NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
9.248 |
9.042 |
-0.206 |
-2.2% |
9.040 |
High |
9.290 |
9.090 |
-0.200 |
-2.2% |
9.290 |
Low |
9.046 |
8.980 |
-0.066 |
-0.7% |
8.905 |
Close |
9.079 |
9.062 |
-0.017 |
-0.2% |
9.079 |
Range |
0.244 |
0.110 |
-0.134 |
-54.9% |
0.385 |
ATR |
0.161 |
0.158 |
-0.004 |
-2.3% |
0.000 |
Volume |
1,487 |
2,652 |
1,165 |
78.3% |
7,252 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.374 |
9.328 |
9.123 |
|
R3 |
9.264 |
9.218 |
9.092 |
|
R2 |
9.154 |
9.154 |
9.082 |
|
R1 |
9.108 |
9.108 |
9.072 |
9.131 |
PP |
9.044 |
9.044 |
9.044 |
9.056 |
S1 |
8.998 |
8.998 |
9.052 |
9.021 |
S2 |
8.934 |
8.934 |
9.042 |
|
S3 |
8.824 |
8.888 |
9.032 |
|
S4 |
8.714 |
8.778 |
9.002 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.246 |
10.048 |
9.291 |
|
R3 |
9.861 |
9.663 |
9.185 |
|
R2 |
9.476 |
9.476 |
9.150 |
|
R1 |
9.278 |
9.278 |
9.114 |
9.377 |
PP |
9.091 |
9.091 |
9.091 |
9.141 |
S1 |
8.893 |
8.893 |
9.044 |
8.992 |
S2 |
8.706 |
8.706 |
9.008 |
|
S3 |
8.321 |
8.508 |
8.973 |
|
S4 |
7.936 |
8.123 |
8.867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.290 |
8.905 |
0.385 |
4.2% |
0.144 |
1.6% |
41% |
False |
False |
1,806 |
10 |
9.290 |
8.743 |
0.547 |
6.0% |
0.132 |
1.5% |
58% |
False |
False |
1,379 |
20 |
9.290 |
8.650 |
0.640 |
7.1% |
0.149 |
1.6% |
64% |
False |
False |
1,513 |
40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.148 |
1.6% |
68% |
False |
False |
1,304 |
60 |
9.290 |
8.190 |
1.100 |
12.1% |
0.143 |
1.6% |
79% |
False |
False |
1,039 |
80 |
9.290 |
8.120 |
1.170 |
12.9% |
0.149 |
1.6% |
81% |
False |
False |
942 |
100 |
9.290 |
7.637 |
1.653 |
18.2% |
0.151 |
1.7% |
86% |
False |
False |
844 |
120 |
9.290 |
7.637 |
1.653 |
18.2% |
0.142 |
1.6% |
86% |
False |
False |
763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.558 |
2.618 |
9.378 |
1.618 |
9.268 |
1.000 |
9.200 |
0.618 |
9.158 |
HIGH |
9.090 |
0.618 |
9.048 |
0.500 |
9.035 |
0.382 |
9.022 |
LOW |
8.980 |
0.618 |
8.912 |
1.000 |
8.870 |
1.618 |
8.802 |
2.618 |
8.692 |
4.250 |
8.513 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
9.053 |
9.135 |
PP |
9.044 |
9.111 |
S1 |
9.035 |
9.086 |
|