NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.675 |
9.710 |
0.035 |
0.4% |
9.684 |
| High |
9.744 |
9.710 |
-0.034 |
-0.3% |
9.912 |
| Low |
9.628 |
9.665 |
0.037 |
0.4% |
9.565 |
| Close |
9.712 |
9.664 |
-0.048 |
-0.5% |
9.719 |
| Range |
0.116 |
0.045 |
-0.071 |
-61.2% |
0.347 |
| ATR |
0.154 |
0.147 |
-0.008 |
-5.0% |
0.000 |
| Volume |
1,310 |
440 |
-870 |
-66.4% |
3,113 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.815 |
9.784 |
9.689 |
|
| R3 |
9.770 |
9.739 |
9.676 |
|
| R2 |
9.725 |
9.725 |
9.672 |
|
| R1 |
9.694 |
9.694 |
9.668 |
9.687 |
| PP |
9.680 |
9.680 |
9.680 |
9.676 |
| S1 |
9.649 |
9.649 |
9.660 |
9.642 |
| S2 |
9.635 |
9.635 |
9.656 |
|
| S3 |
9.590 |
9.604 |
9.652 |
|
| S4 |
9.545 |
9.559 |
9.639 |
|
|
| 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% |
0.146 |
1.5% |
29% |
False |
False |
754 |
| 10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.132 |
1.4% |
50% |
False |
False |
765 |
| 20 |
9.912 |
9.402 |
0.510 |
5.3% |
0.134 |
1.4% |
51% |
False |
False |
899 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.147 |
1.5% |
65% |
False |
False |
923 |
| 60 |
9.912 |
8.839 |
1.073 |
11.1% |
0.139 |
1.4% |
77% |
False |
False |
807 |
| 80 |
9.912 |
8.697 |
1.215 |
12.6% |
0.148 |
1.5% |
80% |
False |
False |
774 |
| 100 |
9.912 |
8.310 |
1.602 |
16.6% |
0.151 |
1.6% |
85% |
False |
False |
755 |
| 120 |
9.912 |
8.270 |
1.642 |
17.0% |
0.145 |
1.5% |
85% |
False |
False |
705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.901 |
|
2.618 |
9.828 |
|
1.618 |
9.783 |
|
1.000 |
9.755 |
|
0.618 |
9.738 |
|
HIGH |
9.710 |
|
0.618 |
9.693 |
|
0.500 |
9.688 |
|
0.382 |
9.682 |
|
LOW |
9.665 |
|
0.618 |
9.637 |
|
1.000 |
9.620 |
|
1.618 |
9.592 |
|
2.618 |
9.547 |
|
4.250 |
9.474 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.688 |
9.770 |
| PP |
9.680 |
9.735 |
| S1 |
9.672 |
9.699 |
|