NYMEX Natural Gas Future November 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 8.865 8.960 0.095 1.1% 9.042
High 8.953 8.960 0.007 0.1% 9.090
Low 8.825 8.840 0.015 0.2% 8.718
Close 8.928 8.925 -0.003 0.0% 8.849
Range 0.128 0.120 -0.008 -6.3% 0.372
ATR 0.152 0.150 -0.002 -1.5% 0.000
Volume 801 2,854 2,053 256.3% 6,636
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 9.268 9.217 8.991
R3 9.148 9.097 8.958
R2 9.028 9.028 8.947
R1 8.977 8.977 8.936 8.943
PP 8.908 8.908 8.908 8.891
S1 8.857 8.857 8.914 8.823
S2 8.788 8.788 8.903
S3 8.668 8.737 8.892
S4 8.548 8.617 8.859
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 8.984 8.690 0.294 3.3% 0.141 1.6% 80% False False 1,556
10 9.290 8.690 0.600 6.7% 0.144 1.6% 39% False False 1,539
20 9.290 8.650 0.640 7.2% 0.139 1.6% 43% False False 1,399
40 9.290 8.577 0.713 8.0% 0.144 1.6% 49% False False 1,353
60 9.290 8.190 1.100 12.3% 0.141 1.6% 67% False False 1,131
80 9.290 8.190 1.100 12.3% 0.142 1.6% 67% False False 1,002
100 9.290 7.637 1.653 18.5% 0.151 1.7% 78% False False 923
120 9.290 7.637 1.653 18.5% 0.145 1.6% 78% False False 814
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.470
2.618 9.274
1.618 9.154
1.000 9.080
0.618 9.034
HIGH 8.960
0.618 8.914
0.500 8.900
0.382 8.886
LOW 8.840
0.618 8.766
1.000 8.720
1.618 8.646
2.618 8.526
4.250 8.330
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 8.917 8.892
PP 8.908 8.858
S1 8.900 8.825

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

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