NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.650 |
8.900 |
0.250 |
2.9% |
8.250 |
High |
8.822 |
8.965 |
0.143 |
1.6% |
8.699 |
Low |
8.620 |
8.751 |
0.131 |
1.5% |
8.190 |
Close |
8.800 |
8.850 |
0.050 |
0.6% |
8.646 |
Range |
0.202 |
0.214 |
0.012 |
5.9% |
0.509 |
ATR |
0.148 |
0.152 |
0.005 |
3.2% |
0.000 |
Volume |
1,694 |
696 |
-998 |
-58.9% |
1,715 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.497 |
9.388 |
8.968 |
|
R3 |
9.283 |
9.174 |
8.909 |
|
R2 |
9.069 |
9.069 |
8.889 |
|
R1 |
8.960 |
8.960 |
8.870 |
8.908 |
PP |
8.855 |
8.855 |
8.855 |
8.829 |
S1 |
8.746 |
8.746 |
8.830 |
8.694 |
S2 |
8.641 |
8.641 |
8.811 |
|
S3 |
8.427 |
8.532 |
8.791 |
|
S4 |
8.213 |
8.318 |
8.732 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.039 |
9.851 |
8.926 |
|
R3 |
9.530 |
9.342 |
8.786 |
|
R2 |
9.021 |
9.021 |
8.739 |
|
R1 |
8.833 |
8.833 |
8.693 |
8.927 |
PP |
8.512 |
8.512 |
8.512 |
8.559 |
S1 |
8.324 |
8.324 |
8.599 |
8.418 |
S2 |
8.003 |
8.003 |
8.553 |
|
S3 |
7.494 |
7.815 |
8.506 |
|
S4 |
6.985 |
7.306 |
8.366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.965 |
8.484 |
0.481 |
5.4% |
0.151 |
1.7% |
76% |
True |
False |
880 |
10 |
8.965 |
8.190 |
0.775 |
8.8% |
0.125 |
1.4% |
85% |
True |
False |
567 |
20 |
8.965 |
8.190 |
0.775 |
8.8% |
0.132 |
1.5% |
85% |
True |
False |
595 |
40 |
8.965 |
8.190 |
0.775 |
8.8% |
0.145 |
1.6% |
85% |
True |
False |
623 |
60 |
8.965 |
7.637 |
1.328 |
15.0% |
0.155 |
1.7% |
91% |
True |
False |
580 |
80 |
8.965 |
7.637 |
1.328 |
15.0% |
0.144 |
1.6% |
91% |
True |
False |
512 |
100 |
9.090 |
7.637 |
1.453 |
16.4% |
0.134 |
1.5% |
83% |
False |
False |
499 |
120 |
9.090 |
7.637 |
1.453 |
16.4% |
0.128 |
1.5% |
83% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.875 |
2.618 |
9.525 |
1.618 |
9.311 |
1.000 |
9.179 |
0.618 |
9.097 |
HIGH |
8.965 |
0.618 |
8.883 |
0.500 |
8.858 |
0.382 |
8.833 |
LOW |
8.751 |
0.618 |
8.619 |
1.000 |
8.537 |
1.618 |
8.405 |
2.618 |
8.191 |
4.250 |
7.842 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.858 |
8.824 |
PP |
8.855 |
8.798 |
S1 |
8.853 |
8.773 |
|