NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.750 |
9.744 |
-0.006 |
-0.1% |
9.585 |
| High |
9.750 |
9.744 |
-0.006 |
-0.1% |
9.636 |
| Low |
9.636 |
9.603 |
-0.033 |
-0.3% |
9.274 |
| Close |
9.671 |
9.713 |
0.042 |
0.4% |
9.515 |
| Range |
0.114 |
0.141 |
0.027 |
23.7% |
0.362 |
| ATR |
0.154 |
0.153 |
-0.001 |
-0.6% |
0.000 |
| Volume |
3,152 |
699 |
-2,453 |
-77.8% |
2,943 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.110 |
10.052 |
9.791 |
|
| R3 |
9.969 |
9.911 |
9.752 |
|
| R2 |
9.828 |
9.828 |
9.739 |
|
| R1 |
9.770 |
9.770 |
9.726 |
9.729 |
| PP |
9.687 |
9.687 |
9.687 |
9.666 |
| S1 |
9.629 |
9.629 |
9.700 |
9.588 |
| S2 |
9.546 |
9.546 |
9.687 |
|
| S3 |
9.405 |
9.488 |
9.674 |
|
| S4 |
9.264 |
9.347 |
9.635 |
|
|
| 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 |
9.415 |
0.335 |
3.4% |
0.161 |
1.7% |
89% |
False |
False |
1,696 |
| 10 |
9.750 |
9.274 |
0.476 |
4.9% |
0.150 |
1.5% |
92% |
False |
False |
1,269 |
| 20 |
9.750 |
8.860 |
0.890 |
9.2% |
0.140 |
1.4% |
96% |
False |
False |
928 |
| 40 |
9.750 |
8.839 |
0.911 |
9.4% |
0.137 |
1.4% |
96% |
False |
False |
753 |
| 60 |
9.750 |
8.320 |
1.430 |
14.7% |
0.152 |
1.6% |
97% |
False |
False |
817 |
| 80 |
9.750 |
8.270 |
1.480 |
15.2% |
0.152 |
1.6% |
98% |
False |
False |
699 |
| 100 |
9.750 |
8.270 |
1.480 |
15.2% |
0.142 |
1.5% |
98% |
False |
False |
683 |
| 120 |
9.750 |
8.270 |
1.480 |
15.2% |
0.138 |
1.4% |
98% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.343 |
|
2.618 |
10.113 |
|
1.618 |
9.972 |
|
1.000 |
9.885 |
|
0.618 |
9.831 |
|
HIGH |
9.744 |
|
0.618 |
9.690 |
|
0.500 |
9.674 |
|
0.382 |
9.657 |
|
LOW |
9.603 |
|
0.618 |
9.516 |
|
1.000 |
9.462 |
|
1.618 |
9.375 |
|
2.618 |
9.234 |
|
4.250 |
9.004 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.700 |
9.685 |
| PP |
9.687 |
9.658 |
| S1 |
9.674 |
9.630 |
|