NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.770 |
8.997 |
0.227 |
2.6% |
8.925 |
| High |
9.015 |
9.120 |
0.105 |
1.2% |
9.120 |
| Low |
8.650 |
8.960 |
0.310 |
3.6% |
8.650 |
| Close |
9.020 |
9.006 |
-0.014 |
-0.2% |
9.006 |
| Range |
0.365 |
0.160 |
-0.205 |
-56.2% |
0.470 |
| ATR |
0.177 |
0.175 |
-0.001 |
-0.7% |
0.000 |
| Volume |
1,608 |
2,411 |
803 |
49.9% |
9,719 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.509 |
9.417 |
9.094 |
|
| R3 |
9.349 |
9.257 |
9.050 |
|
| R2 |
9.189 |
9.189 |
9.035 |
|
| R1 |
9.097 |
9.097 |
9.021 |
9.143 |
| PP |
9.029 |
9.029 |
9.029 |
9.052 |
| S1 |
8.937 |
8.937 |
8.991 |
8.983 |
| S2 |
8.869 |
8.869 |
8.977 |
|
| S3 |
8.709 |
8.777 |
8.962 |
|
| S4 |
8.549 |
8.617 |
8.918 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.335 |
10.141 |
9.265 |
|
| R3 |
9.865 |
9.671 |
9.135 |
|
| R2 |
9.395 |
9.395 |
9.092 |
|
| R1 |
9.201 |
9.201 |
9.049 |
9.298 |
| PP |
8.925 |
8.925 |
8.925 |
8.974 |
| S1 |
8.731 |
8.731 |
8.963 |
8.828 |
| S2 |
8.455 |
8.455 |
8.920 |
|
| S3 |
7.985 |
8.261 |
8.877 |
|
| S4 |
7.515 |
7.791 |
8.748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.120 |
8.650 |
0.470 |
5.2% |
0.182 |
2.0% |
76% |
True |
False |
1,943 |
| 10 |
9.120 |
8.577 |
0.543 |
6.0% |
0.183 |
2.0% |
79% |
True |
False |
1,632 |
| 20 |
9.135 |
8.577 |
0.558 |
6.2% |
0.158 |
1.8% |
77% |
False |
False |
1,418 |
| 40 |
9.135 |
8.190 |
0.945 |
10.5% |
0.150 |
1.7% |
86% |
False |
False |
1,074 |
| 60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.147 |
1.6% |
86% |
False |
False |
911 |
| 80 |
9.135 |
7.637 |
1.498 |
16.6% |
0.157 |
1.7% |
91% |
False |
False |
848 |
| 100 |
9.135 |
7.637 |
1.498 |
16.6% |
0.150 |
1.7% |
91% |
False |
False |
731 |
| 120 |
9.135 |
7.637 |
1.498 |
16.6% |
0.141 |
1.6% |
91% |
False |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.800 |
|
2.618 |
9.539 |
|
1.618 |
9.379 |
|
1.000 |
9.280 |
|
0.618 |
9.219 |
|
HIGH |
9.120 |
|
0.618 |
9.059 |
|
0.500 |
9.040 |
|
0.382 |
9.021 |
|
LOW |
8.960 |
|
0.618 |
8.861 |
|
1.000 |
8.800 |
|
1.618 |
8.701 |
|
2.618 |
8.541 |
|
4.250 |
8.280 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.040 |
8.966 |
| PP |
9.029 |
8.925 |
| S1 |
9.017 |
8.885 |
|