NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 9.105 9.100 -0.005 -0.1% 8.801
High 9.153 9.117 -0.036 -0.4% 8.960
Low 9.030 8.870 -0.160 -1.8% 8.690
Close 9.086 8.882 -0.204 -2.2% 8.903
Range 0.123 0.247 0.124 100.8% 0.270
ATR 0.153 0.160 0.007 4.4% 0.000
Volume 1,025 1,496 471 46.0% 5,865
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.697 9.537 9.018
R3 9.450 9.290 8.950
R2 9.203 9.203 8.927
R1 9.043 9.043 8.905 9.000
PP 8.956 8.956 8.956 8.935
S1 8.796 8.796 8.859 8.753
S2 8.709 8.709 8.837
S3 8.462 8.549 8.814
S4 8.215 8.302 8.746
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 9.185 8.840 0.345 3.9% 0.165 1.9% 12% False False 1,042
10 9.185 8.690 0.495 5.6% 0.153 1.7% 39% False False 1,299
20 9.290 8.690 0.600 6.8% 0.139 1.6% 32% False False 1,315
40 9.290 8.577 0.713 8.0% 0.146 1.6% 43% False False 1,328
60 9.290 8.190 1.100 12.4% 0.142 1.6% 63% False False 1,161
80 9.290 8.190 1.100 12.4% 0.142 1.6% 63% False False 1,023
100 9.290 7.637 1.653 18.6% 0.151 1.7% 75% False False 945
120 9.290 7.637 1.653 18.6% 0.148 1.7% 75% False False 840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 10.167
2.618 9.764
1.618 9.517
1.000 9.364
0.618 9.270
HIGH 9.117
0.618 9.023
0.500 8.994
0.382 8.964
LOW 8.870
0.618 8.717
1.000 8.623
1.618 8.470
2.618 8.223
4.250 7.820
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 8.994 9.012
PP 8.956 8.968
S1 8.919 8.925

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

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