NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
8.700 |
8.577 |
-0.123 |
-1.4% |
8.920 |
High |
8.700 |
8.815 |
0.115 |
1.3% |
8.920 |
Low |
8.598 |
8.577 |
-0.021 |
-0.2% |
8.598 |
Close |
8.642 |
8.807 |
0.165 |
1.9% |
8.642 |
Range |
0.102 |
0.238 |
0.136 |
133.3% |
0.322 |
ATR |
0.157 |
0.163 |
0.006 |
3.7% |
0.000 |
Volume |
1,419 |
841 |
-578 |
-40.7% |
4,520 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.447 |
9.365 |
8.938 |
|
R3 |
9.209 |
9.127 |
8.872 |
|
R2 |
8.971 |
8.971 |
8.851 |
|
R1 |
8.889 |
8.889 |
8.829 |
8.930 |
PP |
8.733 |
8.733 |
8.733 |
8.754 |
S1 |
8.651 |
8.651 |
8.785 |
8.692 |
S2 |
8.495 |
8.495 |
8.763 |
|
S3 |
8.257 |
8.413 |
8.742 |
|
S4 |
8.019 |
8.175 |
8.676 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.686 |
9.486 |
8.819 |
|
R3 |
9.364 |
9.164 |
8.731 |
|
R2 |
9.042 |
9.042 |
8.701 |
|
R1 |
8.842 |
8.842 |
8.672 |
8.781 |
PP |
8.720 |
8.720 |
8.720 |
8.690 |
S1 |
8.520 |
8.520 |
8.612 |
8.459 |
S2 |
8.398 |
8.398 |
8.583 |
|
S3 |
8.076 |
8.198 |
8.553 |
|
S4 |
7.754 |
7.876 |
8.465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.815 |
8.577 |
0.238 |
2.7% |
0.144 |
1.6% |
97% |
True |
True |
943 |
10 |
9.135 |
8.577 |
0.558 |
6.3% |
0.146 |
1.7% |
41% |
False |
True |
1,151 |
20 |
9.135 |
8.577 |
0.558 |
6.3% |
0.147 |
1.7% |
41% |
False |
True |
1,094 |
40 |
9.135 |
8.190 |
0.945 |
10.7% |
0.139 |
1.6% |
65% |
False |
False |
802 |
60 |
9.135 |
8.120 |
1.015 |
11.5% |
0.149 |
1.7% |
68% |
False |
False |
752 |
80 |
9.135 |
7.637 |
1.498 |
17.0% |
0.152 |
1.7% |
78% |
False |
False |
677 |
100 |
9.135 |
7.637 |
1.498 |
17.0% |
0.141 |
1.6% |
78% |
False |
False |
613 |
120 |
9.135 |
7.637 |
1.498 |
17.0% |
0.136 |
1.5% |
78% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.827 |
2.618 |
9.438 |
1.618 |
9.200 |
1.000 |
9.053 |
0.618 |
8.962 |
HIGH |
8.815 |
0.618 |
8.724 |
0.500 |
8.696 |
0.382 |
8.668 |
LOW |
8.577 |
0.618 |
8.430 |
1.000 |
8.339 |
1.618 |
8.192 |
2.618 |
7.954 |
4.250 |
7.566 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
8.770 |
8.770 |
PP |
8.733 |
8.733 |
S1 |
8.696 |
8.696 |
|