NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.546 |
9.505 |
-0.041 |
-0.4% |
9.610 |
| High |
9.591 |
9.505 |
-0.086 |
-0.9% |
9.734 |
| Low |
9.526 |
9.436 |
-0.090 |
-0.9% |
9.424 |
| Close |
9.569 |
9.465 |
-0.104 |
-1.1% |
9.651 |
| Range |
0.065 |
0.069 |
0.004 |
6.2% |
0.310 |
| ATR |
0.163 |
0.161 |
-0.002 |
-1.3% |
0.000 |
| Volume |
692 |
827 |
135 |
19.5% |
5,015 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.676 |
9.639 |
9.503 |
|
| R3 |
9.607 |
9.570 |
9.484 |
|
| R2 |
9.538 |
9.538 |
9.478 |
|
| R1 |
9.501 |
9.501 |
9.471 |
9.485 |
| PP |
9.469 |
9.469 |
9.469 |
9.461 |
| S1 |
9.432 |
9.432 |
9.459 |
9.416 |
| S2 |
9.400 |
9.400 |
9.452 |
|
| S3 |
9.331 |
9.363 |
9.446 |
|
| S4 |
9.262 |
9.294 |
9.427 |
|
|
| 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 |
3.3% |
0.132 |
1.4% |
13% |
False |
False |
1,108 |
| 10 |
9.734 |
9.402 |
0.332 |
3.5% |
0.135 |
1.4% |
19% |
False |
False |
1,034 |
| 20 |
9.750 |
9.207 |
0.543 |
5.7% |
0.149 |
1.6% |
48% |
False |
False |
906 |
| 40 |
9.750 |
8.839 |
0.911 |
9.6% |
0.145 |
1.5% |
69% |
False |
False |
866 |
| 60 |
9.750 |
8.839 |
0.911 |
9.6% |
0.143 |
1.5% |
69% |
False |
False |
767 |
| 80 |
9.750 |
8.320 |
1.430 |
15.1% |
0.153 |
1.6% |
80% |
False |
False |
795 |
| 100 |
9.750 |
8.270 |
1.480 |
15.6% |
0.151 |
1.6% |
81% |
False |
False |
714 |
| 120 |
9.750 |
8.270 |
1.480 |
15.6% |
0.144 |
1.5% |
81% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.798 |
|
2.618 |
9.686 |
|
1.618 |
9.617 |
|
1.000 |
9.574 |
|
0.618 |
9.548 |
|
HIGH |
9.505 |
|
0.618 |
9.479 |
|
0.500 |
9.471 |
|
0.382 |
9.462 |
|
LOW |
9.436 |
|
0.618 |
9.393 |
|
1.000 |
9.367 |
|
1.618 |
9.324 |
|
2.618 |
9.255 |
|
4.250 |
9.143 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.471 |
9.585 |
| PP |
9.469 |
9.545 |
| S1 |
9.467 |
9.505 |
|