NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.650 |
9.900 |
0.250 |
2.6% |
9.684 |
| High |
9.880 |
9.912 |
0.032 |
0.3% |
9.912 |
| Low |
9.650 |
9.685 |
0.035 |
0.4% |
9.565 |
| Close |
9.816 |
9.719 |
-0.097 |
-1.0% |
9.719 |
| Range |
0.230 |
0.227 |
-0.003 |
-1.3% |
0.347 |
| ATR |
0.152 |
0.157 |
0.005 |
3.5% |
0.000 |
| Volume |
323 |
981 |
658 |
203.7% |
3,113 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.453 |
10.313 |
9.844 |
|
| R3 |
10.226 |
10.086 |
9.781 |
|
| R2 |
9.999 |
9.999 |
9.761 |
|
| R1 |
9.859 |
9.859 |
9.740 |
9.816 |
| PP |
9.772 |
9.772 |
9.772 |
9.750 |
| S1 |
9.632 |
9.632 |
9.698 |
9.589 |
| S2 |
9.545 |
9.545 |
9.677 |
|
| S3 |
9.318 |
9.405 |
9.657 |
|
| S4 |
9.091 |
9.178 |
9.594 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.773 |
10.593 |
9.910 |
|
| R3 |
10.426 |
10.246 |
9.814 |
|
| R2 |
10.079 |
10.079 |
9.783 |
|
| R1 |
9.899 |
9.899 |
9.751 |
9.989 |
| PP |
9.732 |
9.732 |
9.732 |
9.777 |
| S1 |
9.552 |
9.552 |
9.687 |
9.642 |
| S2 |
9.385 |
9.385 |
9.655 |
|
| S3 |
9.038 |
9.205 |
9.624 |
|
| S4 |
8.691 |
8.858 |
9.528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.912 |
9.565 |
0.347 |
3.6% |
0.154 |
1.6% |
44% |
True |
False |
622 |
| 10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.129 |
1.3% |
61% |
True |
False |
742 |
| 20 |
9.912 |
9.220 |
0.692 |
7.1% |
0.147 |
1.5% |
72% |
True |
False |
854 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.150 |
1.5% |
73% |
True |
False |
911 |
| 60 |
9.912 |
8.839 |
1.073 |
11.0% |
0.141 |
1.4% |
82% |
True |
False |
788 |
| 80 |
9.912 |
8.655 |
1.257 |
12.9% |
0.150 |
1.5% |
85% |
True |
False |
763 |
| 100 |
9.912 |
8.270 |
1.642 |
16.9% |
0.152 |
1.6% |
88% |
True |
False |
746 |
| 120 |
9.912 |
8.270 |
1.642 |
16.9% |
0.146 |
1.5% |
88% |
True |
False |
703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.877 |
|
2.618 |
10.506 |
|
1.618 |
10.279 |
|
1.000 |
10.139 |
|
0.618 |
10.052 |
|
HIGH |
9.912 |
|
0.618 |
9.825 |
|
0.500 |
9.799 |
|
0.382 |
9.772 |
|
LOW |
9.685 |
|
0.618 |
9.545 |
|
1.000 |
9.458 |
|
1.618 |
9.318 |
|
2.618 |
9.091 |
|
4.250 |
8.720 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.799 |
9.739 |
| PP |
9.772 |
9.732 |
| S1 |
9.746 |
9.726 |
|