NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.348 |
9.340 |
-0.008 |
-0.1% |
9.550 |
| High |
9.418 |
9.368 |
-0.050 |
-0.5% |
9.550 |
| Low |
9.207 |
9.237 |
0.030 |
0.3% |
9.207 |
| Close |
9.384 |
9.302 |
-0.082 |
-0.9% |
9.302 |
| Range |
0.211 |
0.131 |
-0.080 |
-37.9% |
0.343 |
| ATR |
0.161 |
0.160 |
-0.001 |
-0.6% |
0.000 |
| Volume |
500 |
574 |
74 |
14.8% |
2,445 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.695 |
9.630 |
9.374 |
|
| R3 |
9.564 |
9.499 |
9.338 |
|
| R2 |
9.433 |
9.433 |
9.326 |
|
| R1 |
9.368 |
9.368 |
9.314 |
9.335 |
| PP |
9.302 |
9.302 |
9.302 |
9.286 |
| S1 |
9.237 |
9.237 |
9.290 |
9.204 |
| S2 |
9.171 |
9.171 |
9.278 |
|
| S3 |
9.040 |
9.106 |
9.266 |
|
| S4 |
8.909 |
8.975 |
9.230 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.382 |
10.185 |
9.491 |
|
| R3 |
10.039 |
9.842 |
9.396 |
|
| R2 |
9.696 |
9.696 |
9.365 |
|
| R1 |
9.499 |
9.499 |
9.333 |
9.426 |
| PP |
9.353 |
9.353 |
9.353 |
9.317 |
| S1 |
9.156 |
9.156 |
9.271 |
9.083 |
| S2 |
9.010 |
9.010 |
9.239 |
|
| S3 |
8.667 |
8.813 |
9.208 |
|
| S4 |
8.324 |
8.470 |
9.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.550 |
9.207 |
0.343 |
3.7% |
0.162 |
1.7% |
28% |
False |
False |
489 |
| 10 |
9.750 |
9.207 |
0.543 |
5.8% |
0.154 |
1.7% |
17% |
False |
False |
1,057 |
| 20 |
9.750 |
9.207 |
0.543 |
5.8% |
0.153 |
1.6% |
17% |
False |
False |
967 |
| 40 |
9.750 |
8.839 |
0.911 |
9.8% |
0.138 |
1.5% |
51% |
False |
False |
754 |
| 60 |
9.750 |
8.655 |
1.095 |
11.8% |
0.150 |
1.6% |
59% |
False |
False |
733 |
| 80 |
9.750 |
8.270 |
1.480 |
15.9% |
0.153 |
1.6% |
70% |
False |
False |
719 |
| 100 |
9.750 |
8.270 |
1.480 |
15.9% |
0.146 |
1.6% |
70% |
False |
False |
673 |
| 120 |
9.750 |
8.270 |
1.480 |
15.9% |
0.141 |
1.5% |
70% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.925 |
|
2.618 |
9.711 |
|
1.618 |
9.580 |
|
1.000 |
9.499 |
|
0.618 |
9.449 |
|
HIGH |
9.368 |
|
0.618 |
9.318 |
|
0.500 |
9.303 |
|
0.382 |
9.287 |
|
LOW |
9.237 |
|
0.618 |
9.156 |
|
1.000 |
9.106 |
|
1.618 |
9.025 |
|
2.618 |
8.894 |
|
4.250 |
8.680 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.303 |
9.313 |
| PP |
9.302 |
9.309 |
| S1 |
9.302 |
9.306 |
|