NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
9.435 |
9.500 |
0.065 |
0.7% |
9.349 |
High |
9.487 |
9.560 |
0.073 |
0.8% |
9.580 |
Low |
9.373 |
9.465 |
0.092 |
1.0% |
9.215 |
Close |
9.451 |
9.560 |
0.109 |
1.2% |
9.560 |
Range |
0.114 |
0.095 |
-0.019 |
-16.7% |
0.365 |
ATR |
0.143 |
0.141 |
-0.002 |
-1.7% |
0.000 |
Volume |
1,634 |
643 |
-991 |
-60.6% |
4,966 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.813 |
9.782 |
9.612 |
|
R3 |
9.718 |
9.687 |
9.586 |
|
R2 |
9.623 |
9.623 |
9.577 |
|
R1 |
9.592 |
9.592 |
9.569 |
9.608 |
PP |
9.528 |
9.528 |
9.528 |
9.536 |
S1 |
9.497 |
9.497 |
9.551 |
9.513 |
S2 |
9.433 |
9.433 |
9.543 |
|
S3 |
9.338 |
9.402 |
9.534 |
|
S4 |
9.243 |
9.307 |
9.508 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.547 |
10.418 |
9.761 |
|
R3 |
10.182 |
10.053 |
9.660 |
|
R2 |
9.817 |
9.817 |
9.627 |
|
R1 |
9.688 |
9.688 |
9.593 |
9.753 |
PP |
9.452 |
9.452 |
9.452 |
9.484 |
S1 |
9.323 |
9.323 |
9.527 |
9.388 |
S2 |
9.087 |
9.087 |
9.493 |
|
S3 |
8.722 |
8.958 |
9.460 |
|
S4 |
8.357 |
8.593 |
9.359 |
|
|
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 |
3.8% |
0.143 |
1.5% |
95% |
False |
False |
993 |
10 |
9.580 |
8.860 |
0.720 |
7.5% |
0.129 |
1.3% |
97% |
False |
False |
698 |
20 |
9.580 |
8.839 |
0.741 |
7.8% |
0.121 |
1.3% |
97% |
False |
False |
665 |
40 |
9.580 |
8.839 |
0.741 |
7.8% |
0.137 |
1.4% |
97% |
False |
False |
682 |
60 |
9.580 |
8.310 |
1.270 |
13.3% |
0.153 |
1.6% |
98% |
False |
False |
689 |
80 |
9.580 |
8.270 |
1.310 |
13.7% |
0.145 |
1.5% |
98% |
False |
False |
607 |
100 |
9.580 |
8.270 |
1.310 |
13.7% |
0.142 |
1.5% |
98% |
False |
False |
606 |
120 |
9.580 |
8.270 |
1.310 |
13.7% |
0.136 |
1.4% |
98% |
False |
False |
588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.964 |
2.618 |
9.809 |
1.618 |
9.714 |
1.000 |
9.655 |
0.618 |
9.619 |
HIGH |
9.560 |
0.618 |
9.524 |
0.500 |
9.513 |
0.382 |
9.501 |
LOW |
9.465 |
0.618 |
9.406 |
1.000 |
9.370 |
1.618 |
9.311 |
2.618 |
9.216 |
4.250 |
9.061 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
9.544 |
9.532 |
PP |
9.528 |
9.504 |
S1 |
9.513 |
9.477 |
|