NYMEX Natural Gas Future November 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 |
8.830 |
8.945 |
0.115 |
1.3% |
8.609 |
High |
8.914 |
8.945 |
0.031 |
0.3% |
8.965 |
Low |
8.830 |
8.750 |
-0.080 |
-0.9% |
8.580 |
Close |
8.905 |
8.849 |
-0.056 |
-0.6% |
8.905 |
Range |
0.084 |
0.195 |
0.111 |
132.1% |
0.385 |
ATR |
0.147 |
0.150 |
0.003 |
2.3% |
0.000 |
Volume |
774 |
440 |
-334 |
-43.2% |
5,861 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.433 |
9.336 |
8.956 |
|
R3 |
9.238 |
9.141 |
8.903 |
|
R2 |
9.043 |
9.043 |
8.885 |
|
R1 |
8.946 |
8.946 |
8.867 |
8.897 |
PP |
8.848 |
8.848 |
8.848 |
8.824 |
S1 |
8.751 |
8.751 |
8.831 |
8.702 |
S2 |
8.653 |
8.653 |
8.813 |
|
S3 |
8.458 |
8.556 |
8.795 |
|
S4 |
8.263 |
8.361 |
8.742 |
|
|
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 |
8.620 |
0.345 |
3.9% |
0.161 |
1.8% |
66% |
False |
False |
1,109 |
10 |
8.965 |
8.255 |
0.710 |
8.0% |
0.141 |
1.6% |
84% |
False |
False |
781 |
20 |
8.965 |
8.190 |
0.775 |
8.8% |
0.134 |
1.5% |
85% |
False |
False |
649 |
40 |
8.965 |
8.190 |
0.775 |
8.8% |
0.140 |
1.6% |
85% |
False |
False |
637 |
60 |
8.965 |
7.637 |
1.328 |
15.0% |
0.154 |
1.7% |
91% |
False |
False |
623 |
80 |
8.965 |
7.637 |
1.328 |
15.0% |
0.145 |
1.6% |
91% |
False |
False |
540 |
100 |
9.090 |
7.637 |
1.453 |
16.4% |
0.135 |
1.5% |
83% |
False |
False |
523 |
120 |
9.090 |
7.637 |
1.453 |
16.4% |
0.129 |
1.5% |
83% |
False |
False |
567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.774 |
2.618 |
9.456 |
1.618 |
9.261 |
1.000 |
9.140 |
0.618 |
9.066 |
HIGH |
8.945 |
0.618 |
8.871 |
0.500 |
8.848 |
0.382 |
8.824 |
LOW |
8.750 |
0.618 |
8.629 |
1.000 |
8.555 |
1.618 |
8.434 |
2.618 |
8.239 |
4.250 |
7.921 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
8.849 |
8.847 |
PP |
8.848 |
8.844 |
S1 |
8.848 |
8.842 |
|