NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.744 |
9.720 |
-0.024 |
-0.2% |
9.569 |
| High |
9.744 |
9.720 |
-0.024 |
-0.2% |
9.750 |
| Low |
9.603 |
9.576 |
-0.027 |
-0.3% |
9.460 |
| Close |
9.713 |
9.598 |
-0.115 |
-1.2% |
9.598 |
| Range |
0.141 |
0.144 |
0.003 |
2.1% |
0.290 |
| ATR |
0.153 |
0.153 |
-0.001 |
-0.4% |
0.000 |
| Volume |
699 |
655 |
-44 |
-6.3% |
8,134 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.063 |
9.975 |
9.677 |
|
| R3 |
9.919 |
9.831 |
9.638 |
|
| R2 |
9.775 |
9.775 |
9.624 |
|
| R1 |
9.687 |
9.687 |
9.611 |
9.659 |
| PP |
9.631 |
9.631 |
9.631 |
9.618 |
| S1 |
9.543 |
9.543 |
9.585 |
9.515 |
| S2 |
9.487 |
9.487 |
9.572 |
|
| S3 |
9.343 |
9.399 |
9.558 |
|
| S4 |
9.199 |
9.255 |
9.519 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.473 |
10.325 |
9.758 |
|
| R3 |
10.183 |
10.035 |
9.678 |
|
| R2 |
9.893 |
9.893 |
9.651 |
|
| R1 |
9.745 |
9.745 |
9.625 |
9.819 |
| PP |
9.603 |
9.603 |
9.603 |
9.640 |
| S1 |
9.455 |
9.455 |
9.571 |
9.529 |
| S2 |
9.313 |
9.313 |
9.545 |
|
| S3 |
9.023 |
9.165 |
9.518 |
|
| S4 |
8.733 |
8.875 |
9.439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.750 |
9.460 |
0.290 |
3.0% |
0.146 |
1.5% |
48% |
False |
False |
1,626 |
| 10 |
9.750 |
9.274 |
0.476 |
5.0% |
0.153 |
1.6% |
68% |
False |
False |
1,172 |
| 20 |
9.750 |
8.860 |
0.890 |
9.3% |
0.141 |
1.5% |
83% |
False |
False |
933 |
| 40 |
9.750 |
8.839 |
0.911 |
9.5% |
0.136 |
1.4% |
83% |
False |
False |
748 |
| 60 |
9.750 |
8.465 |
1.285 |
13.4% |
0.153 |
1.6% |
88% |
False |
False |
794 |
| 80 |
9.750 |
8.270 |
1.480 |
15.4% |
0.152 |
1.6% |
90% |
False |
False |
705 |
| 100 |
9.750 |
8.270 |
1.480 |
15.4% |
0.142 |
1.5% |
90% |
False |
False |
688 |
| 120 |
9.750 |
8.270 |
1.480 |
15.4% |
0.140 |
1.5% |
90% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.332 |
|
2.618 |
10.097 |
|
1.618 |
9.953 |
|
1.000 |
9.864 |
|
0.618 |
9.809 |
|
HIGH |
9.720 |
|
0.618 |
9.665 |
|
0.500 |
9.648 |
|
0.382 |
9.631 |
|
LOW |
9.576 |
|
0.618 |
9.487 |
|
1.000 |
9.432 |
|
1.618 |
9.343 |
|
2.618 |
9.199 |
|
4.250 |
8.964 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.648 |
9.663 |
| PP |
9.631 |
9.641 |
| S1 |
9.615 |
9.620 |
|