NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
8.858 |
8.814 |
-0.044 |
-0.5% |
8.577 |
High |
8.858 |
8.980 |
0.122 |
1.4% |
8.980 |
Low |
8.734 |
8.710 |
-0.024 |
-0.3% |
8.577 |
Close |
8.762 |
8.941 |
0.179 |
2.0% |
8.941 |
Range |
0.124 |
0.270 |
0.146 |
117.7% |
0.403 |
ATR |
0.161 |
0.169 |
0.008 |
4.8% |
0.000 |
Volume |
1,831 |
1,170 |
-661 |
-36.1% |
6,604 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.687 |
9.584 |
9.090 |
|
R3 |
9.417 |
9.314 |
9.015 |
|
R2 |
9.147 |
9.147 |
8.991 |
|
R1 |
9.044 |
9.044 |
8.966 |
9.096 |
PP |
8.877 |
8.877 |
8.877 |
8.903 |
S1 |
8.774 |
8.774 |
8.916 |
8.826 |
S2 |
8.607 |
8.607 |
8.892 |
|
S3 |
8.337 |
8.504 |
8.867 |
|
S4 |
8.067 |
8.234 |
8.793 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.042 |
9.894 |
9.163 |
|
R3 |
9.639 |
9.491 |
9.052 |
|
R2 |
9.236 |
9.236 |
9.015 |
|
R1 |
9.088 |
9.088 |
8.978 |
9.162 |
PP |
8.833 |
8.833 |
8.833 |
8.870 |
S1 |
8.685 |
8.685 |
8.904 |
8.759 |
S2 |
8.430 |
8.430 |
8.867 |
|
S3 |
8.027 |
8.282 |
8.830 |
|
S4 |
7.624 |
7.879 |
8.719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.980 |
8.577 |
0.403 |
4.5% |
0.184 |
2.1% |
90% |
True |
False |
1,320 |
10 |
8.980 |
8.577 |
0.403 |
4.5% |
0.158 |
1.8% |
90% |
True |
False |
1,112 |
20 |
9.135 |
8.577 |
0.558 |
6.2% |
0.152 |
1.7% |
65% |
False |
False |
1,128 |
40 |
9.135 |
8.190 |
0.945 |
10.6% |
0.140 |
1.6% |
79% |
False |
False |
897 |
60 |
9.135 |
8.190 |
0.945 |
10.6% |
0.144 |
1.6% |
79% |
False |
False |
805 |
80 |
9.135 |
7.637 |
1.498 |
16.8% |
0.154 |
1.7% |
87% |
False |
False |
741 |
100 |
9.135 |
7.637 |
1.498 |
16.8% |
0.145 |
1.6% |
87% |
False |
False |
651 |
120 |
9.135 |
7.637 |
1.498 |
16.8% |
0.137 |
1.5% |
87% |
False |
False |
619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.128 |
2.618 |
9.687 |
1.618 |
9.417 |
1.000 |
9.250 |
0.618 |
9.147 |
HIGH |
8.980 |
0.618 |
8.877 |
0.500 |
8.845 |
0.382 |
8.813 |
LOW |
8.710 |
0.618 |
8.543 |
1.000 |
8.440 |
1.618 |
8.273 |
2.618 |
8.003 |
4.250 |
7.563 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
8.909 |
8.909 |
PP |
8.877 |
8.877 |
S1 |
8.845 |
8.845 |
|