NYMEX Natural Gas Future December 2007
Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
9.535 |
9.420 |
-0.115 |
-1.2% |
9.280 |
High |
9.535 |
9.622 |
0.087 |
0.9% |
9.622 |
Low |
9.402 |
9.407 |
0.005 |
0.1% |
9.220 |
Close |
9.457 |
9.621 |
0.164 |
1.7% |
9.621 |
Range |
0.133 |
0.215 |
0.082 |
61.7% |
0.402 |
ATR |
0.163 |
0.166 |
0.004 |
2.3% |
0.000 |
Volume |
802 |
1,647 |
845 |
105.4% |
4,651 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.195 |
10.123 |
9.739 |
|
R3 |
9.980 |
9.908 |
9.680 |
|
R2 |
9.765 |
9.765 |
9.660 |
|
R1 |
9.693 |
9.693 |
9.641 |
9.729 |
PP |
9.550 |
9.550 |
9.550 |
9.568 |
S1 |
9.478 |
9.478 |
9.601 |
9.514 |
S2 |
9.335 |
9.335 |
9.582 |
|
S3 |
9.120 |
9.263 |
9.562 |
|
S4 |
8.905 |
9.048 |
9.503 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.694 |
10.559 |
9.842 |
|
R3 |
10.292 |
10.157 |
9.732 |
|
R2 |
9.890 |
9.890 |
9.695 |
|
R1 |
9.755 |
9.755 |
9.658 |
9.823 |
PP |
9.488 |
9.488 |
9.488 |
9.521 |
S1 |
9.353 |
9.353 |
9.584 |
9.421 |
S2 |
9.086 |
9.086 |
9.547 |
|
S3 |
8.684 |
8.951 |
9.510 |
|
S4 |
8.282 |
8.549 |
9.400 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.622 |
9.220 |
0.402 |
4.2% |
0.172 |
1.8% |
100% |
True |
False |
930 |
10 |
9.622 |
9.207 |
0.415 |
4.3% |
0.167 |
1.7% |
100% |
True |
False |
709 |
20 |
9.750 |
9.207 |
0.543 |
5.6% |
0.160 |
1.7% |
76% |
False |
False |
940 |
40 |
9.750 |
8.839 |
0.911 |
9.5% |
0.140 |
1.5% |
86% |
False |
False |
815 |
60 |
9.750 |
8.839 |
0.911 |
9.5% |
0.147 |
1.5% |
86% |
False |
False |
782 |
80 |
9.750 |
8.310 |
1.440 |
15.0% |
0.156 |
1.6% |
91% |
False |
False |
759 |
100 |
9.750 |
8.270 |
1.480 |
15.4% |
0.149 |
1.5% |
91% |
False |
False |
683 |
120 |
9.750 |
8.270 |
1.480 |
15.4% |
0.145 |
1.5% |
91% |
False |
False |
657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.536 |
2.618 |
10.185 |
1.618 |
9.970 |
1.000 |
9.837 |
0.618 |
9.755 |
HIGH |
9.622 |
0.618 |
9.540 |
0.500 |
9.515 |
0.382 |
9.489 |
LOW |
9.407 |
0.618 |
9.274 |
1.000 |
9.192 |
1.618 |
9.059 |
2.618 |
8.844 |
4.250 |
8.493 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
9.586 |
9.585 |
PP |
9.550 |
9.548 |
S1 |
9.515 |
9.512 |
|