NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 30-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
Open |
8.801 |
8.865 |
0.064 |
0.7% |
9.042 |
High |
8.840 |
8.953 |
0.113 |
1.3% |
9.090 |
Low |
8.690 |
8.825 |
0.135 |
1.6% |
8.718 |
Close |
8.764 |
8.928 |
0.164 |
1.9% |
8.849 |
Range |
0.150 |
0.128 |
-0.022 |
-14.7% |
0.372 |
ATR |
0.149 |
0.152 |
0.003 |
1.9% |
0.000 |
Volume |
1,533 |
801 |
-732 |
-47.7% |
6,636 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.286 |
9.235 |
8.998 |
|
R3 |
9.158 |
9.107 |
8.963 |
|
R2 |
9.030 |
9.030 |
8.951 |
|
R1 |
8.979 |
8.979 |
8.940 |
9.005 |
PP |
8.902 |
8.902 |
8.902 |
8.915 |
S1 |
8.851 |
8.851 |
8.916 |
8.877 |
S2 |
8.774 |
8.774 |
8.905 |
|
S3 |
8.646 |
8.723 |
8.893 |
|
S4 |
8.518 |
8.595 |
8.858 |
|
|
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 |
9.052 |
8.690 |
0.362 |
4.1% |
0.131 |
1.5% |
66% |
False |
False |
1,076 |
10 |
9.290 |
8.690 |
0.600 |
6.7% |
0.139 |
1.6% |
40% |
False |
False |
1,448 |
20 |
9.290 |
8.650 |
0.640 |
7.2% |
0.138 |
1.5% |
43% |
False |
False |
1,396 |
40 |
9.290 |
8.577 |
0.713 |
8.0% |
0.145 |
1.6% |
49% |
False |
False |
1,304 |
60 |
9.290 |
8.190 |
1.100 |
12.3% |
0.142 |
1.6% |
67% |
False |
False |
1,086 |
80 |
9.290 |
8.190 |
1.100 |
12.3% |
0.142 |
1.6% |
67% |
False |
False |
971 |
100 |
9.290 |
7.637 |
1.653 |
18.5% |
0.151 |
1.7% |
78% |
False |
False |
895 |
120 |
9.290 |
7.637 |
1.653 |
18.5% |
0.145 |
1.6% |
78% |
False |
False |
795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.497 |
2.618 |
9.288 |
1.618 |
9.160 |
1.000 |
9.081 |
0.618 |
9.032 |
HIGH |
8.953 |
0.618 |
8.904 |
0.500 |
8.889 |
0.382 |
8.874 |
LOW |
8.825 |
0.618 |
8.746 |
1.000 |
8.697 |
1.618 |
8.618 |
2.618 |
8.490 |
4.250 |
8.281 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
8.915 |
8.893 |
PP |
8.902 |
8.857 |
S1 |
8.889 |
8.822 |
|