NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
9.543 |
9.435 |
-0.108 |
-1.1% |
8.900 |
| High |
9.580 |
9.487 |
-0.093 |
-1.0% |
9.325 |
| Low |
9.436 |
9.373 |
-0.063 |
-0.7% |
8.860 |
| Close |
9.485 |
9.451 |
-0.034 |
-0.4% |
9.281 |
| Range |
0.144 |
0.114 |
-0.030 |
-20.8% |
0.465 |
| ATR |
0.146 |
0.143 |
-0.002 |
-1.5% |
0.000 |
| Volume |
1,128 |
1,634 |
506 |
44.9% |
2,022 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.779 |
9.729 |
9.514 |
|
| R3 |
9.665 |
9.615 |
9.482 |
|
| R2 |
9.551 |
9.551 |
9.472 |
|
| R1 |
9.501 |
9.501 |
9.461 |
9.526 |
| PP |
9.437 |
9.437 |
9.437 |
9.450 |
| S1 |
9.387 |
9.387 |
9.441 |
9.412 |
| S2 |
9.323 |
9.323 |
9.430 |
|
| S3 |
9.209 |
9.273 |
9.420 |
|
| S4 |
9.095 |
9.159 |
9.388 |
|
|
| 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 |
9.215 |
0.365 |
3.9% |
0.143 |
1.5% |
65% |
False |
False |
1,036 |
| 10 |
9.580 |
8.860 |
0.720 |
7.6% |
0.129 |
1.4% |
82% |
False |
False |
695 |
| 20 |
9.580 |
8.839 |
0.741 |
7.8% |
0.121 |
1.3% |
83% |
False |
False |
689 |
| 40 |
9.580 |
8.839 |
0.741 |
7.8% |
0.140 |
1.5% |
83% |
False |
False |
703 |
| 60 |
9.580 |
8.310 |
1.270 |
13.4% |
0.155 |
1.6% |
90% |
False |
False |
699 |
| 80 |
9.580 |
8.270 |
1.310 |
13.9% |
0.146 |
1.5% |
90% |
False |
False |
618 |
| 100 |
9.580 |
8.270 |
1.310 |
13.9% |
0.142 |
1.5% |
90% |
False |
False |
600 |
| 120 |
9.580 |
8.270 |
1.310 |
13.9% |
0.137 |
1.5% |
90% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.972 |
|
2.618 |
9.785 |
|
1.618 |
9.671 |
|
1.000 |
9.601 |
|
0.618 |
9.557 |
|
HIGH |
9.487 |
|
0.618 |
9.443 |
|
0.500 |
9.430 |
|
0.382 |
9.417 |
|
LOW |
9.373 |
|
0.618 |
9.303 |
|
1.000 |
9.259 |
|
1.618 |
9.189 |
|
2.618 |
9.075 |
|
4.250 |
8.889 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.444 |
9.439 |
| PP |
9.437 |
9.427 |
| S1 |
9.430 |
9.415 |
|