NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 8.906 8.983 0.077 0.9% 8.801
High 8.937 9.185 0.248 2.8% 8.960
Low 8.840 8.950 0.110 1.2% 8.690
Close 8.903 9.177 0.274 3.1% 8.903
Range 0.097 0.235 0.138 142.3% 0.270
ATR 0.146 0.156 0.010 6.7% 0.000
Volume 677 586 -91 -13.4% 5,865
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.809 9.728 9.306
R3 9.574 9.493 9.242
R2 9.339 9.339 9.220
R1 9.258 9.258 9.199 9.299
PP 9.104 9.104 9.104 9.124
S1 9.023 9.023 9.155 9.064
S2 8.869 8.869 9.134
S3 8.634 8.788 9.112
S4 8.399 8.553 9.048
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.661 9.552 9.052
R3 9.391 9.282 8.977
R2 9.121 9.121 8.953
R1 9.012 9.012 8.928 9.067
PP 8.851 8.851 8.851 8.878
S1 8.742 8.742 8.878 8.797
S2 8.581 8.581 8.854
S3 8.311 8.472 8.829
S4 8.041 8.202 8.755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.185 8.690 0.495 5.4% 0.146 1.6% 98% True False 1,290
10 9.185 8.690 0.495 5.4% 0.131 1.4% 98% True False 1,308
20 9.290 8.690 0.600 6.5% 0.130 1.4% 81% False False 1,261
40 9.290 8.577 0.713 7.8% 0.144 1.6% 84% False False 1,339
60 9.290 8.190 1.100 12.0% 0.143 1.6% 90% False False 1,136
80 9.290 8.190 1.100 12.0% 0.142 1.6% 90% False False 998
100 9.290 7.637 1.653 18.0% 0.152 1.7% 93% False False 931
120 9.290 7.637 1.653 18.0% 0.147 1.6% 93% False False 820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10.184
2.618 9.800
1.618 9.565
1.000 9.420
0.618 9.330
HIGH 9.185
0.618 9.095
0.500 9.068
0.382 9.040
LOW 8.950
0.618 8.805
1.000 8.715
1.618 8.570
2.618 8.335
4.250 7.951
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 9.141 9.122
PP 9.104 9.067
S1 9.068 9.013

These figures are updated between 7pm and 10pm EST after a trading day.

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