NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
8.750 |
8.830 |
0.080 |
0.9% |
8.609 |
High |
8.850 |
8.914 |
0.064 |
0.7% |
8.965 |
Low |
8.738 |
8.830 |
0.092 |
1.1% |
8.580 |
Close |
8.801 |
8.905 |
0.104 |
1.2% |
8.905 |
Range |
0.112 |
0.084 |
-0.028 |
-25.0% |
0.385 |
ATR |
0.149 |
0.147 |
-0.003 |
-1.7% |
0.000 |
Volume |
1,944 |
774 |
-1,170 |
-60.2% |
5,861 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.135 |
9.104 |
8.951 |
|
R3 |
9.051 |
9.020 |
8.928 |
|
R2 |
8.967 |
8.967 |
8.920 |
|
R1 |
8.936 |
8.936 |
8.913 |
8.952 |
PP |
8.883 |
8.883 |
8.883 |
8.891 |
S1 |
8.852 |
8.852 |
8.897 |
8.868 |
S2 |
8.799 |
8.799 |
8.890 |
|
S3 |
8.715 |
8.768 |
8.882 |
|
S4 |
8.631 |
8.684 |
8.859 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.972 |
9.823 |
9.117 |
|
R3 |
9.587 |
9.438 |
9.011 |
|
R2 |
9.202 |
9.202 |
8.976 |
|
R1 |
9.053 |
9.053 |
8.940 |
9.128 |
PP |
8.817 |
8.817 |
8.817 |
8.854 |
S1 |
8.668 |
8.668 |
8.870 |
8.743 |
S2 |
8.432 |
8.432 |
8.834 |
|
S3 |
8.047 |
8.283 |
8.799 |
|
S4 |
7.662 |
7.898 |
8.693 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.965 |
8.580 |
0.385 |
4.3% |
0.133 |
1.5% |
84% |
False |
False |
1,172 |
10 |
8.965 |
8.190 |
0.775 |
8.7% |
0.128 |
1.4% |
92% |
False |
False |
757 |
20 |
8.965 |
8.190 |
0.775 |
8.7% |
0.127 |
1.4% |
92% |
False |
False |
642 |
40 |
8.965 |
8.190 |
0.775 |
8.7% |
0.138 |
1.6% |
92% |
False |
False |
637 |
60 |
8.965 |
7.637 |
1.328 |
14.9% |
0.153 |
1.7% |
95% |
False |
False |
617 |
80 |
8.965 |
7.637 |
1.328 |
14.9% |
0.143 |
1.6% |
95% |
False |
False |
538 |
100 |
9.090 |
7.637 |
1.453 |
16.3% |
0.133 |
1.5% |
87% |
False |
False |
520 |
120 |
9.090 |
7.637 |
1.453 |
16.3% |
0.128 |
1.4% |
87% |
False |
False |
571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.271 |
2.618 |
9.134 |
1.618 |
9.050 |
1.000 |
8.998 |
0.618 |
8.966 |
HIGH |
8.914 |
0.618 |
8.882 |
0.500 |
8.872 |
0.382 |
8.862 |
LOW |
8.830 |
0.618 |
8.778 |
1.000 |
8.746 |
1.618 |
8.694 |
2.618 |
8.610 |
4.250 |
8.473 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
8.894 |
8.887 |
PP |
8.883 |
8.869 |
S1 |
8.872 |
8.852 |
|