NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.530 |
9.545 |
0.015 |
0.2% |
9.675 |
| High |
9.550 |
9.627 |
0.077 |
0.8% |
9.744 |
| Low |
9.424 |
9.506 |
0.082 |
0.9% |
9.420 |
| Close |
9.464 |
9.603 |
0.139 |
1.5% |
9.549 |
| Range |
0.126 |
0.121 |
-0.005 |
-4.0% |
0.324 |
| ATR |
0.142 |
0.144 |
0.001 |
1.0% |
0.000 |
| Volume |
2,131 |
671 |
-1,460 |
-68.5% |
4,532 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.942 |
9.893 |
9.670 |
|
| R3 |
9.821 |
9.772 |
9.636 |
|
| R2 |
9.700 |
9.700 |
9.625 |
|
| R1 |
9.651 |
9.651 |
9.614 |
9.676 |
| PP |
9.579 |
9.579 |
9.579 |
9.591 |
| S1 |
9.530 |
9.530 |
9.592 |
9.555 |
| S2 |
9.458 |
9.458 |
9.581 |
|
| S3 |
9.337 |
9.409 |
9.570 |
|
| S4 |
9.216 |
9.288 |
9.536 |
|
|
| 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 |
3.0% |
0.127 |
1.3% |
63% |
False |
False |
1,116 |
| 10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.136 |
1.4% |
37% |
False |
False |
935 |
| 20 |
9.912 |
9.420 |
0.492 |
5.1% |
0.131 |
1.4% |
37% |
False |
False |
939 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.145 |
1.5% |
56% |
False |
False |
933 |
| 60 |
9.912 |
8.839 |
1.073 |
11.2% |
0.139 |
1.4% |
71% |
False |
False |
845 |
| 80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.141 |
1.5% |
71% |
False |
False |
814 |
| 100 |
9.912 |
8.320 |
1.592 |
16.6% |
0.150 |
1.6% |
81% |
False |
False |
790 |
| 120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.145 |
1.5% |
81% |
False |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.141 |
|
2.618 |
9.944 |
|
1.618 |
9.823 |
|
1.000 |
9.748 |
|
0.618 |
9.702 |
|
HIGH |
9.627 |
|
0.618 |
9.581 |
|
0.500 |
9.567 |
|
0.382 |
9.552 |
|
LOW |
9.506 |
|
0.618 |
9.431 |
|
1.000 |
9.385 |
|
1.618 |
9.310 |
|
2.618 |
9.189 |
|
4.250 |
8.992 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.591 |
9.577 |
| PP |
9.579 |
9.550 |
| S1 |
9.567 |
9.524 |
|