NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 8.835 8.720 -0.115 -1.3% 8.983
High 8.840 8.790 -0.050 -0.6% 9.185
Low 8.750 8.688 -0.062 -0.7% 8.750
Close 8.757 8.727 -0.030 -0.3% 8.757
Range 0.090 0.102 0.012 13.3% 0.435
ATR 0.158 0.154 -0.004 -2.5% 0.000
Volume 3,295 1,740 -1,555 -47.2% 7,830
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.041 8.986 8.783
R3 8.939 8.884 8.755
R2 8.837 8.837 8.746
R1 8.782 8.782 8.736 8.810
PP 8.735 8.735 8.735 8.749
S1 8.680 8.680 8.718 8.708
S2 8.633 8.633 8.708
S3 8.531 8.578 8.699
S4 8.429 8.476 8.671
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.202 9.915 8.996
R3 9.767 9.480 8.877
R2 9.332 9.332 8.837
R1 9.045 9.045 8.797 8.971
PP 8.897 8.897 8.897 8.861
S1 8.610 8.610 8.717 8.536
S2 8.462 8.462 8.677
S3 8.027 8.175 8.637
S4 7.592 7.740 8.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.153 8.688 0.465 5.3% 0.137 1.6% 8% False True 1,796
10 9.185 8.688 0.497 5.7% 0.142 1.6% 8% False True 1,543
20 9.290 8.688 0.602 6.9% 0.135 1.5% 6% False True 1,466
40 9.290 8.577 0.713 8.2% 0.144 1.7% 21% False False 1,376
60 9.290 8.190 1.100 12.6% 0.141 1.6% 49% False False 1,231
80 9.290 8.190 1.100 12.6% 0.141 1.6% 49% False False 1,081
100 9.290 7.832 1.458 16.7% 0.149 1.7% 61% False False 982
120 9.290 7.637 1.653 18.9% 0.148 1.7% 66% False False 878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.224
2.618 9.057
1.618 8.955
1.000 8.892
0.618 8.853
HIGH 8.790
0.618 8.751
0.500 8.739
0.382 8.727
LOW 8.688
0.618 8.625
1.000 8.586
1.618 8.523
2.618 8.421
4.250 8.255
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 8.739 8.903
PP 8.735 8.844
S1 8.731 8.786

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

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