NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
8.963 |
9.087 |
0.124 |
1.4% |
8.945 |
High |
9.080 |
9.135 |
0.055 |
0.6% |
8.945 |
Low |
8.963 |
8.965 |
0.002 |
0.0% |
8.608 |
Close |
9.063 |
9.056 |
-0.007 |
-0.1% |
8.830 |
Range |
0.117 |
0.170 |
0.053 |
45.3% |
0.337 |
ATR |
0.164 |
0.164 |
0.000 |
0.3% |
0.000 |
Volume |
1,303 |
1,737 |
434 |
33.3% |
3,153 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.562 |
9.479 |
9.150 |
|
R3 |
9.392 |
9.309 |
9.103 |
|
R2 |
9.222 |
9.222 |
9.087 |
|
R1 |
9.139 |
9.139 |
9.072 |
9.096 |
PP |
9.052 |
9.052 |
9.052 |
9.030 |
S1 |
8.969 |
8.969 |
9.040 |
8.926 |
S2 |
8.882 |
8.882 |
9.025 |
|
S3 |
8.712 |
8.799 |
9.009 |
|
S4 |
8.542 |
8.629 |
8.963 |
|
|
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 |
9.135 |
8.608 |
0.527 |
5.8% |
0.144 |
1.6% |
85% |
True |
False |
1,241 |
10 |
9.135 |
8.608 |
0.527 |
5.8% |
0.151 |
1.7% |
85% |
True |
False |
1,097 |
20 |
9.135 |
8.190 |
0.945 |
10.4% |
0.134 |
1.5% |
92% |
True |
False |
827 |
40 |
9.135 |
8.190 |
0.945 |
10.4% |
0.138 |
1.5% |
92% |
True |
False |
718 |
60 |
9.135 |
7.637 |
1.498 |
16.5% |
0.154 |
1.7% |
95% |
True |
False |
691 |
80 |
9.135 |
7.637 |
1.498 |
16.5% |
0.149 |
1.6% |
95% |
True |
False |
597 |
100 |
9.135 |
7.637 |
1.498 |
16.5% |
0.137 |
1.5% |
95% |
True |
False |
579 |
120 |
9.135 |
7.637 |
1.498 |
16.5% |
0.131 |
1.4% |
95% |
True |
False |
593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.858 |
2.618 |
9.580 |
1.618 |
9.410 |
1.000 |
9.305 |
0.618 |
9.240 |
HIGH |
9.135 |
0.618 |
9.070 |
0.500 |
9.050 |
0.382 |
9.030 |
LOW |
8.965 |
0.618 |
8.860 |
1.000 |
8.795 |
1.618 |
8.690 |
2.618 |
8.520 |
4.250 |
8.243 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
9.054 |
9.026 |
PP |
9.052 |
8.996 |
S1 |
9.050 |
8.966 |
|