NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 8.550 8.365 -0.185 -2.2% 8.995
High 8.557 8.379 -0.178 -2.1% 8.995
Low 8.400 8.150 -0.250 -3.0% 8.150
Close 8.417 8.238 -0.179 -2.1% 8.238
Range 0.157 0.229 0.072 45.9% 0.845
ATR 0.162 0.169 0.008 4.6% 0.000
Volume 4,860 5,828 968 19.9% 18,431
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.943 8.819 8.364
R3 8.714 8.590 8.301
R2 8.485 8.485 8.280
R1 8.361 8.361 8.259 8.309
PP 8.256 8.256 8.256 8.229
S1 8.132 8.132 8.217 8.080
S2 8.027 8.027 8.196
S3 7.798 7.903 8.175
S4 7.569 7.674 8.112
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.996 10.462 8.703
R3 10.151 9.617 8.470
R2 9.306 9.306 8.393
R1 8.772 8.772 8.315 8.617
PP 8.461 8.461 8.461 8.383
S1 7.927 7.927 8.161 7.772
S2 7.616 7.616 8.083
S3 6.771 7.082 8.006
S4 5.926 6.237 7.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.995 8.150 0.845 10.3% 0.194 2.4% 10% False True 3,686
10 9.100 8.150 0.950 11.5% 0.160 1.9% 9% False True 3,218
20 9.185 8.150 1.035 12.6% 0.155 1.9% 9% False True 2,361
40 9.290 8.150 1.140 13.8% 0.149 1.8% 8% False True 1,888
60 9.290 8.150 1.140 13.8% 0.147 1.8% 8% False True 1,648
80 9.290 8.150 1.140 13.8% 0.143 1.7% 8% False True 1,385
100 9.290 8.150 1.140 13.8% 0.146 1.8% 8% False True 1,238
120 9.290 7.637 1.653 20.1% 0.151 1.8% 36% False False 1,114
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.352
2.618 8.979
1.618 8.750
1.000 8.608
0.618 8.521
HIGH 8.379
0.618 8.292
0.500 8.265
0.382 8.237
LOW 8.150
0.618 8.008
1.000 7.921
1.618 7.779
2.618 7.550
4.250 7.177
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 8.265 8.441
PP 8.256 8.373
S1 8.247 8.306

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

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