NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
9.040 |
8.947 |
-0.093 |
-1.0% |
8.873 |
High |
9.110 |
9.015 |
-0.095 |
-1.0% |
8.985 |
Low |
9.020 |
8.935 |
-0.085 |
-0.9% |
8.743 |
Close |
9.023 |
8.970 |
-0.053 |
-0.6% |
8.988 |
Range |
0.090 |
0.080 |
-0.010 |
-11.1% |
0.242 |
ATR |
0.161 |
0.156 |
-0.005 |
-3.2% |
0.000 |
Volume |
870 |
866 |
-4 |
-0.5% |
4,887 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.213 |
9.172 |
9.014 |
|
R3 |
9.133 |
9.092 |
8.992 |
|
R2 |
9.053 |
9.053 |
8.985 |
|
R1 |
9.012 |
9.012 |
8.977 |
9.033 |
PP |
8.973 |
8.973 |
8.973 |
8.984 |
S1 |
8.932 |
8.932 |
8.963 |
8.953 |
S2 |
8.893 |
8.893 |
8.955 |
|
S3 |
8.813 |
8.852 |
8.948 |
|
S4 |
8.733 |
8.772 |
8.926 |
|
|
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% |
0.115 |
1.3% |
62% |
False |
False |
918 |
10 |
9.120 |
8.650 |
0.470 |
5.2% |
0.136 |
1.5% |
68% |
False |
False |
1,344 |
20 |
9.120 |
8.577 |
0.543 |
6.1% |
0.147 |
1.6% |
72% |
False |
False |
1,304 |
40 |
9.135 |
8.255 |
0.880 |
9.8% |
0.146 |
1.6% |
81% |
False |
False |
1,137 |
60 |
9.135 |
8.190 |
0.945 |
10.5% |
0.142 |
1.6% |
83% |
False |
False |
951 |
80 |
9.135 |
7.983 |
1.152 |
12.8% |
0.149 |
1.7% |
86% |
False |
False |
861 |
100 |
9.135 |
7.637 |
1.498 |
16.7% |
0.150 |
1.7% |
89% |
False |
False |
769 |
120 |
9.135 |
7.637 |
1.498 |
16.7% |
0.141 |
1.6% |
89% |
False |
False |
718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.355 |
2.618 |
9.224 |
1.618 |
9.144 |
1.000 |
9.095 |
0.618 |
9.064 |
HIGH |
9.015 |
0.618 |
8.984 |
0.500 |
8.975 |
0.382 |
8.966 |
LOW |
8.935 |
0.618 |
8.886 |
1.000 |
8.855 |
1.618 |
8.806 |
2.618 |
8.726 |
4.250 |
8.595 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
8.975 |
8.963 |
PP |
8.973 |
8.956 |
S1 |
8.972 |
8.950 |
|