NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.720 |
9.550 |
-0.170 |
-1.7% |
9.569 |
| High |
9.720 |
9.550 |
-0.170 |
-1.7% |
9.750 |
| Low |
9.576 |
9.340 |
-0.236 |
-2.5% |
9.460 |
| Close |
9.598 |
9.398 |
-0.200 |
-2.1% |
9.598 |
| Range |
0.144 |
0.210 |
0.066 |
45.8% |
0.290 |
| ATR |
0.153 |
0.160 |
0.008 |
4.9% |
0.000 |
| Volume |
655 |
431 |
-224 |
-34.2% |
8,134 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.059 |
9.939 |
9.514 |
|
| R3 |
9.849 |
9.729 |
9.456 |
|
| R2 |
9.639 |
9.639 |
9.437 |
|
| R1 |
9.519 |
9.519 |
9.417 |
9.474 |
| PP |
9.429 |
9.429 |
9.429 |
9.407 |
| S1 |
9.309 |
9.309 |
9.379 |
9.264 |
| S2 |
9.219 |
9.219 |
9.360 |
|
| S3 |
9.009 |
9.099 |
9.340 |
|
| S4 |
8.799 |
8.889 |
9.283 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.473 |
10.325 |
9.758 |
|
| R3 |
10.183 |
10.035 |
9.678 |
|
| R2 |
9.893 |
9.893 |
9.651 |
|
| R1 |
9.745 |
9.745 |
9.625 |
9.819 |
| PP |
9.603 |
9.603 |
9.603 |
9.640 |
| S1 |
9.455 |
9.455 |
9.571 |
9.529 |
| S2 |
9.313 |
9.313 |
9.545 |
|
| S3 |
9.023 |
9.165 |
9.518 |
|
| S4 |
8.733 |
8.875 |
9.439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.750 |
9.340 |
0.410 |
4.4% |
0.160 |
1.7% |
14% |
False |
True |
1,515 |
| 10 |
9.750 |
9.274 |
0.476 |
5.1% |
0.164 |
1.7% |
26% |
False |
False |
1,150 |
| 20 |
9.750 |
8.860 |
0.890 |
9.5% |
0.147 |
1.6% |
60% |
False |
False |
924 |
| 40 |
9.750 |
8.839 |
0.911 |
9.7% |
0.138 |
1.5% |
61% |
False |
False |
748 |
| 60 |
9.750 |
8.465 |
1.285 |
13.7% |
0.153 |
1.6% |
73% |
False |
False |
770 |
| 80 |
9.750 |
8.270 |
1.480 |
15.7% |
0.153 |
1.6% |
76% |
False |
False |
707 |
| 100 |
9.750 |
8.270 |
1.480 |
15.7% |
0.143 |
1.5% |
76% |
False |
False |
692 |
| 120 |
9.750 |
8.270 |
1.480 |
15.7% |
0.140 |
1.5% |
76% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.443 |
|
2.618 |
10.100 |
|
1.618 |
9.890 |
|
1.000 |
9.760 |
|
0.618 |
9.680 |
|
HIGH |
9.550 |
|
0.618 |
9.470 |
|
0.500 |
9.445 |
|
0.382 |
9.420 |
|
LOW |
9.340 |
|
0.618 |
9.210 |
|
1.000 |
9.130 |
|
1.618 |
9.000 |
|
2.618 |
8.790 |
|
4.250 |
8.448 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.445 |
9.542 |
| PP |
9.429 |
9.494 |
| S1 |
9.414 |
9.446 |
|