 |
8.831 |
0.024 |
0.3% |
8.642 |
| Range |
0.238 |
0.184 |
-0.054 |
-22.7% |
0.322 |
| ATR |
0.163 |
0.165 |
0.001 |
0.9% |
0.000 |
| Volume |
841 |
377 |
-464 |
-55.2% |
4,520 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.374 |
9.287 |
8.932 |
|
| R3 |
9.190 |
9.103 |
8.882 |
|
| R2 |
9.006 |
9.006 |
8.865 |
|
| R1 |
8.919 |
8.919 |
8.848 |
8.871 |
| PP |
8.822 |
8.822 |
8.822 |
8.798 |
| S1 |
8.735 |
8.735 |
8.814 |
8.687 |
| S2 |
8.638 |
8.638 |
8.797 |
|
| S3 |
8.454 |
8.551 |
8.780 |
|
| S4 |
8.270 |
8.367 |
8.730 |
|
|
| 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 |
8.910 |
8.577 |
0.333 |
3.8% |
0.156 |
1.8% |
76% |
True |
False |
870 |
| 10 |
9.135 |
8.577 |
0.558 |
6.3% |
0.153 |
1.7% |
46% |
False |
False |
1,058 |
| 20 |
9.135 |
8.577 |
0.558 |
6.3% |
0.153 |
1.7% |
46% |
False |
False |
1,075 |
| 40 |
9.135 |
8.190 |
0.945 |
10.7% |
0.139 |
1.6% |
68% |
False |
False |
800 |
| 60 |
9.135 |
8.190 |
0.945 |
10.7% |
0.148 |
1.7% |
68% |
False |
False |
755 |
| 80 |
9.135 |
7.637 |
1.498 |
17.0% |
0.152 |
1.7% |
80% |
False |
False |
680 |
| 100 |
9.135 |
7.637 |
1.498 |
17.0% |
0.143 |
1.6% |
80% |
False |
False |
614 |
| 120 |
9.135 |
7.637 |
1.498 |
17.0% |
0.136 |
1.5% |
80% |
False |
False |
576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.692 |
|
2.618 |
9.392 |
|
1.618 |
9.208 |
|
1.000 |
9.094 |
|
0.618 |
9.024 |
|
HIGH |
8.910 |
|
0.618 |
8.840 |
|
0.500 |
8.818 |
|
0.382 |
8.796 |
|
LOW |
8.726 |
|
0.618 |
8.612 |
|
1.000 |
8.542 |
|
1.618 |
8.428 |
|
2.618 |
8.244 |
|
4.250 |
7.944 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.827 |
8.802 |
| PP |
8.822 |
8.773 |
| S1 |
8.818 |
8.744 |
|