NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.450 |
9.545 |
0.095 |
1.0% |
9.610 |
| High |
9.532 |
9.556 |
0.024 |
0.3% |
9.734 |
| Low |
9.420 |
9.474 |
0.054 |
0.6% |
9.424 |
| Close |
9.530 |
9.514 |
-0.016 |
-0.2% |
9.651 |
| Range |
0.112 |
0.082 |
-0.030 |
-26.8% |
0.310 |
| ATR |
0.158 |
0.152 |
-0.005 |
-3.4% |
0.000 |
| Volume |
709 |
1,458 |
749 |
105.6% |
5,015 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.761 |
9.719 |
9.559 |
|
| R3 |
9.679 |
9.637 |
9.537 |
|
| R2 |
9.597 |
9.597 |
9.529 |
|
| R1 |
9.555 |
9.555 |
9.522 |
9.535 |
| PP |
9.515 |
9.515 |
9.515 |
9.505 |
| S1 |
9.473 |
9.473 |
9.506 |
9.453 |
| S2 |
9.433 |
9.433 |
9.499 |
|
| S3 |
9.351 |
9.391 |
9.491 |
|
| S4 |
9.269 |
9.309 |
9.469 |
|
|
| 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 |
9.420 |
0.314 |
3.3% |
0.104 |
1.1% |
30% |
False |
False |
1,128 |
| 10 |
9.734 |
9.407 |
0.327 |
3.4% |
0.133 |
1.4% |
33% |
False |
False |
1,034 |
| 20 |
9.734 |
9.207 |
0.527 |
5.5% |
0.146 |
1.5% |
58% |
False |
False |
822 |
| 40 |
9.750 |
8.860 |
0.890 |
9.4% |
0.143 |
1.5% |
73% |
False |
False |
875 |
| 60 |
9.750 |
8.839 |
0.911 |
9.6% |
0.140 |
1.5% |
74% |
False |
False |
776 |
| 80 |
9.750 |
8.320 |
1.430 |
15.0% |
0.151 |
1.6% |
83% |
False |
False |
818 |
| 100 |
9.750 |
8.270 |
1.480 |
15.6% |
0.151 |
1.6% |
84% |
False |
False |
724 |
| 120 |
9.750 |
8.270 |
1.480 |
15.6% |
0.142 |
1.5% |
84% |
False |
False |
706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.905 |
|
2.618 |
9.771 |
|
1.618 |
9.689 |
|
1.000 |
9.638 |
|
0.618 |
9.607 |
|
HIGH |
9.556 |
|
0.618 |
9.525 |
|
0.500 |
9.515 |
|
0.382 |
9.505 |
|
LOW |
9.474 |
|
0.618 |
9.423 |
|
1.000 |
9.392 |
|
1.618 |
9.341 |
|
2.618 |
9.259 |
|
4.250 |
9.126 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.515 |
9.505 |
| PP |
9.515 |
9.497 |
| S1 |
9.514 |
9.488 |
|