NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
9.349 |
9.290 |
-0.059 |
-0.6% |
8.900 |
| High |
9.380 |
9.447 |
0.067 |
0.7% |
9.325 |
| Low |
9.215 |
9.250 |
0.035 |
0.4% |
8.860 |
| Close |
9.257 |
9.435 |
0.178 |
1.9% |
9.281 |
| Range |
0.165 |
0.197 |
0.032 |
19.4% |
0.465 |
| ATR |
0.142 |
0.146 |
0.004 |
2.8% |
0.000 |
| Volume |
372 |
1,189 |
817 |
219.6% |
2,022 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.968 |
9.899 |
9.543 |
|
| R3 |
9.771 |
9.702 |
9.489 |
|
| R2 |
9.574 |
9.574 |
9.471 |
|
| R1 |
9.505 |
9.505 |
9.453 |
9.540 |
| PP |
9.377 |
9.377 |
9.377 |
9.395 |
| S1 |
9.308 |
9.308 |
9.417 |
9.343 |
| S2 |
9.180 |
9.180 |
9.399 |
|
| S3 |
8.983 |
9.111 |
9.381 |
|
| S4 |
8.786 |
8.914 |
9.327 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.550 |
10.381 |
9.537 |
|
| R3 |
10.085 |
9.916 |
9.409 |
|
| R2 |
9.620 |
9.620 |
9.366 |
|
| R1 |
9.451 |
9.451 |
9.324 |
9.536 |
| PP |
9.155 |
9.155 |
9.155 |
9.198 |
| S1 |
8.986 |
8.986 |
9.238 |
9.071 |
| S2 |
8.690 |
8.690 |
9.196 |
|
| S3 |
8.225 |
8.521 |
9.153 |
|
| S4 |
7.760 |
8.056 |
9.025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.447 |
8.920 |
0.527 |
5.6% |
0.169 |
1.8% |
98% |
True |
False |
612 |
| 10 |
9.447 |
8.860 |
0.587 |
6.2% |
0.129 |
1.4% |
98% |
True |
False |
612 |
| 20 |
9.447 |
8.839 |
0.608 |
6.4% |
0.119 |
1.3% |
98% |
True |
False |
613 |
| 40 |
9.447 |
8.830 |
0.617 |
6.5% |
0.147 |
1.6% |
98% |
True |
False |
651 |
| 60 |
9.447 |
8.310 |
1.137 |
12.1% |
0.154 |
1.6% |
99% |
True |
False |
659 |
| 80 |
9.447 |
8.270 |
1.177 |
12.5% |
0.146 |
1.5% |
99% |
True |
False |
604 |
| 100 |
9.500 |
8.270 |
1.230 |
13.0% |
0.140 |
1.5% |
95% |
False |
False |
575 |
| 120 |
9.500 |
8.270 |
1.230 |
13.0% |
0.137 |
1.5% |
95% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.284 |
|
2.618 |
9.963 |
|
1.618 |
9.766 |
|
1.000 |
9.644 |
|
0.618 |
9.569 |
|
HIGH |
9.447 |
|
0.618 |
9.372 |
|
0.500 |
9.349 |
|
0.382 |
9.325 |
|
LOW |
9.250 |
|
0.618 |
9.128 |
|
1.000 |
9.053 |
|
1.618 |
8.931 |
|
2.618 |
8.734 |
|
4.250 |
8.413 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.406 |
9.400 |
| PP |
9.377 |
9.366 |
| S1 |
9.349 |
9.331 |
|