NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 29-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
Open |
8.890 |
8.801 |
-0.089 |
-1.0% |
9.042 |
High |
8.904 |
8.840 |
-0.064 |
-0.7% |
9.090 |
Low |
8.718 |
8.690 |
-0.028 |
-0.3% |
8.718 |
Close |
8.849 |
8.764 |
-0.085 |
-1.0% |
8.849 |
Range |
0.186 |
0.150 |
-0.036 |
-19.4% |
0.372 |
ATR |
0.148 |
0.149 |
0.001 |
0.5% |
0.000 |
Volume |
1,338 |
1,533 |
195 |
14.6% |
6,636 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.215 |
9.139 |
8.847 |
|
R3 |
9.065 |
8.989 |
8.805 |
|
R2 |
8.915 |
8.915 |
8.792 |
|
R1 |
8.839 |
8.839 |
8.778 |
8.802 |
PP |
8.765 |
8.765 |
8.765 |
8.746 |
S1 |
8.689 |
8.689 |
8.750 |
8.652 |
S2 |
8.615 |
8.615 |
8.737 |
|
S3 |
8.465 |
8.539 |
8.723 |
|
S4 |
8.315 |
8.389 |
8.682 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.002 |
9.797 |
9.054 |
|
R3 |
9.630 |
9.425 |
8.951 |
|
R2 |
9.258 |
9.258 |
8.917 |
|
R1 |
9.053 |
9.053 |
8.883 |
8.970 |
PP |
8.886 |
8.886 |
8.886 |
8.844 |
S1 |
8.681 |
8.681 |
8.815 |
8.598 |
S2 |
8.514 |
8.514 |
8.781 |
|
S3 |
8.142 |
8.309 |
8.747 |
|
S4 |
7.770 |
7.937 |
8.644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.090 |
8.690 |
0.400 |
4.6% |
0.124 |
1.4% |
19% |
False |
True |
1,103 |
10 |
9.290 |
8.690 |
0.600 |
6.8% |
0.134 |
1.5% |
12% |
False |
True |
1,455 |
20 |
9.290 |
8.650 |
0.640 |
7.3% |
0.138 |
1.6% |
18% |
False |
False |
1,444 |
40 |
9.290 |
8.577 |
0.713 |
8.1% |
0.147 |
1.7% |
26% |
False |
False |
1,295 |
60 |
9.290 |
8.190 |
1.100 |
12.6% |
0.140 |
1.6% |
52% |
False |
False |
1,077 |
80 |
9.290 |
8.190 |
1.100 |
12.6% |
0.143 |
1.6% |
52% |
False |
False |
966 |
100 |
9.290 |
7.637 |
1.653 |
18.9% |
0.150 |
1.7% |
68% |
False |
False |
889 |
120 |
9.290 |
7.637 |
1.653 |
18.9% |
0.145 |
1.6% |
68% |
False |
False |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.478 |
2.618 |
9.233 |
1.618 |
9.083 |
1.000 |
8.990 |
0.618 |
8.933 |
HIGH |
8.840 |
0.618 |
8.783 |
0.500 |
8.765 |
0.382 |
8.747 |
LOW |
8.690 |
0.618 |
8.597 |
1.000 |
8.540 |
1.618 |
8.447 |
2.618 |
8.297 |
4.250 |
8.053 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
8.765 |
8.837 |
PP |
8.765 |
8.813 |
S1 |
8.764 |
8.788 |
|