NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 8.960 8.906 -0.054 -0.6% 8.801
High 8.960 8.937 -0.023 -0.3% 8.960
Low 8.840 8.840 0.000 0.0% 8.690
Close 8.925 8.903 -0.022 -0.2% 8.903
Range 0.120 0.097 -0.023 -19.2% 0.270
ATR 0.150 0.146 -0.004 -2.5% 0.000
Volume 2,854 677 -2,177 -76.3% 5,865
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.184 9.141 8.956
R3 9.087 9.044 8.930
R2 8.990 8.990 8.921
R1 8.947 8.947 8.912 8.920
PP 8.893 8.893 8.893 8.880
S1 8.850 8.850 8.894 8.823
S2 8.796 8.796 8.885
S3 8.699 8.753 8.876
S4 8.602 8.656 8.850
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 8.960 8.690 0.270 3.0% 0.136 1.5% 79% False False 1,440
10 9.290 8.690 0.600 6.7% 0.132 1.5% 36% False False 1,398
20 9.290 8.690 0.600 6.7% 0.126 1.4% 36% False False 1,352
40 9.290 8.577 0.713 8.0% 0.143 1.6% 46% False False 1,358
60 9.290 8.190 1.100 12.4% 0.141 1.6% 65% False False 1,137
80 9.290 8.190 1.100 12.4% 0.141 1.6% 65% False False 1,005
100 9.290 7.637 1.653 18.6% 0.150 1.7% 77% False False 927
120 9.290 7.637 1.653 18.6% 0.145 1.6% 77% False False 819
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.349
2.618 9.191
1.618 9.094
1.000 9.034
0.618 8.997
HIGH 8.937
0.618 8.900
0.500 8.889
0.382 8.877
LOW 8.840
0.618 8.780
1.000 8.743
1.618 8.683
2.618 8.586
4.250 8.428
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 8.898 8.900
PP 8.893 8.896
S1 8.889 8.893

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

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