NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 8.995 8.842 -0.153 -1.7% 8.720
High 8.995 8.842 -0.153 -1.7% 9.100
Low 8.830 8.684 -0.146 -1.7% 8.688
Close 8.839 8.681 -0.158 -1.8% 9.031
Range 0.165 0.158 -0.007 -4.2% 0.412
ATR 0.154 0.155 0.000 0.2% 0.000
Volume 2,304 1,955 -349 -15.1% 13,758
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.210 9.103 8.768
R3 9.052 8.945 8.724
R2 8.894 8.894 8.710
R1 8.787 8.787 8.695 8.762
PP 8.736 8.736 8.736 8.723
S1 8.629 8.629 8.667 8.604
S2 8.578 8.578 8.652
S3 8.420 8.471 8.638
S4 8.262 8.313 8.594
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 8.684 0.416 4.8% 0.150 1.7% -1% False True 2,759
10 9.153 8.684 0.469 5.4% 0.141 1.6% -1% False True 2,383
20 9.185 8.684 0.501 5.8% 0.137 1.6% -1% False True 1,784
40 9.290 8.650 0.640 7.4% 0.143 1.6% 5% False False 1,649
60 9.290 8.577 0.713 8.2% 0.144 1.7% 15% False False 1,464
80 9.290 8.190 1.100 12.7% 0.141 1.6% 45% False False 1,225
100 9.290 8.120 1.170 13.5% 0.146 1.7% 48% False False 1,111
120 9.290 7.637 1.653 19.0% 0.149 1.7% 63% False False 1,001
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.514
2.618 9.256
1.618 9.098
1.000 9.000
0.618 8.940
HIGH 8.842
0.618 8.782
0.500 8.763
0.382 8.744
LOW 8.684
0.618 8.586
1.000 8.526
1.618 8.428
2.618 8.270
4.250 8.013
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 8.763 8.892
PP 8.736 8.822
S1 8.708 8.751

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

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