NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 9.900 9.675 -0.225 -2.3% 9.684
High 9.912 9.744 -0.168 -1.7% 9.912
Low 9.685 9.628 -0.057 -0.6% 9.565
Close 9.719 9.712 -0.007 -0.1% 9.719
Range 0.227 0.116 -0.111 -48.9% 0.347
ATR 0.157 0.154 -0.003 -1.9% 0.000
Volume 981 1,310 329 33.5% 3,113
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 10.043 9.993 9.776
R3 9.927 9.877 9.744
R2 9.811 9.811 9.733
R1 9.761 9.761 9.723 9.786
PP 9.695 9.695 9.695 9.707
S1 9.645 9.645 9.701 9.670
S2 9.579 9.579 9.691
S3 9.463 9.529 9.680
S4 9.347 9.413 9.648
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 10.773 10.593 9.910
R3 10.426 10.246 9.814
R2 10.079 10.079 9.783
R1 9.899 9.899 9.751 9.989
PP 9.732 9.732 9.732 9.777
S1 9.552 9.552 9.687 9.642
S2 9.385 9.385 9.655
S3 9.038 9.205 9.624
S4 8.691 8.858 9.528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.912 9.565 0.347 3.6% 0.155 1.6% 42% False False 763
10 9.912 9.420 0.492 5.1% 0.135 1.4% 59% False False 804
20 9.912 9.402 0.510 5.3% 0.140 1.4% 61% False False 901
40 9.912 9.207 0.705 7.3% 0.150 1.5% 72% False False 922
60 9.912 8.839 1.073 11.0% 0.141 1.4% 81% False False 804
80 9.912 8.685 1.227 12.6% 0.150 1.5% 84% False False 772
100 9.912 8.310 1.602 16.5% 0.152 1.6% 88% False False 753
120 9.912 8.270 1.642 16.9% 0.146 1.5% 88% False False 702
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10.237
2.618 10.048
1.618 9.932
1.000 9.860
0.618 9.816
HIGH 9.744
0.618 9.700
0.500 9.686
0.382 9.672
LOW 9.628
0.618 9.556
1.000 9.512
1.618 9.440
2.618 9.324
4.250 9.135
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 9.703 9.770
PP 9.695 9.751
S1 9.686 9.731

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

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