NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 8.993 8.995 0.002 0.0% 8.720
High 9.100 8.995 -0.105 -1.2% 9.100
Low 8.943 8.830 -0.113 -1.3% 8.688
Close 9.031 8.839 -0.192 -2.1% 9.031
Range 0.157 0.165 0.008 5.1% 0.412
ATR 0.151 0.154 0.004 2.4% 0.000
Volume 2,469 2,304 -165 -6.7% 13,758
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.383 9.276 8.930
R3 9.218 9.111 8.884
R2 9.053 9.053 8.869
R1 8.946 8.946 8.854 8.917
PP 8.888 8.888 8.888 8.874
S1 8.781 8.781 8.824 8.752
S2 8.723 8.723 8.809
S3 8.558 8.616 8.794
S4 8.393 8.451 8.748
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.176 10.015 9.258
R3 9.764 9.603 9.144
R2 9.352 9.352 9.107
R1 9.191 9.191 9.069 9.272
PP 8.940 8.940 8.940 8.980
S1 8.779 8.779 8.993 8.860
S2 8.528 8.528 8.955
S3 8.116 8.367 8.918
S4 7.704 7.955 8.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.100 8.708 0.392 4.4% 0.138 1.6% 33% False False 2,864
10 9.153 8.688 0.465 5.3% 0.137 1.6% 32% False False 2,330
20 9.185 8.688 0.497 5.6% 0.134 1.5% 30% False False 1,819
40 9.290 8.577 0.713 8.1% 0.145 1.6% 37% False False 1,621
60 9.290 8.577 0.713 8.1% 0.143 1.6% 37% False False 1,447
80 9.290 8.190 1.100 12.4% 0.140 1.6% 59% False False 1,206
100 9.290 8.020 1.270 14.4% 0.147 1.7% 64% False False 1,095
120 9.290 7.637 1.653 18.7% 0.148 1.7% 73% False False 986
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 0.028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.696
2.618 9.427
1.618 9.262
1.000 9.160
0.618 9.097
HIGH 8.995
0.618 8.932
0.500 8.913
0.382 8.893
LOW 8.830
0.618 8.728
1.000 8.665
1.618 8.563
2.618 8.398
4.250 8.129
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 8.913 8.938
PP 8.888 8.905
S1 8.864 8.872

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

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