NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
8.889 |
8.963 |
0.074 |
0.8% |
8.945 |
| High |
8.902 |
9.080 |
0.178 |
2.0% |
8.945 |
| Low |
8.797 |
8.963 |
0.166 |
1.9% |
8.608 |
| Close |
8.801 |
9.063 |
0.262 |
3.0% |
8.830 |
| Range |
0.105 |
0.117 |
0.012 |
11.4% |
0.337 |
| ATR |
0.155 |
0.164 |
0.009 |
5.7% |
0.000 |
| Volume |
1,370 |
1,303 |
-67 |
-4.9% |
3,153 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.386 |
9.342 |
9.127 |
|
| R3 |
9.269 |
9.225 |
9.095 |
|
| R2 |
9.152 |
9.152 |
9.084 |
|
| R1 |
9.108 |
9.108 |
9.074 |
9.130 |
| PP |
9.035 |
9.035 |
9.035 |
9.047 |
| S1 |
8.991 |
8.991 |
9.052 |
9.013 |
| S2 |
8.918 |
8.918 |
9.042 |
|
| S3 |
8.801 |
8.874 |
9.031 |
|
| S4 |
8.684 |
8.757 |
8.999 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.805 |
9.655 |
9.015 |
|
| R3 |
9.468 |
9.318 |
8.923 |
|
| R2 |
9.131 |
9.131 |
8.892 |
|
| R1 |
8.981 |
8.981 |
8.861 |
8.888 |
| PP |
8.794 |
8.794 |
8.794 |
8.748 |
| S1 |
8.644 |
8.644 |
8.799 |
8.551 |
| S2 |
8.457 |
8.457 |
8.768 |
|
| S3 |
8.120 |
8.307 |
8.737 |
|
| S4 |
7.783 |
7.970 |
8.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.080 |
8.608 |
0.472 |
5.2% |
0.147 |
1.6% |
96% |
True |
False |
1,077 |
| 10 |
9.080 |
8.608 |
0.472 |
5.2% |
0.154 |
1.7% |
96% |
True |
False |
1,093 |
| 20 |
9.080 |
8.190 |
0.890 |
9.8% |
0.132 |
1.5% |
98% |
True |
False |
773 |
| 40 |
9.080 |
8.190 |
0.890 |
9.8% |
0.139 |
1.5% |
98% |
True |
False |
684 |
| 60 |
9.080 |
7.637 |
1.443 |
15.9% |
0.154 |
1.7% |
99% |
True |
False |
665 |
| 80 |
9.080 |
7.637 |
1.443 |
15.9% |
0.148 |
1.6% |
99% |
True |
False |
580 |
| 100 |
9.090 |
7.637 |
1.453 |
16.0% |
0.137 |
1.5% |
98% |
False |
False |
562 |
| 120 |
9.090 |
7.637 |
1.453 |
16.0% |
0.131 |
1.4% |
98% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.577 |
|
2.618 |
9.386 |
|
1.618 |
9.269 |
|
1.000 |
9.197 |
|
0.618 |
9.152 |
|
HIGH |
9.080 |
|
0.618 |
9.035 |
|
0.500 |
9.022 |
|
0.382 |
9.008 |
|
LOW |
8.963 |
|
0.618 |
8.891 |
|
1.000 |
8.846 |
|
1.618 |
8.774 |
|
2.618 |
8.657 |
|
4.250 |
8.466 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.049 |
9.010 |
| PP |
9.035 |
8.956 |
| S1 |
9.022 |
8.903 |
|