NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 8.890 8.801 -0.089 -1.0% 9.042
High 8.904 8.840 -0.064 -0.7% 9.090
Low 8.718 8.690 -0.028 -0.3% 8.718
Close 8.849 8.764 -0.085 -1.0% 8.849
Range 0.186 0.150 -0.036 -19.4% 0.372
ATR 0.148 0.149 0.001 0.5% 0.000
Volume 1,338 1,533 195 14.6% 6,636
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 9.215 9.139 8.847
R3 9.065 8.989 8.805
R2 8.915 8.915 8.792
R1 8.839 8.839 8.778 8.802
PP 8.765 8.765 8.765 8.746
S1 8.689 8.689 8.750 8.652
S2 8.615 8.615 8.737
S3 8.465 8.539 8.723
S4 8.315 8.389 8.682
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 10.002 9.797 9.054
R3 9.630 9.425 8.951
R2 9.258 9.258 8.917
R1 9.053 9.053 8.883 8.970
PP 8.886 8.886 8.886 8.844
S1 8.681 8.681 8.815 8.598
S2 8.514 8.514 8.781
S3 8.142 8.309 8.747
S4 7.770 7.937 8.644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.090 8.690 0.400 4.6% 0.124 1.4% 19% False True 1,103
10 9.290 8.690 0.600 6.8% 0.134 1.5% 12% False True 1,455
20 9.290 8.650 0.640 7.3% 0.138 1.6% 18% False False 1,444
40 9.290 8.577 0.713 8.1% 0.147 1.7% 26% False False 1,295
60 9.290 8.190 1.100 12.6% 0.140 1.6% 52% False False 1,077
80 9.290 8.190 1.100 12.6% 0.143 1.6% 52% False False 966
100 9.290 7.637 1.653 18.9% 0.150 1.7% 68% False False 889
120 9.290 7.637 1.653 18.9% 0.145 1.6% 68% False False 790
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.478
2.618 9.233
1.618 9.083
1.000 8.990
0.618 8.933
HIGH 8.840
0.618 8.783
0.500 8.765
0.382 8.747
LOW 8.690
0.618 8.597
1.000 8.540
1.618 8.447
2.618 8.297
4.250 8.053
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 8.765 8.837
PP 8.765 8.813
S1 8.764 8.788

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

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