NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.870 |
8.805 |
-0.065 |
-0.7% |
8.873 |
| High |
8.883 |
8.985 |
0.102 |
1.1% |
8.985 |
| Low |
8.809 |
8.789 |
-0.020 |
-0.2% |
8.743 |
| Close |
8.844 |
8.988 |
0.144 |
1.6% |
8.988 |
| Range |
0.074 |
0.196 |
0.122 |
164.9% |
0.242 |
| ATR |
0.162 |
0.164 |
0.002 |
1.5% |
0.000 |
| Volume |
1,000 |
1,027 |
27 |
2.7% |
4,887 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.509 |
9.444 |
9.096 |
|
| R3 |
9.313 |
9.248 |
9.042 |
|
| R2 |
9.117 |
9.117 |
9.024 |
|
| R1 |
9.052 |
9.052 |
9.006 |
9.085 |
| PP |
8.921 |
8.921 |
8.921 |
8.937 |
| S1 |
8.856 |
8.856 |
8.970 |
8.889 |
| S2 |
8.725 |
8.725 |
8.952 |
|
| S3 |
8.529 |
8.660 |
8.934 |
|
| S4 |
8.333 |
8.464 |
8.880 |
|
|
| 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 |
8.985 |
8.743 |
0.242 |
2.7% |
0.115 |
1.3% |
101% |
True |
False |
977 |
| 10 |
9.120 |
8.650 |
0.470 |
5.2% |
0.149 |
1.7% |
72% |
False |
False |
1,460 |
| 20 |
9.120 |
8.577 |
0.543 |
6.0% |
0.154 |
1.7% |
76% |
False |
False |
1,286 |
| 40 |
9.135 |
8.190 |
0.945 |
10.5% |
0.144 |
1.6% |
84% |
False |
False |
1,113 |
| 60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.143 |
1.6% |
84% |
False |
False |
953 |
| 80 |
9.135 |
7.832 |
1.303 |
14.5% |
0.153 |
1.7% |
89% |
False |
False |
862 |
| 100 |
9.135 |
7.637 |
1.498 |
16.7% |
0.151 |
1.7% |
90% |
False |
False |
761 |
| 120 |
9.135 |
7.637 |
1.498 |
16.7% |
0.141 |
1.6% |
90% |
False |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.818 |
|
2.618 |
9.498 |
|
1.618 |
9.302 |
|
1.000 |
9.181 |
|
0.618 |
9.106 |
|
HIGH |
8.985 |
|
0.618 |
8.910 |
|
0.500 |
8.887 |
|
0.382 |
8.864 |
|
LOW |
8.789 |
|
0.618 |
8.668 |
|
1.000 |
8.593 |
|
1.618 |
8.472 |
|
2.618 |
8.276 |
|
4.250 |
7.956 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8.954 |
8.947 |
| PP |
8.921 |
8.905 |
| S1 |
8.887 |
8.864 |
|