NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.873 |
8.860 |
-0.013 |
-0.1% |
8.925 |
| High |
8.930 |
8.860 |
-0.070 |
-0.8% |
9.120 |
| Low |
8.865 |
8.755 |
-0.110 |
-1.2% |
8.650 |
| Close |
8.904 |
8.785 |
-0.119 |
-1.3% |
9.006 |
| Range |
0.065 |
0.105 |
0.040 |
61.5% |
0.470 |
| ATR |
0.173 |
0.171 |
-0.002 |
-1.0% |
0.000 |
| Volume |
995 |
1,035 |
40 |
4.0% |
9,719 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.115 |
9.055 |
8.843 |
|
| R3 |
9.010 |
8.950 |
8.814 |
|
| R2 |
8.905 |
8.905 |
8.804 |
|
| R1 |
8.845 |
8.845 |
8.795 |
8.823 |
| PP |
8.800 |
8.800 |
8.800 |
8.789 |
| S1 |
8.740 |
8.740 |
8.775 |
8.718 |
| S2 |
8.695 |
8.695 |
8.766 |
|
| S3 |
8.590 |
8.635 |
8.756 |
|
| S4 |
8.485 |
8.530 |
8.727 |
|
|
| 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 |
5.4% |
0.157 |
1.8% |
29% |
False |
False |
1,770 |
| 10 |
9.120 |
8.650 |
0.470 |
5.4% |
0.158 |
1.8% |
29% |
False |
False |
1,713 |
| 20 |
9.135 |
8.577 |
0.558 |
6.4% |
0.155 |
1.8% |
37% |
False |
False |
1,385 |
| 40 |
9.135 |
8.190 |
0.945 |
10.8% |
0.144 |
1.6% |
63% |
False |
False |
1,079 |
| 60 |
9.135 |
8.190 |
0.945 |
10.8% |
0.144 |
1.6% |
63% |
False |
False |
918 |
| 80 |
9.135 |
7.637 |
1.498 |
17.1% |
0.154 |
1.8% |
77% |
False |
False |
845 |
| 100 |
9.135 |
7.637 |
1.498 |
17.1% |
0.150 |
1.7% |
77% |
False |
False |
741 |
| 120 |
9.135 |
7.637 |
1.498 |
17.1% |
0.140 |
1.6% |
77% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.306 |
|
2.618 |
9.135 |
|
1.618 |
9.030 |
|
1.000 |
8.965 |
|
0.618 |
8.925 |
|
HIGH |
8.860 |
|
0.618 |
8.820 |
|
0.500 |
8.808 |
|
0.382 |
8.795 |
|
LOW |
8.755 |
|
0.618 |
8.690 |
|
1.000 |
8.650 |
|
1.618 |
8.585 |
|
2.618 |
8.480 |
|
4.250 |
8.309 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.808 |
8.938 |
| PP |
8.800 |
8.887 |
| S1 |
8.793 |
8.836 |
|