NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.307 |
9.415 |
0.108 |
1.2% |
9.349 |
| High |
9.418 |
9.636 |
0.218 |
2.3% |
9.580 |
| Low |
9.274 |
9.415 |
0.141 |
1.5% |
9.215 |
| Close |
9.413 |
9.515 |
0.102 |
1.1% |
9.560 |
| Range |
0.144 |
0.221 |
0.077 |
53.5% |
0.365 |
| ATR |
0.148 |
0.153 |
0.005 |
3.6% |
0.000 |
| Volume |
581 |
1,001 |
420 |
72.3% |
4,966 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.185 |
10.071 |
9.637 |
|
| R3 |
9.964 |
9.850 |
9.576 |
|
| R2 |
9.743 |
9.743 |
9.556 |
|
| R1 |
9.629 |
9.629 |
9.535 |
9.686 |
| PP |
9.522 |
9.522 |
9.522 |
9.551 |
| S1 |
9.408 |
9.408 |
9.495 |
9.465 |
| S2 |
9.301 |
9.301 |
9.474 |
|
| S3 |
9.080 |
9.187 |
9.454 |
|
| S4 |
8.859 |
8.966 |
9.393 |
|
|
| 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 |
9.636 |
9.274 |
0.362 |
3.8% |
0.160 |
1.7% |
67% |
True |
False |
717 |
| 10 |
9.636 |
9.215 |
0.421 |
4.4% |
0.152 |
1.6% |
71% |
True |
False |
877 |
| 20 |
9.636 |
8.839 |
0.797 |
8.4% |
0.135 |
1.4% |
85% |
True |
False |
725 |
| 40 |
9.636 |
8.839 |
0.797 |
8.4% |
0.139 |
1.5% |
85% |
True |
False |
681 |
| 60 |
9.636 |
8.320 |
1.316 |
13.8% |
0.156 |
1.6% |
91% |
True |
False |
714 |
| 80 |
9.636 |
8.270 |
1.366 |
14.4% |
0.150 |
1.6% |
91% |
True |
False |
624 |
| 100 |
9.636 |
8.270 |
1.366 |
14.4% |
0.140 |
1.5% |
91% |
True |
False |
627 |
| 120 |
9.636 |
8.270 |
1.366 |
14.4% |
0.138 |
1.4% |
91% |
True |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.575 |
|
2.618 |
10.215 |
|
1.618 |
9.994 |
|
1.000 |
9.857 |
|
0.618 |
9.773 |
|
HIGH |
9.636 |
|
0.618 |
9.552 |
|
0.500 |
9.526 |
|
0.382 |
9.499 |
|
LOW |
9.415 |
|
0.618 |
9.278 |
|
1.000 |
9.194 |
|
1.618 |
9.057 |
|
2.618 |
8.836 |
|
4.250 |
8.476 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.526 |
9.495 |
| PP |
9.522 |
9.475 |
| S1 |
9.519 |
9.455 |
|