NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
9.585 |
9.430 |
-0.155 |
-1.6% |
9.349 |
High |
9.604 |
9.465 |
-0.139 |
-1.4% |
9.580 |
Low |
9.439 |
9.290 |
-0.149 |
-1.6% |
9.215 |
Close |
9.509 |
9.321 |
-0.188 |
-2.0% |
9.560 |
Range |
0.165 |
0.175 |
0.010 |
6.1% |
0.365 |
ATR |
0.143 |
0.148 |
0.005 |
3.8% |
0.000 |
Volume |
628 |
733 |
105 |
16.7% |
4,966 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.884 |
9.777 |
9.417 |
|
R3 |
9.709 |
9.602 |
9.369 |
|
R2 |
9.534 |
9.534 |
9.353 |
|
R1 |
9.427 |
9.427 |
9.337 |
9.393 |
PP |
9.359 |
9.359 |
9.359 |
9.342 |
S1 |
9.252 |
9.252 |
9.305 |
9.218 |
S2 |
9.184 |
9.184 |
9.289 |
|
S3 |
9.009 |
9.077 |
9.273 |
|
S4 |
8.834 |
8.902 |
9.225 |
|
|
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 |
9.604 |
9.290 |
0.314 |
3.4% |
0.139 |
1.5% |
10% |
False |
True |
953 |
10 |
9.604 |
8.920 |
0.684 |
7.3% |
0.154 |
1.6% |
59% |
False |
False |
783 |
20 |
9.604 |
8.839 |
0.765 |
8.2% |
0.126 |
1.4% |
63% |
False |
False |
699 |
40 |
9.604 |
8.839 |
0.765 |
8.2% |
0.138 |
1.5% |
63% |
False |
False |
704 |
60 |
9.604 |
8.320 |
1.284 |
13.8% |
0.155 |
1.7% |
78% |
False |
False |
706 |
80 |
9.604 |
8.270 |
1.334 |
14.3% |
0.147 |
1.6% |
79% |
False |
False |
608 |
100 |
9.604 |
8.270 |
1.334 |
14.3% |
0.139 |
1.5% |
79% |
False |
False |
617 |
120 |
9.604 |
8.270 |
1.334 |
14.3% |
0.136 |
1.5% |
79% |
False |
False |
598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.209 |
2.618 |
9.923 |
1.618 |
9.748 |
1.000 |
9.640 |
0.618 |
9.573 |
HIGH |
9.465 |
0.618 |
9.398 |
0.500 |
9.378 |
0.382 |
9.357 |
LOW |
9.290 |
0.618 |
9.182 |
1.000 |
9.115 |
1.618 |
9.007 |
2.618 |
8.832 |
4.250 |
8.546 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
9.378 |
9.447 |
PP |
9.359 |
9.405 |
S1 |
9.340 |
9.363 |
|