NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
8.980 |
8.950 |
-0.030 |
-0.3% |
9.040 |
High |
9.052 |
8.984 |
-0.068 |
-0.8% |
9.290 |
Low |
8.980 |
8.865 |
-0.115 |
-1.3% |
8.905 |
Close |
8.971 |
8.890 |
-0.081 |
-0.9% |
9.079 |
Range |
0.072 |
0.119 |
0.047 |
65.3% |
0.385 |
ATR |
0.147 |
0.145 |
-0.002 |
-1.4% |
0.000 |
Volume |
458 |
1,254 |
796 |
173.8% |
7,252 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.270 |
9.199 |
8.955 |
|
R3 |
9.151 |
9.080 |
8.923 |
|
R2 |
9.032 |
9.032 |
8.912 |
|
R1 |
8.961 |
8.961 |
8.901 |
8.937 |
PP |
8.913 |
8.913 |
8.913 |
8.901 |
S1 |
8.842 |
8.842 |
8.879 |
8.818 |
S2 |
8.794 |
8.794 |
8.868 |
|
S3 |
8.675 |
8.723 |
8.857 |
|
S4 |
8.556 |
8.604 |
8.825 |
|
|
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 |
8.865 |
0.425 |
4.8% |
0.128 |
1.4% |
6% |
False |
True |
1,357 |
10 |
9.290 |
8.789 |
0.501 |
5.6% |
0.129 |
1.5% |
20% |
False |
False |
1,357 |
20 |
9.290 |
8.650 |
0.640 |
7.2% |
0.143 |
1.6% |
38% |
False |
False |
1,416 |
40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.143 |
1.6% |
44% |
False |
False |
1,291 |
60 |
9.290 |
8.190 |
1.100 |
12.4% |
0.140 |
1.6% |
64% |
False |
False |
1,059 |
80 |
9.290 |
8.190 |
1.100 |
12.4% |
0.144 |
1.6% |
64% |
False |
False |
957 |
100 |
9.290 |
7.637 |
1.653 |
18.6% |
0.150 |
1.7% |
76% |
False |
False |
864 |
120 |
9.290 |
7.637 |
1.653 |
18.6% |
0.144 |
1.6% |
76% |
False |
False |
772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.490 |
2.618 |
9.296 |
1.618 |
9.177 |
1.000 |
9.103 |
0.618 |
9.058 |
HIGH |
8.984 |
0.618 |
8.939 |
0.500 |
8.925 |
0.382 |
8.910 |
LOW |
8.865 |
0.618 |
8.791 |
1.000 |
8.746 |
1.618 |
8.672 |
2.618 |
8.553 |
4.250 |
8.359 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
8.925 |
8.978 |
PP |
8.913 |
8.948 |
S1 |
8.902 |
8.919 |
|