NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
8.945 |
8.750 |
-0.195 |
-2.2% |
8.609 |
High |
8.945 |
8.790 |
-0.155 |
-1.7% |
8.965 |
Low |
8.750 |
8.608 |
-0.142 |
-1.6% |
8.580 |
Close |
8.849 |
8.631 |
-0.218 |
-2.5% |
8.905 |
Range |
0.195 |
0.182 |
-0.013 |
-6.7% |
0.385 |
ATR |
0.150 |
0.157 |
0.006 |
4.3% |
0.000 |
Volume |
440 |
917 |
477 |
108.4% |
5,861 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.222 |
9.109 |
8.731 |
|
R3 |
9.040 |
8.927 |
8.681 |
|
R2 |
8.858 |
8.858 |
8.664 |
|
R1 |
8.745 |
8.745 |
8.648 |
8.711 |
PP |
8.676 |
8.676 |
8.676 |
8.659 |
S1 |
8.563 |
8.563 |
8.614 |
8.529 |
S2 |
8.494 |
8.494 |
8.598 |
|
S3 |
8.312 |
8.381 |
8.581 |
|
S4 |
8.130 |
8.199 |
8.531 |
|
|
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 |
8.608 |
0.357 |
4.1% |
0.157 |
1.8% |
6% |
False |
True |
954 |
10 |
8.965 |
8.280 |
0.685 |
7.9% |
0.154 |
1.8% |
51% |
False |
False |
865 |
20 |
8.965 |
8.190 |
0.775 |
9.0% |
0.136 |
1.6% |
57% |
False |
False |
687 |
40 |
8.965 |
8.190 |
0.775 |
9.0% |
0.140 |
1.6% |
57% |
False |
False |
651 |
60 |
8.965 |
7.637 |
1.328 |
15.4% |
0.155 |
1.8% |
75% |
False |
False |
637 |
80 |
8.965 |
7.637 |
1.328 |
15.4% |
0.146 |
1.7% |
75% |
False |
False |
545 |
100 |
9.090 |
7.637 |
1.453 |
16.8% |
0.136 |
1.6% |
68% |
False |
False |
528 |
120 |
9.090 |
7.637 |
1.453 |
16.8% |
0.129 |
1.5% |
68% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.564 |
2.618 |
9.266 |
1.618 |
9.084 |
1.000 |
8.972 |
0.618 |
8.902 |
HIGH |
8.790 |
0.618 |
8.720 |
0.500 |
8.699 |
0.382 |
8.678 |
LOW |
8.608 |
0.618 |
8.496 |
1.000 |
8.426 |
1.618 |
8.314 |
2.618 |
8.132 |
4.250 |
7.835 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
8.699 |
8.777 |
PP |
8.676 |
8.728 |
S1 |
8.654 |
8.680 |
|