NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.684 |
9.574 |
-0.110 |
-1.1% |
9.546 |
| High |
9.760 |
9.668 |
-0.092 |
-0.9% |
9.660 |
| Low |
9.650 |
9.574 |
-0.076 |
-0.8% |
9.420 |
| Close |
9.663 |
9.625 |
-0.038 |
-0.4% |
9.638 |
| Range |
0.110 |
0.094 |
-0.016 |
-14.5% |
0.240 |
| ATR |
0.153 |
0.149 |
-0.004 |
-2.8% |
0.000 |
| Volume |
604 |
485 |
-119 |
-19.7% |
4,313 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.904 |
9.859 |
9.677 |
|
| R3 |
9.810 |
9.765 |
9.651 |
|
| R2 |
9.716 |
9.716 |
9.642 |
|
| R1 |
9.671 |
9.671 |
9.634 |
9.694 |
| PP |
9.622 |
9.622 |
9.622 |
9.634 |
| S1 |
9.577 |
9.577 |
9.616 |
9.600 |
| S2 |
9.528 |
9.528 |
9.608 |
|
| S3 |
9.434 |
9.483 |
9.599 |
|
| S4 |
9.340 |
9.389 |
9.573 |
|
|
| 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% |
0.119 |
1.2% |
60% |
False |
False |
776 |
| 10 |
9.760 |
9.420 |
0.340 |
3.5% |
0.125 |
1.3% |
60% |
False |
False |
942 |
| 20 |
9.760 |
9.207 |
0.553 |
5.7% |
0.141 |
1.5% |
76% |
False |
False |
833 |
| 40 |
9.760 |
8.908 |
0.852 |
8.9% |
0.146 |
1.5% |
84% |
False |
False |
883 |
| 60 |
9.760 |
8.839 |
0.921 |
9.6% |
0.140 |
1.5% |
85% |
False |
False |
776 |
| 80 |
9.760 |
8.465 |
1.295 |
13.5% |
0.150 |
1.6% |
90% |
False |
False |
773 |
| 100 |
9.760 |
8.270 |
1.490 |
15.5% |
0.150 |
1.6% |
91% |
False |
False |
734 |
| 120 |
9.760 |
8.270 |
1.490 |
15.5% |
0.143 |
1.5% |
91% |
False |
False |
700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.068 |
|
2.618 |
9.914 |
|
1.618 |
9.820 |
|
1.000 |
9.762 |
|
0.618 |
9.726 |
|
HIGH |
9.668 |
|
0.618 |
9.632 |
|
0.500 |
9.621 |
|
0.382 |
9.610 |
|
LOW |
9.574 |
|
0.618 |
9.516 |
|
1.000 |
9.480 |
|
1.618 |
9.422 |
|
2.618 |
9.328 |
|
4.250 |
9.175 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.624 |
9.621 |
| PP |
9.622 |
9.617 |
| S1 |
9.621 |
9.613 |
|