NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.578 |
9.535 |
-0.043 |
-0.4% |
9.550 |
| High |
9.578 |
9.535 |
-0.043 |
-0.4% |
9.550 |
| Low |
9.494 |
9.402 |
-0.092 |
-1.0% |
9.207 |
| Close |
9.586 |
9.457 |
-0.129 |
-1.3% |
9.302 |
| Range |
0.084 |
0.133 |
0.049 |
58.3% |
0.343 |
| ATR |
0.161 |
0.163 |
0.002 |
1.0% |
0.000 |
| Volume |
1,357 |
802 |
-555 |
-40.9% |
2,445 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.864 |
9.793 |
9.530 |
|
| R3 |
9.731 |
9.660 |
9.494 |
|
| R2 |
9.598 |
9.598 |
9.481 |
|
| R1 |
9.527 |
9.527 |
9.469 |
9.496 |
| PP |
9.465 |
9.465 |
9.465 |
9.449 |
| S1 |
9.394 |
9.394 |
9.445 |
9.363 |
| S2 |
9.332 |
9.332 |
9.433 |
|
| S3 |
9.199 |
9.261 |
9.420 |
|
| S4 |
9.066 |
9.128 |
9.384 |
|
|
| 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 |
9.220 |
0.360 |
3.8% |
0.155 |
1.6% |
66% |
False |
False |
715 |
| 10 |
9.720 |
9.207 |
0.513 |
5.4% |
0.160 |
1.7% |
49% |
False |
False |
610 |
| 20 |
9.750 |
9.207 |
0.543 |
5.7% |
0.155 |
1.6% |
46% |
False |
False |
940 |
| 40 |
9.750 |
8.839 |
0.911 |
9.6% |
0.138 |
1.5% |
68% |
False |
False |
784 |
| 60 |
9.750 |
8.830 |
0.920 |
9.7% |
0.149 |
1.6% |
68% |
False |
False |
761 |
| 80 |
9.750 |
8.310 |
1.440 |
15.2% |
0.154 |
1.6% |
80% |
False |
False |
739 |
| 100 |
9.750 |
8.270 |
1.480 |
15.6% |
0.148 |
1.6% |
80% |
False |
False |
682 |
| 120 |
9.750 |
8.270 |
1.480 |
15.6% |
0.144 |
1.5% |
80% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.100 |
|
2.618 |
9.883 |
|
1.618 |
9.750 |
|
1.000 |
9.668 |
|
0.618 |
9.617 |
|
HIGH |
9.535 |
|
0.618 |
9.484 |
|
0.500 |
9.469 |
|
0.382 |
9.453 |
|
LOW |
9.402 |
|
0.618 |
9.320 |
|
1.000 |
9.269 |
|
1.618 |
9.187 |
|
2.618 |
9.054 |
|
4.250 |
8.837 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.469 |
9.491 |
| PP |
9.465 |
9.480 |
| S1 |
9.461 |
9.468 |
|