NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
8.902 |
8.858 |
-0.044 |
-0.5% |
8.920 |
High |
8.905 |
8.858 |
-0.047 |
-0.5% |
8.920 |
Low |
8.800 |
8.734 |
-0.066 |
-0.8% |
8.598 |
Close |
8.906 |
8.762 |
-0.144 |
-1.6% |
8.642 |
Range |
0.105 |
0.124 |
0.019 |
18.1% |
0.322 |
ATR |
0.160 |
0.161 |
0.001 |
0.5% |
0.000 |
Volume |
2,385 |
1,831 |
-554 |
-23.2% |
4,520 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.157 |
9.083 |
8.830 |
|
R3 |
9.033 |
8.959 |
8.796 |
|
R2 |
8.909 |
8.909 |
8.785 |
|
R1 |
8.835 |
8.835 |
8.773 |
8.810 |
PP |
8.785 |
8.785 |
8.785 |
8.772 |
S1 |
8.711 |
8.711 |
8.751 |
8.686 |
S2 |
8.661 |
8.661 |
8.739 |
|
S3 |
8.537 |
8.587 |
8.728 |
|
S4 |
8.413 |
8.463 |
8.694 |
|
|
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 |
8.910 |
8.577 |
0.333 |
3.8% |
0.151 |
1.7% |
56% |
False |
False |
1,370 |
10 |
9.125 |
8.577 |
0.548 |
6.3% |
0.147 |
1.7% |
34% |
False |
False |
1,171 |
20 |
9.135 |
8.577 |
0.558 |
6.4% |
0.144 |
1.6% |
33% |
False |
False |
1,167 |
40 |
9.135 |
8.190 |
0.945 |
10.8% |
0.138 |
1.6% |
61% |
False |
False |
881 |
60 |
9.135 |
8.190 |
0.945 |
10.8% |
0.144 |
1.6% |
61% |
False |
False |
804 |
80 |
9.135 |
7.637 |
1.498 |
17.1% |
0.152 |
1.7% |
75% |
False |
False |
727 |
100 |
9.135 |
7.637 |
1.498 |
17.1% |
0.144 |
1.6% |
75% |
False |
False |
643 |
120 |
9.135 |
7.637 |
1.498 |
17.1% |
0.136 |
1.5% |
75% |
False |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.385 |
2.618 |
9.183 |
1.618 |
9.059 |
1.000 |
8.982 |
0.618 |
8.935 |
HIGH |
8.858 |
0.618 |
8.811 |
0.500 |
8.796 |
0.382 |
8.781 |
LOW |
8.734 |
0.618 |
8.657 |
1.000 |
8.610 |
1.618 |
8.533 |
2.618 |
8.409 |
4.250 |
8.207 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
8.796 |
8.818 |
PP |
8.785 |
8.799 |
S1 |
8.773 |
8.781 |
|