NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.545 |
9.635 |
0.090 |
0.9% |
9.675 |
| High |
9.627 |
9.635 |
0.008 |
0.1% |
9.744 |
| Low |
9.506 |
9.521 |
0.015 |
0.2% |
9.420 |
| Close |
9.603 |
9.600 |
-0.003 |
0.0% |
9.549 |
| Range |
0.121 |
0.114 |
-0.007 |
-5.8% |
0.324 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.5% |
0.000 |
| Volume |
671 |
1,509 |
838 |
124.9% |
4,532 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.927 |
9.878 |
9.663 |
|
| R3 |
9.813 |
9.764 |
9.631 |
|
| R2 |
9.699 |
9.699 |
9.621 |
|
| R1 |
9.650 |
9.650 |
9.610 |
9.618 |
| PP |
9.585 |
9.585 |
9.585 |
9.569 |
| S1 |
9.536 |
9.536 |
9.590 |
9.504 |
| S2 |
9.471 |
9.471 |
9.579 |
|
| S3 |
9.357 |
9.422 |
9.569 |
|
| S4 |
9.243 |
9.308 |
9.537 |
|
|
| 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 |
9.700 |
9.420 |
0.280 |
2.9% |
0.135 |
1.4% |
64% |
False |
False |
1,258 |
| 10 |
9.912 |
9.420 |
0.492 |
5.1% |
0.137 |
1.4% |
37% |
False |
False |
1,014 |
| 20 |
9.912 |
9.420 |
0.492 |
5.1% |
0.132 |
1.4% |
37% |
False |
False |
967 |
| 40 |
9.912 |
9.207 |
0.705 |
7.3% |
0.144 |
1.5% |
56% |
False |
False |
952 |
| 60 |
9.912 |
8.839 |
1.073 |
11.2% |
0.138 |
1.4% |
71% |
False |
False |
868 |
| 80 |
9.912 |
8.839 |
1.073 |
11.2% |
0.141 |
1.5% |
71% |
False |
False |
828 |
| 100 |
9.912 |
8.320 |
1.592 |
16.6% |
0.151 |
1.6% |
80% |
False |
False |
804 |
| 120 |
9.912 |
8.270 |
1.642 |
17.1% |
0.146 |
1.5% |
81% |
False |
False |
722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.120 |
|
2.618 |
9.933 |
|
1.618 |
9.819 |
|
1.000 |
9.749 |
|
0.618 |
9.705 |
|
HIGH |
9.635 |
|
0.618 |
9.591 |
|
0.500 |
9.578 |
|
0.382 |
9.565 |
|
LOW |
9.521 |
|
0.618 |
9.451 |
|
1.000 |
9.407 |
|
1.618 |
9.337 |
|
2.618 |
9.223 |
|
4.250 |
9.037 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.593 |
9.577 |
| PP |
9.585 |
9.553 |
| S1 |
9.578 |
9.530 |
|