NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.430 |
9.307 |
-0.123 |
-1.3% |
9.349 |
| High |
9.465 |
9.418 |
-0.047 |
-0.5% |
9.580 |
| Low |
9.290 |
9.274 |
-0.016 |
-0.2% |
9.215 |
| Close |
9.321 |
9.413 |
0.092 |
1.0% |
9.560 |
| Range |
0.175 |
0.144 |
-0.031 |
-17.7% |
0.365 |
| ATR |
0.148 |
0.148 |
0.000 |
-0.2% |
0.000 |
| Volume |
733 |
581 |
-152 |
-20.7% |
4,966 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.800 |
9.751 |
9.492 |
|
| R3 |
9.656 |
9.607 |
9.453 |
|
| R2 |
9.512 |
9.512 |
9.439 |
|
| R1 |
9.463 |
9.463 |
9.426 |
9.488 |
| PP |
9.368 |
9.368 |
9.368 |
9.381 |
| S1 |
9.319 |
9.319 |
9.400 |
9.344 |
| S2 |
9.224 |
9.224 |
9.387 |
|
| S3 |
9.080 |
9.175 |
9.373 |
|
| S4 |
8.936 |
9.031 |
9.334 |
|
|
| 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 |
9.274 |
0.330 |
3.5% |
0.139 |
1.5% |
42% |
False |
True |
843 |
| 10 |
9.604 |
9.120 |
0.484 |
5.1% |
0.147 |
1.6% |
61% |
False |
False |
821 |
| 20 |
9.604 |
8.839 |
0.765 |
8.1% |
0.128 |
1.4% |
75% |
False |
False |
703 |
| 40 |
9.604 |
8.839 |
0.765 |
8.1% |
0.138 |
1.5% |
75% |
False |
False |
708 |
| 60 |
9.604 |
8.320 |
1.284 |
13.6% |
0.154 |
1.6% |
85% |
False |
False |
704 |
| 80 |
9.604 |
8.270 |
1.334 |
14.2% |
0.149 |
1.6% |
86% |
False |
False |
613 |
| 100 |
9.604 |
8.270 |
1.334 |
14.2% |
0.139 |
1.5% |
86% |
False |
False |
617 |
| 120 |
9.604 |
8.270 |
1.334 |
14.2% |
0.136 |
1.4% |
86% |
False |
False |
599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.030 |
|
2.618 |
9.795 |
|
1.618 |
9.651 |
|
1.000 |
9.562 |
|
0.618 |
9.507 |
|
HIGH |
9.418 |
|
0.618 |
9.363 |
|
0.500 |
9.346 |
|
0.382 |
9.329 |
|
LOW |
9.274 |
|
0.618 |
9.185 |
|
1.000 |
9.130 |
|
1.618 |
9.041 |
|
2.618 |
8.897 |
|
4.250 |
8.662 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.391 |
9.439 |
| PP |
9.368 |
9.430 |
| S1 |
9.346 |
9.422 |
|