NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
9.290 |
9.543 |
0.253 |
2.7% |
8.900 |
| High |
9.447 |
9.580 |
0.133 |
1.4% |
9.325 |
| Low |
9.250 |
9.436 |
0.186 |
2.0% |
8.860 |
| Close |
9.435 |
9.485 |
0.050 |
0.5% |
9.281 |
| Range |
0.197 |
0.144 |
-0.053 |
-26.9% |
0.465 |
| ATR |
0.146 |
0.146 |
0.000 |
0.0% |
0.000 |
| Volume |
1,189 |
1,128 |
-61 |
-5.1% |
2,022 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.932 |
9.853 |
9.564 |
|
| R3 |
9.788 |
9.709 |
9.525 |
|
| R2 |
9.644 |
9.644 |
9.511 |
|
| R1 |
9.565 |
9.565 |
9.498 |
9.533 |
| PP |
9.500 |
9.500 |
9.500 |
9.484 |
| S1 |
9.421 |
9.421 |
9.472 |
9.389 |
| S2 |
9.356 |
9.356 |
9.459 |
|
| S3 |
9.212 |
9.277 |
9.445 |
|
| S4 |
9.068 |
9.133 |
9.406 |
|
|
| 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 |
9.580 |
9.120 |
0.460 |
4.8% |
0.155 |
1.6% |
79% |
True |
False |
798 |
| 10 |
9.580 |
8.860 |
0.720 |
7.6% |
0.130 |
1.4% |
87% |
True |
False |
587 |
| 20 |
9.580 |
8.839 |
0.741 |
7.8% |
0.122 |
1.3% |
87% |
True |
False |
629 |
| 40 |
9.580 |
8.830 |
0.750 |
7.9% |
0.145 |
1.5% |
87% |
True |
False |
671 |
| 60 |
9.580 |
8.310 |
1.270 |
13.4% |
0.154 |
1.6% |
93% |
True |
False |
672 |
| 80 |
9.580 |
8.270 |
1.310 |
13.8% |
0.146 |
1.5% |
93% |
True |
False |
617 |
| 100 |
9.580 |
8.270 |
1.310 |
13.8% |
0.142 |
1.5% |
93% |
True |
False |
585 |
| 120 |
9.580 |
8.270 |
1.310 |
13.8% |
0.138 |
1.5% |
93% |
True |
False |
570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.192 |
|
2.618 |
9.957 |
|
1.618 |
9.813 |
|
1.000 |
9.724 |
|
0.618 |
9.669 |
|
HIGH |
9.580 |
|
0.618 |
9.525 |
|
0.500 |
9.508 |
|
0.382 |
9.491 |
|
LOW |
9.436 |
|
0.618 |
9.347 |
|
1.000 |
9.292 |
|
1.618 |
9.203 |
|
2.618 |
9.059 |
|
4.250 |
8.824 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.508 |
9.456 |
| PP |
9.500 |
9.427 |
| S1 |
9.493 |
9.398 |
|