NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.650 |
9.640 |
-0.010 |
-0.1% |
9.684 |
| High |
9.710 |
9.700 |
-0.010 |
-0.1% |
9.912 |
| Low |
9.640 |
9.554 |
-0.086 |
-0.9% |
9.565 |
| Close |
9.646 |
9.575 |
-0.071 |
-0.7% |
9.719 |
| Range |
0.070 |
0.146 |
0.076 |
108.6% |
0.347 |
| ATR |
0.141 |
0.142 |
0.000 |
0.2% |
0.000 |
| Volume |
799 |
1,267 |
468 |
58.6% |
3,113 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.048 |
9.957 |
9.655 |
|
| R3 |
9.902 |
9.811 |
9.615 |
|
| R2 |
9.756 |
9.756 |
9.602 |
|
| R1 |
9.665 |
9.665 |
9.588 |
9.638 |
| PP |
9.610 |
9.610 |
9.610 |
9.596 |
| S1 |
9.519 |
9.519 |
9.562 |
9.492 |
| S2 |
9.464 |
9.464 |
9.548 |
|
| S3 |
9.318 |
9.373 |
9.535 |
|
| S4 |
9.172 |
9.227 |
9.495 |
|
|
| 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 |
9.554 |
0.358 |
3.7% |
0.121 |
1.3% |
6% |
False |
True |
959 |
| 10 |
9.912 |
9.465 |
0.447 |
4.7% |
0.134 |
1.4% |
25% |
False |
False |
755 |
| 20 |
9.912 |
9.407 |
0.505 |
5.3% |
0.133 |
1.4% |
33% |
False |
False |
895 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.144 |
1.5% |
52% |
False |
False |
917 |
| 60 |
9.912 |
8.839 |
1.073 |
11.2% |
0.137 |
1.4% |
69% |
False |
False |
821 |
| 80 |
9.912 |
8.830 |
1.082 |
11.3% |
0.145 |
1.5% |
69% |
False |
False |
794 |
| 100 |
9.912 |
8.310 |
1.602 |
16.7% |
0.150 |
1.6% |
79% |
False |
False |
770 |
| 120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.146 |
1.5% |
79% |
False |
False |
717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.321 |
|
2.618 |
10.082 |
|
1.618 |
9.936 |
|
1.000 |
9.846 |
|
0.618 |
9.790 |
|
HIGH |
9.700 |
|
0.618 |
9.644 |
|
0.500 |
9.627 |
|
0.382 |
9.610 |
|
LOW |
9.554 |
|
0.618 |
9.464 |
|
1.000 |
9.408 |
|
1.618 |
9.318 |
|
2.618 |
9.172 |
|
4.250 |
8.934 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.627 |
9.632 |
| PP |
9.610 |
9.613 |
| S1 |
9.592 |
9.594 |
|