NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.947 |
8.920 |
-0.027 |
-0.3% |
8.873 |
| High |
9.015 |
8.980 |
-0.035 |
-0.4% |
8.985 |
| Low |
8.935 |
8.905 |
-0.030 |
-0.3% |
8.743 |
| Close |
8.970 |
9.010 |
0.040 |
0.4% |
8.988 |
| Range |
0.080 |
0.075 |
-0.005 |
-6.3% |
0.242 |
| ATR |
0.156 |
0.150 |
-0.006 |
-3.7% |
0.000 |
| Volume |
866 |
1,950 |
1,084 |
125.2% |
4,887 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.190 |
9.175 |
9.051 |
|
| R3 |
9.115 |
9.100 |
9.031 |
|
| R2 |
9.040 |
9.040 |
9.024 |
|
| R1 |
9.025 |
9.025 |
9.017 |
9.033 |
| PP |
8.965 |
8.965 |
8.965 |
8.969 |
| S1 |
8.950 |
8.950 |
9.003 |
8.958 |
| S2 |
8.890 |
8.890 |
8.996 |
|
| S3 |
8.815 |
8.875 |
8.989 |
|
| S4 |
8.740 |
8.800 |
8.969 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.631 |
9.552 |
9.121 |
|
| R3 |
9.389 |
9.310 |
9.055 |
|
| R2 |
9.147 |
9.147 |
9.032 |
|
| R1 |
9.068 |
9.068 |
9.010 |
9.108 |
| PP |
8.905 |
8.905 |
8.905 |
8.925 |
| S1 |
8.826 |
8.826 |
8.966 |
8.866 |
| S2 |
8.663 |
8.663 |
8.944 |
|
| S3 |
8.421 |
8.584 |
8.921 |
|
| S4 |
8.179 |
8.342 |
8.855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.110 |
8.789 |
0.321 |
3.6% |
0.103 |
1.1% |
69% |
False |
False |
1,142 |
| 10 |
9.120 |
8.650 |
0.470 |
5.2% |
0.135 |
1.5% |
77% |
False |
False |
1,259 |
| 20 |
9.120 |
8.577 |
0.543 |
6.0% |
0.146 |
1.6% |
80% |
False |
False |
1,344 |
| 40 |
9.135 |
8.280 |
0.855 |
9.5% |
0.146 |
1.6% |
85% |
False |
False |
1,184 |
| 60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.140 |
1.6% |
87% |
False |
False |
971 |
| 80 |
9.135 |
7.983 |
1.152 |
12.8% |
0.148 |
1.6% |
89% |
False |
False |
882 |
| 100 |
9.135 |
7.637 |
1.498 |
16.6% |
0.150 |
1.7% |
92% |
False |
False |
787 |
| 120 |
9.135 |
7.637 |
1.498 |
16.6% |
0.141 |
1.6% |
92% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.299 |
|
2.618 |
9.176 |
|
1.618 |
9.101 |
|
1.000 |
9.055 |
|
0.618 |
9.026 |
|
HIGH |
8.980 |
|
0.618 |
8.951 |
|
0.500 |
8.943 |
|
0.382 |
8.934 |
|
LOW |
8.905 |
|
0.618 |
8.859 |
|
1.000 |
8.830 |
|
1.618 |
8.784 |
|
2.618 |
8.709 |
|
4.250 |
8.586 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.988 |
9.009 |
| PP |
8.965 |
9.008 |
| S1 |
8.943 |
9.008 |
|