NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.440 |
9.700 |
0.260 |
2.8% |
9.610 |
| High |
9.660 |
9.734 |
0.074 |
0.8% |
9.734 |
| Low |
9.424 |
9.540 |
0.116 |
1.2% |
9.424 |
| Close |
9.670 |
9.651 |
-0.019 |
-0.2% |
9.651 |
| Range |
0.236 |
0.194 |
-0.042 |
-17.8% |
0.310 |
| ATR |
0.164 |
0.166 |
0.002 |
1.3% |
0.000 |
| Volume |
1,127 |
1,954 |
827 |
73.4% |
5,015 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.224 |
10.131 |
9.758 |
|
| R3 |
10.030 |
9.937 |
9.704 |
|
| R2 |
9.836 |
9.836 |
9.687 |
|
| R1 |
9.743 |
9.743 |
9.669 |
9.693 |
| PP |
9.642 |
9.642 |
9.642 |
9.616 |
| S1 |
9.549 |
9.549 |
9.633 |
9.499 |
| S2 |
9.448 |
9.448 |
9.615 |
|
| S3 |
9.254 |
9.355 |
9.598 |
|
| S4 |
9.060 |
9.161 |
9.544 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.533 |
10.402 |
9.822 |
|
| R3 |
10.223 |
10.092 |
9.736 |
|
| R2 |
9.913 |
9.913 |
9.708 |
|
| R1 |
9.782 |
9.782 |
9.679 |
9.848 |
| PP |
9.603 |
9.603 |
9.603 |
9.636 |
| S1 |
9.472 |
9.472 |
9.623 |
9.538 |
| S2 |
9.293 |
9.293 |
9.594 |
|
| S3 |
8.983 |
9.162 |
9.566 |
|
| S4 |
8.673 |
8.852 |
9.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.734 |
9.424 |
0.310 |
3.2% |
0.157 |
1.6% |
73% |
True |
False |
1,003 |
| 10 |
9.734 |
9.220 |
0.514 |
5.3% |
0.164 |
1.7% |
84% |
True |
False |
966 |
| 20 |
9.750 |
9.207 |
0.543 |
5.6% |
0.159 |
1.6% |
82% |
False |
False |
1,012 |
| 40 |
9.750 |
8.839 |
0.911 |
9.4% |
0.147 |
1.5% |
89% |
False |
False |
869 |
| 60 |
9.750 |
8.839 |
0.911 |
9.4% |
0.146 |
1.5% |
89% |
False |
False |
792 |
| 80 |
9.750 |
8.320 |
1.430 |
14.8% |
0.157 |
1.6% |
93% |
False |
False |
788 |
| 100 |
9.750 |
8.270 |
1.480 |
15.3% |
0.152 |
1.6% |
93% |
False |
False |
701 |
| 120 |
9.750 |
8.270 |
1.480 |
15.3% |
0.143 |
1.5% |
93% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.559 |
|
2.618 |
10.242 |
|
1.618 |
10.048 |
|
1.000 |
9.928 |
|
0.618 |
9.854 |
|
HIGH |
9.734 |
|
0.618 |
9.660 |
|
0.500 |
9.637 |
|
0.382 |
9.614 |
|
LOW |
9.540 |
|
0.618 |
9.420 |
|
1.000 |
9.346 |
|
1.618 |
9.226 |
|
2.618 |
9.032 |
|
4.250 |
8.716 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.646 |
9.627 |
| PP |
9.642 |
9.603 |
| S1 |
9.637 |
9.579 |
|