NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.522 |
9.440 |
-0.082 |
-0.9% |
9.280 |
| High |
9.571 |
9.660 |
0.089 |
0.9% |
9.622 |
| Low |
9.477 |
9.424 |
-0.053 |
-0.6% |
9.220 |
| Close |
9.503 |
9.670 |
0.167 |
1.8% |
9.621 |
| Range |
0.094 |
0.236 |
0.142 |
151.1% |
0.402 |
| ATR |
0.159 |
0.164 |
0.006 |
3.5% |
0.000 |
| Volume |
941 |
1,127 |
186 |
19.8% |
4,651 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.293 |
10.217 |
9.800 |
|
| R3 |
10.057 |
9.981 |
9.735 |
|
| R2 |
9.821 |
9.821 |
9.713 |
|
| R1 |
9.745 |
9.745 |
9.692 |
9.783 |
| PP |
9.585 |
9.585 |
9.585 |
9.604 |
| S1 |
9.509 |
9.509 |
9.648 |
9.547 |
| S2 |
9.349 |
9.349 |
9.627 |
|
| S3 |
9.113 |
9.273 |
9.605 |
|
| S4 |
8.877 |
9.037 |
9.540 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.694 |
10.559 |
9.842 |
|
| R3 |
10.292 |
10.157 |
9.732 |
|
| R2 |
9.890 |
9.890 |
9.695 |
|
| R1 |
9.755 |
9.755 |
9.658 |
9.823 |
| PP |
9.488 |
9.488 |
9.488 |
9.521 |
| S1 |
9.353 |
9.353 |
9.584 |
9.421 |
| S2 |
9.086 |
9.086 |
9.547 |
|
| S3 |
8.684 |
8.951 |
9.510 |
|
| S4 |
8.282 |
8.549 |
9.400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.679 |
9.407 |
0.272 |
2.8% |
0.161 |
1.7% |
97% |
False |
False |
941 |
| 10 |
9.679 |
9.220 |
0.459 |
4.7% |
0.158 |
1.6% |
98% |
False |
False |
828 |
| 20 |
9.750 |
9.207 |
0.543 |
5.6% |
0.160 |
1.7% |
85% |
False |
False |
964 |
| 40 |
9.750 |
8.839 |
0.911 |
9.4% |
0.144 |
1.5% |
91% |
False |
False |
834 |
| 60 |
9.750 |
8.839 |
0.911 |
9.4% |
0.145 |
1.5% |
91% |
False |
False |
793 |
| 80 |
9.750 |
8.320 |
1.430 |
14.8% |
0.155 |
1.6% |
94% |
False |
False |
769 |
| 100 |
9.750 |
8.270 |
1.480 |
15.3% |
0.151 |
1.6% |
95% |
False |
False |
683 |
| 120 |
9.750 |
8.270 |
1.480 |
15.3% |
0.142 |
1.5% |
95% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.663 |
|
2.618 |
10.278 |
|
1.618 |
10.042 |
|
1.000 |
9.896 |
|
0.618 |
9.806 |
|
HIGH |
9.660 |
|
0.618 |
9.570 |
|
0.500 |
9.542 |
|
0.382 |
9.514 |
|
LOW |
9.424 |
|
0.618 |
9.278 |
|
1.000 |
9.188 |
|
1.618 |
9.042 |
|
2.618 |
8.806 |
|
4.250 |
8.421 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.627 |
9.627 |
| PP |
9.585 |
9.585 |
| S1 |
9.542 |
9.542 |
|