NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.746 |
8.870 |
0.124 |
1.4% |
8.925 |
| High |
8.879 |
8.883 |
0.004 |
0.0% |
9.120 |
| Low |
8.743 |
8.809 |
0.066 |
0.8% |
8.650 |
| Close |
8.855 |
8.844 |
-0.011 |
-0.1% |
9.006 |
| Range |
0.136 |
0.074 |
-0.062 |
-45.6% |
0.470 |
| ATR |
0.169 |
0.162 |
-0.007 |
-4.0% |
0.000 |
| Volume |
830 |
1,000 |
170 |
20.5% |
9,719 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.067 |
9.030 |
8.885 |
|
| R3 |
8.993 |
8.956 |
8.864 |
|
| R2 |
8.919 |
8.919 |
8.858 |
|
| R1 |
8.882 |
8.882 |
8.851 |
8.864 |
| PP |
8.845 |
8.845 |
8.845 |
8.836 |
| S1 |
8.808 |
8.808 |
8.837 |
8.790 |
| S2 |
8.771 |
8.771 |
8.830 |
|
| S3 |
8.697 |
8.734 |
8.824 |
|
| S4 |
8.623 |
8.660 |
8.803 |
|
|
| 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 |
8.743 |
0.377 |
4.3% |
0.108 |
1.2% |
27% |
False |
False |
1,254 |
| 10 |
9.120 |
8.650 |
0.470 |
5.3% |
0.156 |
1.8% |
41% |
False |
False |
1,474 |
| 20 |
9.125 |
8.577 |
0.548 |
6.2% |
0.151 |
1.7% |
49% |
False |
False |
1,323 |
| 40 |
9.135 |
8.190 |
0.945 |
10.7% |
0.142 |
1.6% |
69% |
False |
False |
1,094 |
| 60 |
9.135 |
8.190 |
0.945 |
10.7% |
0.142 |
1.6% |
69% |
False |
False |
940 |
| 80 |
9.135 |
7.637 |
1.498 |
16.9% |
0.152 |
1.7% |
81% |
False |
False |
857 |
| 100 |
9.135 |
7.637 |
1.498 |
16.9% |
0.150 |
1.7% |
81% |
False |
False |
754 |
| 120 |
9.135 |
7.637 |
1.498 |
16.9% |
0.140 |
1.6% |
81% |
False |
False |
711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.198 |
|
2.618 |
9.077 |
|
1.618 |
9.003 |
|
1.000 |
8.957 |
|
0.618 |
8.929 |
|
HIGH |
8.883 |
|
0.618 |
8.855 |
|
0.500 |
8.846 |
|
0.382 |
8.837 |
|
LOW |
8.809 |
|
0.618 |
8.763 |
|
1.000 |
8.735 |
|
1.618 |
8.689 |
|
2.618 |
8.615 |
|
4.250 |
8.495 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.846 |
8.834 |
| PP |
8.845 |
8.823 |
| S1 |
8.845 |
8.813 |
|