NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.545 |
9.480 |
-0.065 |
-0.7% |
9.546 |
| High |
9.556 |
9.660 |
0.104 |
1.1% |
9.660 |
| Low |
9.474 |
9.465 |
-0.009 |
-0.1% |
9.420 |
| Close |
9.514 |
9.638 |
0.124 |
1.3% |
9.638 |
| Range |
0.082 |
0.195 |
0.113 |
137.8% |
0.240 |
| ATR |
0.152 |
0.155 |
0.003 |
2.0% |
0.000 |
| Volume |
1,458 |
627 |
-831 |
-57.0% |
4,313 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.173 |
10.100 |
9.745 |
|
| R3 |
9.978 |
9.905 |
9.692 |
|
| R2 |
9.783 |
9.783 |
9.674 |
|
| R1 |
9.710 |
9.710 |
9.656 |
9.747 |
| PP |
9.588 |
9.588 |
9.588 |
9.606 |
| S1 |
9.515 |
9.515 |
9.620 |
9.552 |
| S2 |
9.393 |
9.393 |
9.602 |
|
| S3 |
9.198 |
9.320 |
9.584 |
|
| S4 |
9.003 |
9.125 |
9.531 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.293 |
10.205 |
9.770 |
|
| R3 |
10.053 |
9.965 |
9.704 |
|
| R2 |
9.813 |
9.813 |
9.682 |
|
| R1 |
9.725 |
9.725 |
9.660 |
9.769 |
| PP |
9.573 |
9.573 |
9.573 |
9.595 |
| S1 |
9.485 |
9.485 |
9.616 |
9.529 |
| S2 |
9.333 |
9.333 |
9.594 |
|
| S3 |
9.093 |
9.245 |
9.572 |
|
| S4 |
8.853 |
9.005 |
9.506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.660 |
9.420 |
0.240 |
2.5% |
0.105 |
1.1% |
91% |
True |
False |
862 |
| 10 |
9.734 |
9.420 |
0.314 |
3.3% |
0.131 |
1.4% |
69% |
False |
False |
932 |
| 20 |
9.734 |
9.207 |
0.527 |
5.5% |
0.149 |
1.5% |
82% |
False |
False |
821 |
| 40 |
9.750 |
8.860 |
0.890 |
9.2% |
0.145 |
1.5% |
87% |
False |
False |
877 |
| 60 |
9.750 |
8.839 |
0.911 |
9.5% |
0.140 |
1.5% |
88% |
False |
False |
772 |
| 80 |
9.750 |
8.465 |
1.285 |
13.3% |
0.152 |
1.6% |
91% |
False |
False |
801 |
| 100 |
9.750 |
8.270 |
1.480 |
15.4% |
0.151 |
1.6% |
92% |
False |
False |
729 |
| 120 |
9.750 |
8.270 |
1.480 |
15.4% |
0.143 |
1.5% |
92% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.489 |
|
2.618 |
10.171 |
|
1.618 |
9.976 |
|
1.000 |
9.855 |
|
0.618 |
9.781 |
|
HIGH |
9.660 |
|
0.618 |
9.586 |
|
0.500 |
9.563 |
|
0.382 |
9.539 |
|
LOW |
9.465 |
|
0.618 |
9.344 |
|
1.000 |
9.270 |
|
1.618 |
9.149 |
|
2.618 |
8.954 |
|
4.250 |
8.636 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.613 |
9.605 |
| PP |
9.588 |
9.573 |
| S1 |
9.563 |
9.540 |
|