NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
9.420 |
9.610 |
0.190 |
2.0% |
9.280 |
| High |
9.622 |
9.679 |
0.057 |
0.6% |
9.622 |
| Low |
9.407 |
9.550 |
0.143 |
1.5% |
9.220 |
| Close |
9.621 |
9.661 |
0.040 |
0.4% |
9.621 |
| Range |
0.215 |
0.129 |
-0.086 |
-40.0% |
0.402 |
| ATR |
0.166 |
0.164 |
-0.003 |
-1.6% |
0.000 |
| Volume |
1,647 |
406 |
-1,241 |
-75.3% |
4,651 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.017 |
9.968 |
9.732 |
|
| R3 |
9.888 |
9.839 |
9.696 |
|
| R2 |
9.759 |
9.759 |
9.685 |
|
| R1 |
9.710 |
9.710 |
9.673 |
9.735 |
| PP |
9.630 |
9.630 |
9.630 |
9.642 |
| S1 |
9.581 |
9.581 |
9.649 |
9.606 |
| S2 |
9.501 |
9.501 |
9.637 |
|
| S3 |
9.372 |
9.452 |
9.626 |
|
| S4 |
9.243 |
9.323 |
9.590 |
|
|
| 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 |
9.679 |
9.402 |
0.277 |
2.9% |
0.145 |
1.5% |
94% |
True |
False |
938 |
| 10 |
9.679 |
9.207 |
0.472 |
4.9% |
0.159 |
1.6% |
96% |
True |
False |
707 |
| 20 |
9.750 |
9.207 |
0.543 |
5.6% |
0.162 |
1.7% |
84% |
False |
False |
928 |
| 40 |
9.750 |
8.839 |
0.911 |
9.4% |
0.141 |
1.5% |
90% |
False |
False |
797 |
| 60 |
9.750 |
8.839 |
0.911 |
9.4% |
0.145 |
1.5% |
90% |
False |
False |
764 |
| 80 |
9.750 |
8.310 |
1.440 |
14.9% |
0.155 |
1.6% |
94% |
False |
False |
749 |
| 100 |
9.750 |
8.270 |
1.480 |
15.3% |
0.148 |
1.5% |
94% |
False |
False |
671 |
| 120 |
9.750 |
8.270 |
1.480 |
15.3% |
0.145 |
1.5% |
94% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.227 |
|
2.618 |
10.017 |
|
1.618 |
9.888 |
|
1.000 |
9.808 |
|
0.618 |
9.759 |
|
HIGH |
9.679 |
|
0.618 |
9.630 |
|
0.500 |
9.615 |
|
0.382 |
9.599 |
|
LOW |
9.550 |
|
0.618 |
9.470 |
|
1.000 |
9.421 |
|
1.618 |
9.341 |
|
2.618 |
9.212 |
|
4.250 |
9.002 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.646 |
9.621 |
| PP |
9.630 |
9.581 |
| S1 |
9.615 |
9.541 |
|