NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 8.947 8.920 -0.027 -0.3% 8.873
High 9.015 8.980 -0.035 -0.4% 8.985
Low 8.935 8.905 -0.030 -0.3% 8.743
Close 8.970 9.010 0.040 0.4% 8.988
Range 0.080 0.075 -0.005 -6.3% 0.242
ATR 0.156 0.150 -0.006 -3.7% 0.000
Volume 866 1,950 1,084 125.2% 4,887
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 9.190 9.175 9.051
R3 9.115 9.100 9.031
R2 9.040 9.040 9.024
R1 9.025 9.025 9.017 9.033
PP 8.965 8.965 8.965 8.969
S1 8.950 8.950 9.003 8.958
S2 8.890 8.890 8.996
S3 8.815 8.875 8.989
S4 8.740 8.800 8.969
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 9.631 9.552 9.121
R3 9.389 9.310 9.055
R2 9.147 9.147 9.032
R1 9.068 9.068 9.010 9.108
PP 8.905 8.905 8.905 8.925
S1 8.826 8.826 8.966 8.866
S2 8.663 8.663 8.944
S3 8.421 8.584 8.921
S4 8.179 8.342 8.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.110 8.789 0.321 3.6% 0.103 1.1% 69% False False 1,142
10 9.120 8.650 0.470 5.2% 0.135 1.5% 77% False False 1,259
20 9.120 8.577 0.543 6.0% 0.146 1.6% 80% False False 1,344
40 9.135 8.280 0.855 9.5% 0.146 1.6% 85% False False 1,184
60 9.135 8.190 0.945 10.5% 0.140 1.6% 87% False False 971
80 9.135 7.983 1.152 12.8% 0.148 1.6% 89% False False 882
100 9.135 7.637 1.498 16.6% 0.150 1.7% 92% False False 787
120 9.135 7.637 1.498 16.6% 0.141 1.6% 92% False False 731
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.299
2.618 9.176
1.618 9.101
1.000 9.055
0.618 9.026
HIGH 8.980
0.618 8.951
0.500 8.943
0.382 8.934
LOW 8.905
0.618 8.859
1.000 8.830
1.618 8.784
2.618 8.709
4.250 8.586
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 8.988 9.009
PP 8.965 9.008
S1 8.943 9.008

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

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