NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
8.920 |
8.987 |
0.067 |
0.8% |
8.873 |
High |
8.980 |
9.200 |
0.220 |
2.4% |
8.985 |
Low |
8.905 |
8.987 |
0.082 |
0.9% |
8.743 |
Close |
9.010 |
9.176 |
0.166 |
1.8% |
8.988 |
Range |
0.075 |
0.213 |
0.138 |
184.0% |
0.242 |
ATR |
0.150 |
0.155 |
0.004 |
3.0% |
0.000 |
Volume |
1,950 |
2,079 |
129 |
6.6% |
4,887 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.760 |
9.681 |
9.293 |
|
R3 |
9.547 |
9.468 |
9.235 |
|
R2 |
9.334 |
9.334 |
9.215 |
|
R1 |
9.255 |
9.255 |
9.196 |
9.295 |
PP |
9.121 |
9.121 |
9.121 |
9.141 |
S1 |
9.042 |
9.042 |
9.156 |
9.082 |
S2 |
8.908 |
8.908 |
9.137 |
|
S3 |
8.695 |
8.829 |
9.117 |
|
S4 |
8.482 |
8.616 |
9.059 |
|
|
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 |
9.200 |
8.789 |
0.411 |
4.5% |
0.131 |
1.4% |
94% |
True |
False |
1,358 |
10 |
9.200 |
8.743 |
0.457 |
5.0% |
0.119 |
1.3% |
95% |
True |
False |
1,306 |
20 |
9.200 |
8.577 |
0.623 |
6.8% |
0.148 |
1.6% |
96% |
True |
False |
1,419 |
40 |
9.200 |
8.484 |
0.716 |
7.8% |
0.146 |
1.6% |
97% |
True |
False |
1,232 |
60 |
9.200 |
8.190 |
1.010 |
11.0% |
0.141 |
1.5% |
98% |
True |
False |
1,000 |
80 |
9.200 |
7.983 |
1.217 |
13.3% |
0.149 |
1.6% |
98% |
True |
False |
902 |
100 |
9.200 |
7.637 |
1.563 |
17.0% |
0.150 |
1.6% |
98% |
True |
False |
806 |
120 |
9.200 |
7.637 |
1.563 |
17.0% |
0.142 |
1.5% |
98% |
True |
False |
742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.105 |
2.618 |
9.758 |
1.618 |
9.545 |
1.000 |
9.413 |
0.618 |
9.332 |
HIGH |
9.200 |
0.618 |
9.119 |
0.500 |
9.094 |
0.382 |
9.068 |
LOW |
8.987 |
0.618 |
8.855 |
1.000 |
8.774 |
1.618 |
8.642 |
2.618 |
8.429 |
4.250 |
8.082 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
9.149 |
9.135 |
PP |
9.121 |
9.094 |
S1 |
9.094 |
9.053 |
|