NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.042 |
9.065 |
0.023 |
0.3% |
9.040 |
| High |
9.090 |
9.090 |
0.000 |
0.0% |
9.290 |
| Low |
8.980 |
8.995 |
0.015 |
0.2% |
8.905 |
| Close |
9.062 |
8.994 |
-0.068 |
-0.8% |
9.079 |
| Range |
0.110 |
0.095 |
-0.015 |
-13.6% |
0.385 |
| ATR |
0.158 |
0.153 |
-0.004 |
-2.8% |
0.000 |
| Volume |
2,652 |
934 |
-1,718 |
-64.8% |
7,252 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.311 |
9.248 |
9.046 |
|
| R3 |
9.216 |
9.153 |
9.020 |
|
| R2 |
9.121 |
9.121 |
9.011 |
|
| R1 |
9.058 |
9.058 |
9.003 |
9.042 |
| PP |
9.026 |
9.026 |
9.026 |
9.019 |
| S1 |
8.963 |
8.963 |
8.985 |
8.947 |
| S2 |
8.931 |
8.931 |
8.977 |
|
| S3 |
8.836 |
8.868 |
8.968 |
|
| S4 |
8.741 |
8.773 |
8.942 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.246 |
10.048 |
9.291 |
|
| R3 |
9.861 |
9.663 |
9.185 |
|
| R2 |
9.476 |
9.476 |
9.150 |
|
| R1 |
9.278 |
9.278 |
9.114 |
9.377 |
| PP |
9.091 |
9.091 |
9.091 |
9.141 |
| S1 |
8.893 |
8.893 |
9.044 |
8.992 |
| S2 |
8.706 |
8.706 |
9.008 |
|
| S3 |
8.321 |
8.508 |
8.973 |
|
| S4 |
7.936 |
8.123 |
8.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.290 |
8.905 |
0.385 |
4.3% |
0.147 |
1.6% |
23% |
False |
False |
1,820 |
| 10 |
9.290 |
8.743 |
0.547 |
6.1% |
0.131 |
1.5% |
46% |
False |
False |
1,369 |
| 20 |
9.290 |
8.650 |
0.640 |
7.1% |
0.145 |
1.6% |
54% |
False |
False |
1,541 |
| 40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.149 |
1.7% |
58% |
False |
False |
1,308 |
| 60 |
9.290 |
8.190 |
1.100 |
12.2% |
0.141 |
1.6% |
73% |
False |
False |
1,047 |
| 80 |
9.290 |
8.190 |
1.100 |
12.2% |
0.147 |
1.6% |
73% |
False |
False |
951 |
| 100 |
9.290 |
7.637 |
1.653 |
18.4% |
0.151 |
1.7% |
82% |
False |
False |
852 |
| 120 |
9.290 |
7.637 |
1.653 |
18.4% |
0.143 |
1.6% |
82% |
False |
False |
768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.494 |
|
2.618 |
9.339 |
|
1.618 |
9.244 |
|
1.000 |
9.185 |
|
0.618 |
9.149 |
|
HIGH |
9.090 |
|
0.618 |
9.054 |
|
0.500 |
9.043 |
|
0.382 |
9.031 |
|
LOW |
8.995 |
|
0.618 |
8.936 |
|
1.000 |
8.900 |
|
1.618 |
8.841 |
|
2.618 |
8.746 |
|
4.250 |
8.591 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.043 |
9.135 |
| PP |
9.026 |
9.088 |
| S1 |
9.010 |
9.041 |
|