NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.572 |
9.530 |
-0.042 |
-0.4% |
9.675 |
| High |
9.590 |
9.550 |
-0.040 |
-0.4% |
9.744 |
| Low |
9.420 |
9.424 |
0.004 |
0.0% |
9.420 |
| Close |
9.549 |
9.464 |
-0.085 |
-0.9% |
9.549 |
| Range |
0.170 |
0.126 |
-0.044 |
-25.9% |
0.324 |
| ATR |
0.144 |
0.142 |
-0.001 |
-0.9% |
0.000 |
| Volume |
716 |
2,131 |
1,415 |
197.6% |
4,532 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.857 |
9.787 |
9.533 |
|
| R3 |
9.731 |
9.661 |
9.499 |
|
| R2 |
9.605 |
9.605 |
9.487 |
|
| R1 |
9.535 |
9.535 |
9.476 |
9.507 |
| PP |
9.479 |
9.479 |
9.479 |
9.466 |
| S1 |
9.409 |
9.409 |
9.452 |
9.381 |
| S2 |
9.353 |
9.353 |
9.441 |
|
| S3 |
9.227 |
9.283 |
9.429 |
|
| S4 |
9.101 |
9.157 |
9.395 |
|
|
| 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 |
9.710 |
9.420 |
0.290 |
3.1% |
0.111 |
1.2% |
15% |
False |
False |
1,070 |
| 10 |
9.912 |
9.420 |
0.492 |
5.2% |
0.133 |
1.4% |
9% |
False |
False |
917 |
| 20 |
9.912 |
9.420 |
0.492 |
5.2% |
0.131 |
1.4% |
9% |
False |
False |
934 |
| 40 |
9.912 |
9.207 |
0.705 |
7.4% |
0.146 |
1.5% |
36% |
False |
False |
931 |
| 60 |
9.912 |
8.839 |
1.073 |
11.3% |
0.138 |
1.5% |
58% |
False |
False |
843 |
| 80 |
9.912 |
8.839 |
1.073 |
11.3% |
0.142 |
1.5% |
58% |
False |
False |
807 |
| 100 |
9.912 |
8.310 |
1.602 |
16.9% |
0.150 |
1.6% |
72% |
False |
False |
786 |
| 120 |
9.912 |
8.270 |
1.642 |
17.3% |
0.145 |
1.5% |
73% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.086 |
|
2.618 |
9.880 |
|
1.618 |
9.754 |
|
1.000 |
9.676 |
|
0.618 |
9.628 |
|
HIGH |
9.550 |
|
0.618 |
9.502 |
|
0.500 |
9.487 |
|
0.382 |
9.472 |
|
LOW |
9.424 |
|
0.618 |
9.346 |
|
1.000 |
9.298 |
|
1.618 |
9.220 |
|
2.618 |
9.094 |
|
4.250 |
8.889 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.487 |
9.560 |
| PP |
9.479 |
9.528 |
| S1 |
9.472 |
9.496 |
|