NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.480 |
9.684 |
0.204 |
2.2% |
9.546 |
| High |
9.660 |
9.760 |
0.100 |
1.0% |
9.660 |
| Low |
9.465 |
9.650 |
0.185 |
2.0% |
9.420 |
| Close |
9.638 |
9.663 |
0.025 |
0.3% |
9.638 |
| Range |
0.195 |
0.110 |
-0.085 |
-43.6% |
0.240 |
| ATR |
0.155 |
0.153 |
-0.002 |
-1.5% |
0.000 |
| Volume |
627 |
604 |
-23 |
-3.7% |
4,313 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.021 |
9.952 |
9.724 |
|
| R3 |
9.911 |
9.842 |
9.693 |
|
| R2 |
9.801 |
9.801 |
9.683 |
|
| R1 |
9.732 |
9.732 |
9.673 |
9.712 |
| PP |
9.691 |
9.691 |
9.691 |
9.681 |
| S1 |
9.622 |
9.622 |
9.653 |
9.602 |
| S2 |
9.581 |
9.581 |
9.643 |
|
| S3 |
9.471 |
9.512 |
9.633 |
|
| S4 |
9.361 |
9.402 |
9.603 |
|
|
| 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 |
9.760 |
9.420 |
0.340 |
3.5% |
0.114 |
1.2% |
71% |
True |
False |
845 |
| 10 |
9.760 |
9.420 |
0.340 |
3.5% |
0.129 |
1.3% |
71% |
True |
False |
952 |
| 20 |
9.760 |
9.207 |
0.553 |
5.7% |
0.144 |
1.5% |
82% |
True |
False |
829 |
| 40 |
9.760 |
8.860 |
0.900 |
9.3% |
0.145 |
1.5% |
89% |
True |
False |
877 |
| 60 |
9.760 |
8.839 |
0.921 |
9.5% |
0.140 |
1.4% |
89% |
True |
False |
775 |
| 80 |
9.760 |
8.465 |
1.295 |
13.4% |
0.151 |
1.6% |
93% |
True |
False |
785 |
| 100 |
9.760 |
8.270 |
1.490 |
15.4% |
0.151 |
1.6% |
93% |
True |
False |
731 |
| 120 |
9.760 |
8.270 |
1.490 |
15.4% |
0.143 |
1.5% |
93% |
True |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.228 |
|
2.618 |
10.048 |
|
1.618 |
9.938 |
|
1.000 |
9.870 |
|
0.618 |
9.828 |
|
HIGH |
9.760 |
|
0.618 |
9.718 |
|
0.500 |
9.705 |
|
0.382 |
9.692 |
|
LOW |
9.650 |
|
0.618 |
9.582 |
|
1.000 |
9.540 |
|
1.618 |
9.472 |
|
2.618 |
9.362 |
|
4.250 |
9.183 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.705 |
9.646 |
| PP |
9.691 |
9.629 |
| S1 |
9.677 |
9.613 |
|