NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.280 |
9.521 |
0.241 |
2.6% |
9.550 |
| High |
9.483 |
9.580 |
0.097 |
1.0% |
9.550 |
| Low |
9.220 |
9.414 |
0.194 |
2.1% |
9.207 |
| Close |
9.467 |
9.506 |
0.039 |
0.4% |
9.302 |
| Range |
0.263 |
0.166 |
-0.097 |
-36.9% |
0.343 |
| ATR |
0.167 |
0.167 |
0.000 |
0.0% |
0.000 |
| Volume |
367 |
478 |
111 |
30.2% |
2,445 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.998 |
9.918 |
9.597 |
|
| R3 |
9.832 |
9.752 |
9.552 |
|
| R2 |
9.666 |
9.666 |
9.536 |
|
| R1 |
9.586 |
9.586 |
9.521 |
9.543 |
| PP |
9.500 |
9.500 |
9.500 |
9.479 |
| S1 |
9.420 |
9.420 |
9.491 |
9.377 |
| S2 |
9.334 |
9.334 |
9.476 |
|
| S3 |
9.168 |
9.254 |
9.460 |
|
| S4 |
9.002 |
9.088 |
9.415 |
|
|
| 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 |
9.580 |
9.207 |
0.373 |
3.9% |
0.175 |
1.8% |
80% |
True |
False |
487 |
| 10 |
9.750 |
9.207 |
0.543 |
5.7% |
0.164 |
1.7% |
55% |
False |
False |
779 |
| 20 |
9.750 |
9.207 |
0.543 |
5.7% |
0.161 |
1.7% |
55% |
False |
False |
948 |
| 40 |
9.750 |
8.839 |
0.911 |
9.6% |
0.142 |
1.5% |
73% |
False |
False |
761 |
| 60 |
9.750 |
8.697 |
1.053 |
11.1% |
0.153 |
1.6% |
77% |
False |
False |
732 |
| 80 |
9.750 |
8.310 |
1.440 |
15.1% |
0.156 |
1.6% |
83% |
False |
False |
718 |
| 100 |
9.750 |
8.270 |
1.480 |
15.6% |
0.148 |
1.6% |
84% |
False |
False |
666 |
| 120 |
9.750 |
8.270 |
1.480 |
15.6% |
0.143 |
1.5% |
84% |
False |
False |
648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.286 |
|
2.618 |
10.015 |
|
1.618 |
9.849 |
|
1.000 |
9.746 |
|
0.618 |
9.683 |
|
HIGH |
9.580 |
|
0.618 |
9.517 |
|
0.500 |
9.497 |
|
0.382 |
9.477 |
|
LOW |
9.414 |
|
0.618 |
9.311 |
|
1.000 |
9.248 |
|
1.618 |
9.145 |
|
2.618 |
8.979 |
|
4.250 |
8.709 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.503 |
9.471 |
| PP |
9.500 |
9.435 |
| S1 |
9.497 |
9.400 |
|