NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.805 |
9.040 |
0.235 |
2.7% |
8.873 |
| High |
8.985 |
9.110 |
0.125 |
1.4% |
8.985 |
| Low |
8.789 |
9.020 |
0.231 |
2.6% |
8.743 |
| Close |
8.988 |
9.023 |
0.035 |
0.4% |
8.988 |
| Range |
0.196 |
0.090 |
-0.106 |
-54.1% |
0.242 |
| ATR |
0.164 |
0.161 |
-0.003 |
-1.8% |
0.000 |
| Volume |
1,027 |
870 |
-157 |
-15.3% |
4,887 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.321 |
9.262 |
9.073 |
|
| R3 |
9.231 |
9.172 |
9.048 |
|
| R2 |
9.141 |
9.141 |
9.040 |
|
| R1 |
9.082 |
9.082 |
9.031 |
9.067 |
| PP |
9.051 |
9.051 |
9.051 |
9.043 |
| S1 |
8.992 |
8.992 |
9.015 |
8.977 |
| S2 |
8.961 |
8.961 |
9.007 |
|
| S3 |
8.871 |
8.902 |
8.998 |
|
| S4 |
8.781 |
8.812 |
8.974 |
|
|
| 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 |
9.110 |
8.743 |
0.367 |
4.1% |
0.120 |
1.3% |
76% |
True |
False |
952 |
| 10 |
9.120 |
8.650 |
0.470 |
5.2% |
0.142 |
1.6% |
79% |
False |
False |
1,434 |
| 20 |
9.120 |
8.577 |
0.543 |
6.0% |
0.149 |
1.7% |
82% |
False |
False |
1,297 |
| 40 |
9.135 |
8.190 |
0.945 |
10.5% |
0.145 |
1.6% |
88% |
False |
False |
1,121 |
| 60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.143 |
1.6% |
88% |
False |
False |
952 |
| 80 |
9.135 |
7.983 |
1.152 |
12.8% |
0.151 |
1.7% |
90% |
False |
False |
867 |
| 100 |
9.135 |
7.637 |
1.498 |
16.6% |
0.150 |
1.7% |
93% |
False |
False |
762 |
| 120 |
9.135 |
7.637 |
1.498 |
16.6% |
0.141 |
1.6% |
93% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.493 |
|
2.618 |
9.346 |
|
1.618 |
9.256 |
|
1.000 |
9.200 |
|
0.618 |
9.166 |
|
HIGH |
9.110 |
|
0.618 |
9.076 |
|
0.500 |
9.065 |
|
0.382 |
9.054 |
|
LOW |
9.020 |
|
0.618 |
8.964 |
|
1.000 |
8.930 |
|
1.618 |
8.874 |
|
2.618 |
8.784 |
|
4.250 |
8.638 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.065 |
8.999 |
| PP |
9.051 |
8.974 |
| S1 |
9.037 |
8.950 |
|