NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.870 |
8.770 |
-0.100 |
-1.1% |
8.577 |
| High |
8.891 |
9.015 |
0.124 |
1.4% |
8.980 |
| Low |
8.800 |
8.650 |
-0.150 |
-1.7% |
8.577 |
| Close |
8.828 |
9.020 |
0.192 |
2.2% |
8.941 |
| Range |
0.091 |
0.365 |
0.274 |
301.1% |
0.403 |
| ATR |
0.162 |
0.177 |
0.014 |
8.9% |
0.000 |
| Volume |
2,805 |
1,608 |
-1,197 |
-42.7% |
6,604 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.990 |
9.870 |
9.221 |
|
| R3 |
9.625 |
9.505 |
9.120 |
|
| R2 |
9.260 |
9.260 |
9.087 |
|
| R1 |
9.140 |
9.140 |
9.053 |
9.200 |
| PP |
8.895 |
8.895 |
8.895 |
8.925 |
| S1 |
8.775 |
8.775 |
8.987 |
8.835 |
| S2 |
8.530 |
8.530 |
8.953 |
|
| S3 |
8.165 |
8.410 |
8.920 |
|
| S4 |
7.800 |
8.045 |
8.819 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.042 |
9.894 |
9.163 |
|
| R3 |
9.639 |
9.491 |
9.052 |
|
| R2 |
9.236 |
9.236 |
9.015 |
|
| R1 |
9.088 |
9.088 |
8.978 |
9.162 |
| PP |
8.833 |
8.833 |
8.833 |
8.870 |
| S1 |
8.685 |
8.685 |
8.904 |
8.759 |
| S2 |
8.430 |
8.430 |
8.867 |
|
| S3 |
8.027 |
8.282 |
8.830 |
|
| S4 |
7.624 |
7.879 |
8.719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.015 |
8.650 |
0.365 |
4.0% |
0.204 |
2.3% |
101% |
True |
True |
1,695 |
| 10 |
9.015 |
8.577 |
0.438 |
4.9% |
0.178 |
2.0% |
101% |
True |
False |
1,533 |
| 20 |
9.135 |
8.577 |
0.558 |
6.2% |
0.160 |
1.8% |
79% |
False |
False |
1,364 |
| 40 |
9.135 |
8.190 |
0.945 |
10.5% |
0.149 |
1.7% |
88% |
False |
False |
1,030 |
| 60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.147 |
1.6% |
88% |
False |
False |
889 |
| 80 |
9.135 |
7.637 |
1.498 |
16.6% |
0.156 |
1.7% |
92% |
False |
False |
820 |
| 100 |
9.135 |
7.637 |
1.498 |
16.6% |
0.149 |
1.7% |
92% |
False |
False |
712 |
| 120 |
9.135 |
7.637 |
1.498 |
16.6% |
0.141 |
1.6% |
92% |
False |
False |
669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.566 |
|
2.618 |
9.971 |
|
1.618 |
9.606 |
|
1.000 |
9.380 |
|
0.618 |
9.241 |
|
HIGH |
9.015 |
|
0.618 |
8.876 |
|
0.500 |
8.833 |
|
0.382 |
8.789 |
|
LOW |
8.650 |
|
0.618 |
8.424 |
|
1.000 |
8.285 |
|
1.618 |
8.059 |
|
2.618 |
7.694 |
|
4.250 |
7.099 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.958 |
8.958 |
| PP |
8.895 |
8.895 |
| S1 |
8.833 |
8.833 |
|