NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.997 |
8.873 |
-0.124 |
-1.4% |
8.925 |
| High |
9.120 |
8.930 |
-0.190 |
-2.1% |
9.120 |
| Low |
8.960 |
8.865 |
-0.095 |
-1.1% |
8.650 |
| Close |
9.006 |
8.904 |
-0.102 |
-1.1% |
9.006 |
| Range |
0.160 |
0.065 |
-0.095 |
-59.4% |
0.470 |
| ATR |
0.175 |
0.173 |
-0.002 |
-1.4% |
0.000 |
| Volume |
2,411 |
995 |
-1,416 |
-58.7% |
9,719 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.095 |
9.064 |
8.940 |
|
| R3 |
9.030 |
8.999 |
8.922 |
|
| R2 |
8.965 |
8.965 |
8.916 |
|
| R1 |
8.934 |
8.934 |
8.910 |
8.950 |
| PP |
8.900 |
8.900 |
8.900 |
8.907 |
| S1 |
8.869 |
8.869 |
8.898 |
8.885 |
| S2 |
8.835 |
8.835 |
8.892 |
|
| S3 |
8.770 |
8.804 |
8.886 |
|
| S4 |
8.705 |
8.739 |
8.868 |
|
|
| 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 |
5.3% |
0.163 |
1.8% |
54% |
False |
False |
1,917 |
| 10 |
9.120 |
8.650 |
0.470 |
5.3% |
0.166 |
1.9% |
54% |
False |
False |
1,647 |
| 20 |
9.135 |
8.577 |
0.558 |
6.3% |
0.156 |
1.8% |
59% |
False |
False |
1,399 |
| 40 |
9.135 |
8.190 |
0.945 |
10.6% |
0.147 |
1.7% |
76% |
False |
False |
1,076 |
| 60 |
9.135 |
8.190 |
0.945 |
10.6% |
0.145 |
1.6% |
76% |
False |
False |
915 |
| 80 |
9.135 |
7.637 |
1.498 |
16.8% |
0.155 |
1.7% |
85% |
False |
False |
848 |
| 100 |
9.135 |
7.637 |
1.498 |
16.8% |
0.150 |
1.7% |
85% |
False |
False |
740 |
| 120 |
9.135 |
7.637 |
1.498 |
16.8% |
0.141 |
1.6% |
85% |
False |
False |
693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.206 |
|
2.618 |
9.100 |
|
1.618 |
9.035 |
|
1.000 |
8.995 |
|
0.618 |
8.970 |
|
HIGH |
8.930 |
|
0.618 |
8.905 |
|
0.500 |
8.898 |
|
0.382 |
8.890 |
|
LOW |
8.865 |
|
0.618 |
8.825 |
|
1.000 |
8.800 |
|
1.618 |
8.760 |
|
2.618 |
8.695 |
|
4.250 |
8.589 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.902 |
8.898 |
| PP |
8.900 |
8.891 |
| S1 |
8.898 |
8.885 |
|