NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.640 |
9.572 |
-0.068 |
-0.7% |
9.675 |
| High |
9.700 |
9.590 |
-0.110 |
-1.1% |
9.744 |
| Low |
9.554 |
9.420 |
-0.134 |
-1.4% |
9.420 |
| Close |
9.575 |
9.549 |
-0.026 |
-0.3% |
9.549 |
| Range |
0.146 |
0.170 |
0.024 |
16.4% |
0.324 |
| ATR |
0.142 |
0.144 |
0.002 |
1.4% |
0.000 |
| Volume |
1,267 |
716 |
-551 |
-43.5% |
4,532 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.030 |
9.959 |
9.643 |
|
| R3 |
9.860 |
9.789 |
9.596 |
|
| R2 |
9.690 |
9.690 |
9.580 |
|
| R1 |
9.619 |
9.619 |
9.565 |
9.570 |
| PP |
9.520 |
9.520 |
9.520 |
9.495 |
| S1 |
9.449 |
9.449 |
9.533 |
9.400 |
| S2 |
9.350 |
9.350 |
9.518 |
|
| S3 |
9.180 |
9.279 |
9.502 |
|
| S4 |
9.010 |
9.109 |
9.456 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.543 |
10.370 |
9.727 |
|
| R3 |
10.219 |
10.046 |
9.638 |
|
| R2 |
9.895 |
9.895 |
9.608 |
|
| R1 |
9.722 |
9.722 |
9.579 |
9.647 |
| PP |
9.571 |
9.571 |
9.571 |
9.533 |
| S1 |
9.398 |
9.398 |
9.519 |
9.323 |
| S2 |
9.247 |
9.247 |
9.490 |
|
| S3 |
8.923 |
9.074 |
9.460 |
|
| S4 |
8.599 |
8.750 |
9.371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.744 |
9.420 |
0.324 |
3.4% |
0.109 |
1.1% |
40% |
False |
True |
906 |
| 10 |
9.912 |
9.420 |
0.492 |
5.2% |
0.132 |
1.4% |
26% |
False |
True |
764 |
| 20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.131 |
1.4% |
26% |
False |
True |
848 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.146 |
1.5% |
49% |
False |
False |
894 |
| 60 |
9.912 |
8.839 |
1.073 |
11.2% |
0.137 |
1.4% |
66% |
False |
False |
826 |
| 80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.143 |
1.5% |
66% |
False |
False |
799 |
| 100 |
9.912 |
8.310 |
1.602 |
16.8% |
0.151 |
1.6% |
77% |
False |
False |
777 |
| 120 |
9.912 |
8.270 |
1.642 |
17.2% |
0.146 |
1.5% |
78% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.313 |
|
2.618 |
10.035 |
|
1.618 |
9.865 |
|
1.000 |
9.760 |
|
0.618 |
9.695 |
|
HIGH |
9.590 |
|
0.618 |
9.525 |
|
0.500 |
9.505 |
|
0.382 |
9.485 |
|
LOW |
9.420 |
|
0.618 |
9.315 |
|
1.000 |
9.250 |
|
1.618 |
9.145 |
|
2.618 |
8.975 |
|
4.250 |
8.698 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.534 |
9.565 |
| PP |
9.520 |
9.560 |
| S1 |
9.505 |
9.554 |
|