NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
9.065 |
8.980 |
-0.085 |
-0.9% |
9.040 |
High |
9.090 |
9.052 |
-0.038 |
-0.4% |
9.290 |
Low |
8.995 |
8.980 |
-0.015 |
-0.2% |
8.905 |
Close |
8.994 |
8.971 |
-0.023 |
-0.3% |
9.079 |
Range |
0.095 |
0.072 |
-0.023 |
-24.2% |
0.385 |
ATR |
0.153 |
0.147 |
-0.006 |
-3.8% |
0.000 |
Volume |
934 |
458 |
-476 |
-51.0% |
7,252 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.217 |
9.166 |
9.011 |
|
R3 |
9.145 |
9.094 |
8.991 |
|
R2 |
9.073 |
9.073 |
8.984 |
|
R1 |
9.022 |
9.022 |
8.978 |
9.012 |
PP |
9.001 |
9.001 |
9.001 |
8.996 |
S1 |
8.950 |
8.950 |
8.964 |
8.940 |
S2 |
8.929 |
8.929 |
8.958 |
|
S3 |
8.857 |
8.878 |
8.951 |
|
S4 |
8.785 |
8.806 |
8.931 |
|
|
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 |
8.980 |
0.310 |
3.5% |
0.147 |
1.6% |
-3% |
False |
True |
1,522 |
10 |
9.290 |
8.789 |
0.501 |
5.6% |
0.125 |
1.4% |
36% |
False |
False |
1,332 |
20 |
9.290 |
8.650 |
0.640 |
7.1% |
0.143 |
1.6% |
50% |
False |
False |
1,445 |
40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.146 |
1.6% |
55% |
False |
False |
1,277 |
60 |
9.290 |
8.190 |
1.100 |
12.3% |
0.139 |
1.6% |
71% |
False |
False |
1,049 |
80 |
9.290 |
8.190 |
1.100 |
12.3% |
0.145 |
1.6% |
71% |
False |
False |
953 |
100 |
9.290 |
7.637 |
1.653 |
18.4% |
0.150 |
1.7% |
81% |
False |
False |
855 |
120 |
9.290 |
7.637 |
1.653 |
18.4% |
0.144 |
1.6% |
81% |
False |
False |
772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.358 |
2.618 |
9.240 |
1.618 |
9.168 |
1.000 |
9.124 |
0.618 |
9.096 |
HIGH |
9.052 |
0.618 |
9.024 |
0.500 |
9.016 |
0.382 |
9.008 |
LOW |
8.980 |
0.618 |
8.936 |
1.000 |
8.908 |
1.618 |
8.864 |
2.618 |
8.792 |
4.250 |
8.674 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
9.016 |
9.035 |
PP |
9.001 |
9.014 |
S1 |
8.986 |
8.992 |
|