NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.900 |
9.675 |
-0.225 |
-2.3% |
9.684 |
| High |
9.912 |
9.744 |
-0.168 |
-1.7% |
9.912 |
| Low |
9.685 |
9.628 |
-0.057 |
-0.6% |
9.565 |
| Close |
9.719 |
9.712 |
-0.007 |
-0.1% |
9.719 |
| Range |
0.227 |
0.116 |
-0.111 |
-48.9% |
0.347 |
| ATR |
0.157 |
0.154 |
-0.003 |
-1.9% |
0.000 |
| Volume |
981 |
1,310 |
329 |
33.5% |
3,113 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.043 |
9.993 |
9.776 |
|
| R3 |
9.927 |
9.877 |
9.744 |
|
| R2 |
9.811 |
9.811 |
9.733 |
|
| R1 |
9.761 |
9.761 |
9.723 |
9.786 |
| PP |
9.695 |
9.695 |
9.695 |
9.707 |
| S1 |
9.645 |
9.645 |
9.701 |
9.670 |
| S2 |
9.579 |
9.579 |
9.691 |
|
| S3 |
9.463 |
9.529 |
9.680 |
|
| S4 |
9.347 |
9.413 |
9.648 |
|
|
| 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% |
0.155 |
1.6% |
42% |
False |
False |
763 |
| 10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.135 |
1.4% |
59% |
False |
False |
804 |
| 20 |
9.912 |
9.402 |
0.510 |
5.3% |
0.140 |
1.4% |
61% |
False |
False |
901 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.150 |
1.5% |
72% |
False |
False |
922 |
| 60 |
9.912 |
8.839 |
1.073 |
11.0% |
0.141 |
1.4% |
81% |
False |
False |
804 |
| 80 |
9.912 |
8.685 |
1.227 |
12.6% |
0.150 |
1.5% |
84% |
False |
False |
772 |
| 100 |
9.912 |
8.310 |
1.602 |
16.5% |
0.152 |
1.6% |
88% |
False |
False |
753 |
| 120 |
9.912 |
8.270 |
1.642 |
16.9% |
0.146 |
1.5% |
88% |
False |
False |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.237 |
|
2.618 |
10.048 |
|
1.618 |
9.932 |
|
1.000 |
9.860 |
|
0.618 |
9.816 |
|
HIGH |
9.744 |
|
0.618 |
9.700 |
|
0.500 |
9.686 |
|
0.382 |
9.672 |
|
LOW |
9.628 |
|
0.618 |
9.556 |
|
1.000 |
9.512 |
|
1.618 |
9.440 |
|
2.618 |
9.324 |
|
4.250 |
9.135 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.703 |
9.770 |
| PP |
9.695 |
9.751 |
| S1 |
9.686 |
9.731 |
|