NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.500 |
9.585 |
0.085 |
0.9% |
9.349 |
| High |
9.560 |
9.604 |
0.044 |
0.5% |
9.580 |
| Low |
9.465 |
9.439 |
-0.026 |
-0.3% |
9.215 |
| Close |
9.560 |
9.509 |
-0.051 |
-0.5% |
9.560 |
| Range |
0.095 |
0.165 |
0.070 |
73.7% |
0.365 |
| ATR |
0.141 |
0.143 |
0.002 |
1.2% |
0.000 |
| Volume |
643 |
628 |
-15 |
-2.3% |
4,966 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.012 |
9.926 |
9.600 |
|
| R3 |
9.847 |
9.761 |
9.554 |
|
| R2 |
9.682 |
9.682 |
9.539 |
|
| R1 |
9.596 |
9.596 |
9.524 |
9.557 |
| PP |
9.517 |
9.517 |
9.517 |
9.498 |
| S1 |
9.431 |
9.431 |
9.494 |
9.392 |
| S2 |
9.352 |
9.352 |
9.479 |
|
| S3 |
9.187 |
9.266 |
9.464 |
|
| S4 |
9.022 |
9.101 |
9.418 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.547 |
10.418 |
9.761 |
|
| R3 |
10.182 |
10.053 |
9.660 |
|
| R2 |
9.817 |
9.817 |
9.627 |
|
| R1 |
9.688 |
9.688 |
9.593 |
9.753 |
| PP |
9.452 |
9.452 |
9.452 |
9.484 |
| S1 |
9.323 |
9.323 |
9.527 |
9.388 |
| S2 |
9.087 |
9.087 |
9.493 |
|
| S3 |
8.722 |
8.958 |
9.460 |
|
| S4 |
8.357 |
8.593 |
9.359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.604 |
9.250 |
0.354 |
3.7% |
0.143 |
1.5% |
73% |
True |
False |
1,044 |
| 10 |
9.604 |
8.908 |
0.696 |
7.3% |
0.140 |
1.5% |
86% |
True |
False |
739 |
| 20 |
9.604 |
8.839 |
0.765 |
8.0% |
0.125 |
1.3% |
88% |
True |
False |
671 |
| 40 |
9.604 |
8.839 |
0.765 |
8.0% |
0.136 |
1.4% |
88% |
True |
False |
696 |
| 60 |
9.604 |
8.320 |
1.284 |
13.5% |
0.153 |
1.6% |
93% |
True |
False |
695 |
| 80 |
9.604 |
8.270 |
1.334 |
14.0% |
0.146 |
1.5% |
93% |
True |
False |
608 |
| 100 |
9.604 |
8.270 |
1.334 |
14.0% |
0.140 |
1.5% |
93% |
True |
False |
611 |
| 120 |
9.604 |
8.270 |
1.334 |
14.0% |
0.137 |
1.4% |
93% |
True |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.305 |
|
2.618 |
10.036 |
|
1.618 |
9.871 |
|
1.000 |
9.769 |
|
0.618 |
9.706 |
|
HIGH |
9.604 |
|
0.618 |
9.541 |
|
0.500 |
9.522 |
|
0.382 |
9.502 |
|
LOW |
9.439 |
|
0.618 |
9.337 |
|
1.000 |
9.274 |
|
1.618 |
9.172 |
|
2.618 |
9.007 |
|
4.250 |
8.738 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.522 |
9.502 |
| PP |
9.517 |
9.495 |
| S1 |
9.513 |
9.489 |
|