NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.340 |
9.280 |
-0.060 |
-0.6% |
9.550 |
| High |
9.368 |
9.483 |
0.115 |
1.2% |
9.550 |
| Low |
9.237 |
9.220 |
-0.017 |
-0.2% |
9.207 |
| Close |
9.302 |
9.467 |
0.165 |
1.8% |
9.302 |
| Range |
0.131 |
0.263 |
0.132 |
100.8% |
0.343 |
| ATR |
0.160 |
0.167 |
0.007 |
4.6% |
0.000 |
| Volume |
574 |
367 |
-207 |
-36.1% |
2,445 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.179 |
10.086 |
9.612 |
|
| R3 |
9.916 |
9.823 |
9.539 |
|
| R2 |
9.653 |
9.653 |
9.515 |
|
| R1 |
9.560 |
9.560 |
9.491 |
9.607 |
| PP |
9.390 |
9.390 |
9.390 |
9.413 |
| S1 |
9.297 |
9.297 |
9.443 |
9.344 |
| S2 |
9.127 |
9.127 |
9.419 |
|
| S3 |
8.864 |
9.034 |
9.395 |
|
| S4 |
8.601 |
8.771 |
9.322 |
|
|
| 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 |
9.483 |
9.207 |
0.276 |
2.9% |
0.172 |
1.8% |
94% |
True |
False |
476 |
| 10 |
9.750 |
9.207 |
0.543 |
5.7% |
0.166 |
1.8% |
48% |
False |
False |
995 |
| 20 |
9.750 |
9.207 |
0.543 |
5.7% |
0.161 |
1.7% |
48% |
False |
False |
942 |
| 40 |
9.750 |
8.839 |
0.911 |
9.6% |
0.141 |
1.5% |
69% |
False |
False |
756 |
| 60 |
9.750 |
8.685 |
1.065 |
11.2% |
0.154 |
1.6% |
73% |
False |
False |
729 |
| 80 |
9.750 |
8.310 |
1.440 |
15.2% |
0.155 |
1.6% |
80% |
False |
False |
716 |
| 100 |
9.750 |
8.270 |
1.480 |
15.6% |
0.147 |
1.6% |
81% |
False |
False |
663 |
| 120 |
9.750 |
8.270 |
1.480 |
15.6% |
0.142 |
1.5% |
81% |
False |
False |
657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.601 |
|
2.618 |
10.172 |
|
1.618 |
9.909 |
|
1.000 |
9.746 |
|
0.618 |
9.646 |
|
HIGH |
9.483 |
|
0.618 |
9.383 |
|
0.500 |
9.352 |
|
0.382 |
9.320 |
|
LOW |
9.220 |
|
0.618 |
9.057 |
|
1.000 |
8.957 |
|
1.618 |
8.794 |
|
2.618 |
8.531 |
|
4.250 |
8.102 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.429 |
9.426 |
| PP |
9.390 |
9.386 |
| S1 |
9.352 |
9.345 |
|