NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.865 |
8.960 |
0.095 |
1.1% |
9.042 |
| High |
8.953 |
8.960 |
0.007 |
0.1% |
9.090 |
| Low |
8.825 |
8.840 |
0.015 |
0.2% |
8.718 |
| Close |
8.928 |
8.925 |
-0.003 |
0.0% |
8.849 |
| Range |
0.128 |
0.120 |
-0.008 |
-6.3% |
0.372 |
| ATR |
0.152 |
0.150 |
-0.002 |
-1.5% |
0.000 |
| Volume |
801 |
2,854 |
2,053 |
256.3% |
6,636 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.268 |
9.217 |
8.991 |
|
| R3 |
9.148 |
9.097 |
8.958 |
|
| R2 |
9.028 |
9.028 |
8.947 |
|
| R1 |
8.977 |
8.977 |
8.936 |
8.943 |
| PP |
8.908 |
8.908 |
8.908 |
8.891 |
| S1 |
8.857 |
8.857 |
8.914 |
8.823 |
| S2 |
8.788 |
8.788 |
8.903 |
|
| S3 |
8.668 |
8.737 |
8.892 |
|
| S4 |
8.548 |
8.617 |
8.859 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.002 |
9.797 |
9.054 |
|
| R3 |
9.630 |
9.425 |
8.951 |
|
| R2 |
9.258 |
9.258 |
8.917 |
|
| R1 |
9.053 |
9.053 |
8.883 |
8.970 |
| PP |
8.886 |
8.886 |
8.886 |
8.844 |
| S1 |
8.681 |
8.681 |
8.815 |
8.598 |
| S2 |
8.514 |
8.514 |
8.781 |
|
| S3 |
8.142 |
8.309 |
8.747 |
|
| S4 |
7.770 |
7.937 |
8.644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.984 |
8.690 |
0.294 |
3.3% |
0.141 |
1.6% |
80% |
False |
False |
1,556 |
| 10 |
9.290 |
8.690 |
0.600 |
6.7% |
0.144 |
1.6% |
39% |
False |
False |
1,539 |
| 20 |
9.290 |
8.650 |
0.640 |
7.2% |
0.139 |
1.6% |
43% |
False |
False |
1,399 |
| 40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.144 |
1.6% |
49% |
False |
False |
1,353 |
| 60 |
9.290 |
8.190 |
1.100 |
12.3% |
0.141 |
1.6% |
67% |
False |
False |
1,131 |
| 80 |
9.290 |
8.190 |
1.100 |
12.3% |
0.142 |
1.6% |
67% |
False |
False |
1,002 |
| 100 |
9.290 |
7.637 |
1.653 |
18.5% |
0.151 |
1.7% |
78% |
False |
False |
923 |
| 120 |
9.290 |
7.637 |
1.653 |
18.5% |
0.145 |
1.6% |
78% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.470 |
|
2.618 |
9.274 |
|
1.618 |
9.154 |
|
1.000 |
9.080 |
|
0.618 |
9.034 |
|
HIGH |
8.960 |
|
0.618 |
8.914 |
|
0.500 |
8.900 |
|
0.382 |
8.886 |
|
LOW |
8.840 |
|
0.618 |
8.766 |
|
1.000 |
8.720 |
|
1.618 |
8.646 |
|
2.618 |
8.526 |
|
4.250 |
8.330 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.917 |
8.892 |
| PP |
8.908 |
8.858 |
| S1 |
8.900 |
8.825 |
|