NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 8.720 8.739 0.019 0.2% 8.983
High 8.790 8.806 0.016 0.2% 9.185
Low 8.688 8.708 0.020 0.2% 8.750
Close 8.727 8.804 0.077 0.9% 8.757
Range 0.102 0.098 -0.004 -3.9% 0.435
ATR 0.154 0.150 -0.004 -2.6% 0.000
Volume 1,740 2,479 739 42.5% 7,830
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.067 9.033 8.858
R3 8.969 8.935 8.831
R2 8.871 8.871 8.822
R1 8.837 8.837 8.813 8.854
PP 8.773 8.773 8.773 8.781
S1 8.739 8.739 8.795 8.756
S2 8.675 8.675 8.786
S3 8.577 8.641 8.777
S4 8.479 8.543 8.750
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% 0.132 1.5% 25% False False 2,007
10 9.185 8.688 0.497 5.6% 0.136 1.5% 23% False False 1,638
20 9.290 8.688 0.602 6.8% 0.135 1.5% 19% False False 1,546
40 9.290 8.577 0.713 8.1% 0.142 1.6% 32% False False 1,422
60 9.290 8.190 1.100 12.5% 0.142 1.6% 56% False False 1,263
80 9.290 8.190 1.100 12.5% 0.141 1.6% 56% False False 1,101
100 9.290 7.983 1.307 14.8% 0.148 1.7% 63% False False 1,003
120 9.290 7.637 1.653 18.8% 0.147 1.7% 71% False False 893
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.223
2.618 9.063
1.618 8.965
1.000 8.904
0.618 8.867
HIGH 8.806
0.618 8.769
0.500 8.757
0.382 8.745
LOW 8.708
0.618 8.647
1.000 8.610
1.618 8.549
2.618 8.451
4.250 8.292
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 8.788 8.791
PP 8.773 8.777
S1 8.757 8.764

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

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