NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 8.804 8.779 -0.025 -0.3% 8.983
High 8.865 8.925 0.060 0.7% 9.185
Low 8.747 8.775 0.028 0.3% 8.750
Close 8.760 8.921 0.161 1.8% 8.757
Range 0.118 0.150 0.032 27.1% 0.435
ATR 0.147 0.149 0.001 0.9% 0.000
Volume 2,481 4,589 2,108 85.0% 7,830
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.324 9.272 9.004
R3 9.174 9.122 8.962
R2 9.024 9.024 8.949
R1 8.972 8.972 8.935 8.998
PP 8.874 8.874 8.874 8.887
S1 8.822 8.822 8.907 8.848
S2 8.724 8.724 8.894
S3 8.574 8.672 8.880
S4 8.424 8.522 8.839
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 8.925 8.688 0.237 2.7% 0.112 1.3% 98% True False 2,916
10 9.185 8.688 0.497 5.6% 0.138 1.6% 47% False False 1,979
20 9.290 8.688 0.602 6.7% 0.141 1.6% 39% False False 1,759
40 9.290 8.577 0.713 8.0% 0.143 1.6% 48% False False 1,551
60 9.290 8.280 1.010 11.3% 0.145 1.6% 63% False False 1,376
80 9.290 8.190 1.100 12.3% 0.140 1.6% 66% False False 1,168
100 9.290 7.983 1.307 14.7% 0.147 1.6% 72% False False 1,057
120 9.290 7.637 1.653 18.5% 0.148 1.7% 78% False False 949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.563
2.618 9.318
1.618 9.168
1.000 9.075
0.618 9.018
HIGH 8.925
0.618 8.868
0.500 8.850
0.382 8.832
LOW 8.775
0.618 8.682
1.000 8.625
1.618 8.532
2.618 8.382
4.250 8.138
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 8.897 8.886
PP 8.874 8.851
S1 8.850 8.817

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

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