NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.574 |
9.593 |
0.019 |
0.2% |
9.546 |
| High |
9.668 |
9.675 |
0.007 |
0.1% |
9.660 |
| Low |
9.574 |
9.565 |
-0.009 |
-0.1% |
9.420 |
| Close |
9.625 |
9.662 |
0.037 |
0.4% |
9.638 |
| Range |
0.094 |
0.110 |
0.016 |
17.0% |
0.240 |
| ATR |
0.149 |
0.146 |
-0.003 |
-1.9% |
0.000 |
| Volume |
485 |
720 |
235 |
48.5% |
4,313 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.964 |
9.923 |
9.723 |
|
| R3 |
9.854 |
9.813 |
9.692 |
|
| R2 |
9.744 |
9.744 |
9.682 |
|
| R1 |
9.703 |
9.703 |
9.672 |
9.724 |
| PP |
9.634 |
9.634 |
9.634 |
9.644 |
| S1 |
9.593 |
9.593 |
9.652 |
9.614 |
| S2 |
9.524 |
9.524 |
9.642 |
|
| S3 |
9.414 |
9.483 |
9.632 |
|
| S4 |
9.304 |
9.373 |
9.602 |
|
|
| 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 |
9.465 |
0.295 |
3.1% |
0.118 |
1.2% |
67% |
False |
False |
778 |
| 10 |
9.760 |
9.420 |
0.340 |
3.5% |
0.127 |
1.3% |
71% |
False |
False |
920 |
| 20 |
9.760 |
9.207 |
0.553 |
5.7% |
0.141 |
1.5% |
82% |
False |
False |
843 |
| 40 |
9.760 |
8.920 |
0.840 |
8.7% |
0.148 |
1.5% |
88% |
False |
False |
894 |
| 60 |
9.760 |
8.839 |
0.921 |
9.5% |
0.137 |
1.4% |
89% |
False |
False |
782 |
| 80 |
9.760 |
8.465 |
1.295 |
13.4% |
0.148 |
1.5% |
92% |
False |
False |
773 |
| 100 |
9.760 |
8.270 |
1.490 |
15.4% |
0.150 |
1.6% |
93% |
False |
False |
738 |
| 120 |
9.760 |
8.270 |
1.490 |
15.4% |
0.143 |
1.5% |
93% |
False |
False |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.143 |
|
2.618 |
9.963 |
|
1.618 |
9.853 |
|
1.000 |
9.785 |
|
0.618 |
9.743 |
|
HIGH |
9.675 |
|
0.618 |
9.633 |
|
0.500 |
9.620 |
|
0.382 |
9.607 |
|
LOW |
9.565 |
|
0.618 |
9.497 |
|
1.000 |
9.455 |
|
1.618 |
9.387 |
|
2.618 |
9.277 |
|
4.250 |
9.098 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.648 |
9.663 |
| PP |
9.634 |
9.662 |
| S1 |
9.620 |
9.662 |
|