NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
8.850 |
8.902 |
0.052 |
0.6% |
8.920 |
| High |
8.910 |
8.905 |
-0.005 |
-0.1% |
8.920 |
| Low |
8.726 |
8.800 |
0.074 |
0.8% |
8.598 |
| Close |
8.831 |
8.906 |
0.075 |
0.8% |
8.642 |
| Range |
0.184 |
0.105 |
-0.079 |
-42.9% |
0.322 |
| ATR |
0.165 |
0.160 |
-0.004 |
-2.6% |
0.000 |
| Volume |
377 |
2,385 |
2,008 |
532.6% |
4,520 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.185 |
9.151 |
8.964 |
|
| R3 |
9.080 |
9.046 |
8.935 |
|
| R2 |
8.975 |
8.975 |
8.925 |
|
| R1 |
8.941 |
8.941 |
8.916 |
8.958 |
| PP |
8.870 |
8.870 |
8.870 |
8.879 |
| S1 |
8.836 |
8.836 |
8.896 |
8.853 |
| S2 |
8.765 |
8.765 |
8.887 |
|
| S3 |
8.660 |
8.731 |
8.877 |
|
| S4 |
8.555 |
8.626 |
8.848 |
|
|
| 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 |
3.7% |
0.158 |
1.8% |
99% |
False |
False |
1,118 |
| 10 |
9.125 |
8.577 |
0.548 |
6.2% |
0.146 |
1.6% |
60% |
False |
False |
1,123 |
| 20 |
9.135 |
8.577 |
0.558 |
6.3% |
0.149 |
1.7% |
59% |
False |
False |
1,110 |
| 40 |
9.135 |
8.190 |
0.945 |
10.6% |
0.137 |
1.5% |
76% |
False |
False |
851 |
| 60 |
9.135 |
8.190 |
0.945 |
10.6% |
0.146 |
1.6% |
76% |
False |
False |
790 |
| 80 |
9.135 |
7.637 |
1.498 |
16.8% |
0.152 |
1.7% |
85% |
False |
False |
708 |
| 100 |
9.135 |
7.637 |
1.498 |
16.8% |
0.144 |
1.6% |
85% |
False |
False |
637 |
| 120 |
9.135 |
7.637 |
1.498 |
16.8% |
0.136 |
1.5% |
85% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.351 |
|
2.618 |
9.180 |
|
1.618 |
9.075 |
|
1.000 |
9.010 |
|
0.618 |
8.970 |
|
HIGH |
8.905 |
|
0.618 |
8.865 |
|
0.500 |
8.853 |
|
0.382 |
8.840 |
|
LOW |
8.800 |
|
0.618 |
8.735 |
|
1.000 |
8.695 |
|
1.618 |
8.630 |
|
2.618 |
8.525 |
|
4.250 |
8.354 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.888 |
8.852 |
| PP |
8.870 |
8.798 |
| S1 |
8.853 |
8.744 |
|