NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.700 |
9.546 |
-0.154 |
-1.6% |
9.610 |
| High |
9.734 |
9.591 |
-0.143 |
-1.5% |
9.734 |
| Low |
9.540 |
9.526 |
-0.014 |
-0.1% |
9.424 |
| Close |
9.651 |
9.569 |
-0.082 |
-0.8% |
9.651 |
| Range |
0.194 |
0.065 |
-0.129 |
-66.5% |
0.310 |
| ATR |
0.166 |
0.163 |
-0.003 |
-1.8% |
0.000 |
| Volume |
1,954 |
692 |
-1,262 |
-64.6% |
5,015 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.757 |
9.728 |
9.605 |
|
| R3 |
9.692 |
9.663 |
9.587 |
|
| R2 |
9.627 |
9.627 |
9.581 |
|
| R1 |
9.598 |
9.598 |
9.575 |
9.613 |
| PP |
9.562 |
9.562 |
9.562 |
9.569 |
| S1 |
9.533 |
9.533 |
9.563 |
9.548 |
| S2 |
9.497 |
9.497 |
9.557 |
|
| S3 |
9.432 |
9.468 |
9.551 |
|
| S4 |
9.367 |
9.403 |
9.533 |
|
|
| 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% |
0.144 |
1.5% |
47% |
False |
False |
1,060 |
| 10 |
9.734 |
9.402 |
0.332 |
3.5% |
0.145 |
1.5% |
50% |
False |
False |
999 |
| 20 |
9.750 |
9.207 |
0.543 |
5.7% |
0.155 |
1.6% |
67% |
False |
False |
997 |
| 40 |
9.750 |
8.839 |
0.911 |
9.5% |
0.145 |
1.5% |
80% |
False |
False |
864 |
| 60 |
9.750 |
8.839 |
0.911 |
9.5% |
0.144 |
1.5% |
80% |
False |
False |
779 |
| 80 |
9.750 |
8.320 |
1.430 |
14.9% |
0.154 |
1.6% |
87% |
False |
False |
790 |
| 100 |
9.750 |
8.270 |
1.480 |
15.5% |
0.151 |
1.6% |
88% |
False |
False |
706 |
| 120 |
9.750 |
8.270 |
1.480 |
15.5% |
0.144 |
1.5% |
88% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.867 |
|
2.618 |
9.761 |
|
1.618 |
9.696 |
|
1.000 |
9.656 |
|
0.618 |
9.631 |
|
HIGH |
9.591 |
|
0.618 |
9.566 |
|
0.500 |
9.559 |
|
0.382 |
9.551 |
|
LOW |
9.526 |
|
0.618 |
9.486 |
|
1.000 |
9.461 |
|
1.618 |
9.421 |
|
2.618 |
9.356 |
|
4.250 |
9.250 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.566 |
9.579 |
| PP |
9.562 |
9.576 |
| S1 |
9.559 |
9.572 |
|