NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.510 |
9.750 |
0.240 |
2.5% |
9.585 |
| High |
9.699 |
9.750 |
0.051 |
0.5% |
9.636 |
| Low |
9.510 |
9.636 |
0.126 |
1.3% |
9.274 |
| Close |
9.678 |
9.671 |
-0.007 |
-0.1% |
9.515 |
| Range |
0.189 |
0.114 |
-0.075 |
-39.7% |
0.362 |
| ATR |
0.158 |
0.154 |
-0.003 |
-2.0% |
0.000 |
| Volume |
2,639 |
3,152 |
513 |
19.4% |
2,943 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.028 |
9.963 |
9.734 |
|
| R3 |
9.914 |
9.849 |
9.702 |
|
| R2 |
9.800 |
9.800 |
9.692 |
|
| R1 |
9.735 |
9.735 |
9.681 |
9.711 |
| PP |
9.686 |
9.686 |
9.686 |
9.673 |
| S1 |
9.621 |
9.621 |
9.661 |
9.597 |
| S2 |
9.572 |
9.572 |
9.650 |
|
| S3 |
9.458 |
9.507 |
9.640 |
|
| S4 |
9.344 |
9.393 |
9.608 |
|
|
| 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 |
9.750 |
9.274 |
0.476 |
4.9% |
0.162 |
1.7% |
83% |
True |
False |
1,672 |
| 10 |
9.750 |
9.274 |
0.476 |
4.9% |
0.150 |
1.6% |
83% |
True |
False |
1,312 |
| 20 |
9.750 |
8.860 |
0.890 |
9.2% |
0.140 |
1.4% |
91% |
True |
False |
962 |
| 40 |
9.750 |
8.839 |
0.911 |
9.4% |
0.137 |
1.4% |
91% |
True |
False |
752 |
| 60 |
9.750 |
8.320 |
1.430 |
14.8% |
0.153 |
1.6% |
94% |
True |
False |
808 |
| 80 |
9.750 |
8.270 |
1.480 |
15.3% |
0.152 |
1.6% |
95% |
True |
False |
698 |
| 100 |
9.750 |
8.270 |
1.480 |
15.3% |
0.142 |
1.5% |
95% |
True |
False |
677 |
| 120 |
9.750 |
8.270 |
1.480 |
15.3% |
0.139 |
1.4% |
95% |
True |
False |
657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.235 |
|
2.618 |
10.048 |
|
1.618 |
9.934 |
|
1.000 |
9.864 |
|
0.618 |
9.820 |
|
HIGH |
9.750 |
|
0.618 |
9.706 |
|
0.500 |
9.693 |
|
0.382 |
9.680 |
|
LOW |
9.636 |
|
0.618 |
9.566 |
|
1.000 |
9.522 |
|
1.618 |
9.452 |
|
2.618 |
9.338 |
|
4.250 |
9.152 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.693 |
9.649 |
| PP |
9.686 |
9.627 |
| S1 |
9.678 |
9.605 |
|