NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.710 |
9.650 |
-0.060 |
-0.6% |
9.684 |
| High |
9.710 |
9.710 |
0.000 |
0.0% |
9.912 |
| Low |
9.665 |
9.640 |
-0.025 |
-0.3% |
9.565 |
| Close |
9.664 |
9.646 |
-0.018 |
-0.2% |
9.719 |
| Range |
0.045 |
0.070 |
0.025 |
55.6% |
0.347 |
| ATR |
0.147 |
0.141 |
-0.005 |
-3.7% |
0.000 |
| Volume |
440 |
799 |
359 |
81.6% |
3,113 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.875 |
9.831 |
9.685 |
|
| R3 |
9.805 |
9.761 |
9.665 |
|
| R2 |
9.735 |
9.735 |
9.659 |
|
| R1 |
9.691 |
9.691 |
9.652 |
9.678 |
| PP |
9.665 |
9.665 |
9.665 |
9.659 |
| S1 |
9.621 |
9.621 |
9.640 |
9.608 |
| S2 |
9.595 |
9.595 |
9.633 |
|
| S3 |
9.525 |
9.551 |
9.627 |
|
| S4 |
9.455 |
9.481 |
9.608 |
|
|
| 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 |
9.628 |
0.284 |
2.9% |
0.138 |
1.4% |
6% |
False |
False |
770 |
| 10 |
9.912 |
9.465 |
0.447 |
4.6% |
0.128 |
1.3% |
40% |
False |
False |
774 |
| 20 |
9.912 |
9.402 |
0.510 |
5.3% |
0.133 |
1.4% |
48% |
False |
False |
871 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.144 |
1.5% |
62% |
False |
False |
914 |
| 60 |
9.912 |
8.839 |
1.073 |
11.1% |
0.136 |
1.4% |
75% |
False |
False |
813 |
| 80 |
9.912 |
8.830 |
1.082 |
11.2% |
0.145 |
1.5% |
75% |
False |
False |
782 |
| 100 |
9.912 |
8.310 |
1.602 |
16.6% |
0.150 |
1.6% |
83% |
False |
False |
761 |
| 120 |
9.912 |
8.270 |
1.642 |
17.0% |
0.145 |
1.5% |
84% |
False |
False |
708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.008 |
|
2.618 |
9.893 |
|
1.618 |
9.823 |
|
1.000 |
9.780 |
|
0.618 |
9.753 |
|
HIGH |
9.710 |
|
0.618 |
9.683 |
|
0.500 |
9.675 |
|
0.382 |
9.667 |
|
LOW |
9.640 |
|
0.618 |
9.597 |
|
1.000 |
9.570 |
|
1.618 |
9.527 |
|
2.618 |
9.457 |
|
4.250 |
9.343 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.675 |
9.686 |
| PP |
9.665 |
9.673 |
| S1 |
9.656 |
9.659 |
|