NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.569 |
9.510 |
-0.059 |
-0.6% |
9.585 |
| High |
9.600 |
9.699 |
0.099 |
1.0% |
9.636 |
| Low |
9.460 |
9.510 |
0.050 |
0.5% |
9.274 |
| Close |
9.471 |
9.678 |
0.207 |
2.2% |
9.515 |
| Range |
0.140 |
0.189 |
0.049 |
35.0% |
0.362 |
| ATR |
0.152 |
0.158 |
0.005 |
3.6% |
0.000 |
| Volume |
989 |
2,639 |
1,650 |
166.8% |
2,943 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.196 |
10.126 |
9.782 |
|
| R3 |
10.007 |
9.937 |
9.730 |
|
| R2 |
9.818 |
9.818 |
9.713 |
|
| R1 |
9.748 |
9.748 |
9.695 |
9.783 |
| PP |
9.629 |
9.629 |
9.629 |
9.647 |
| S1 |
9.559 |
9.559 |
9.661 |
9.594 |
| S2 |
9.440 |
9.440 |
9.643 |
|
| S3 |
9.251 |
9.370 |
9.626 |
|
| S4 |
9.062 |
9.181 |
9.574 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.561 |
10.400 |
9.714 |
|
| R3 |
10.199 |
10.038 |
9.615 |
|
| R2 |
9.837 |
9.837 |
9.581 |
|
| R1 |
9.676 |
9.676 |
9.548 |
9.576 |
| PP |
9.475 |
9.475 |
9.475 |
9.425 |
| S1 |
9.314 |
9.314 |
9.482 |
9.214 |
| S2 |
9.113 |
9.113 |
9.449 |
|
| S3 |
8.751 |
8.952 |
9.415 |
|
| S4 |
8.389 |
8.590 |
9.316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.699 |
9.274 |
0.425 |
4.4% |
0.174 |
1.8% |
95% |
True |
False |
1,188 |
| 10 |
9.699 |
9.250 |
0.449 |
4.6% |
0.158 |
1.6% |
95% |
True |
False |
1,116 |
| 20 |
9.699 |
8.839 |
0.860 |
8.9% |
0.140 |
1.5% |
98% |
True |
False |
827 |
| 40 |
9.699 |
8.839 |
0.860 |
8.9% |
0.139 |
1.4% |
98% |
True |
False |
698 |
| 60 |
9.699 |
8.320 |
1.379 |
14.2% |
0.155 |
1.6% |
98% |
True |
False |
758 |
| 80 |
9.699 |
8.270 |
1.429 |
14.8% |
0.152 |
1.6% |
99% |
True |
False |
666 |
| 100 |
9.699 |
8.270 |
1.429 |
14.8% |
0.143 |
1.5% |
99% |
True |
False |
654 |
| 120 |
9.699 |
8.270 |
1.429 |
14.8% |
0.138 |
1.4% |
99% |
True |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.502 |
|
2.618 |
10.194 |
|
1.618 |
10.005 |
|
1.000 |
9.888 |
|
0.618 |
9.816 |
|
HIGH |
9.699 |
|
0.618 |
9.627 |
|
0.500 |
9.605 |
|
0.382 |
9.582 |
|
LOW |
9.510 |
|
0.618 |
9.393 |
|
1.000 |
9.321 |
|
1.618 |
9.204 |
|
2.618 |
9.015 |
|
4.250 |
8.707 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.654 |
9.638 |
| PP |
9.629 |
9.597 |
| S1 |
9.605 |
9.557 |
|