NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 9.684 9.574 -0.110 -1.1% 9.546
High 9.760 9.668 -0.092 -0.9% 9.660
Low 9.650 9.574 -0.076 -0.8% 9.420
Close 9.663 9.625 -0.038 -0.4% 9.638
Range 0.110 0.094 -0.016 -14.5% 0.240
ATR 0.153 0.149 -0.004 -2.8% 0.000
Volume 604 485 -119 -19.7% 4,313
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 9.904 9.859 9.677
R3 9.810 9.765 9.651
R2 9.716 9.716 9.642
R1 9.671 9.671 9.634 9.694
PP 9.622 9.622 9.622 9.634
S1 9.577 9.577 9.616 9.600
S2 9.528 9.528 9.608
S3 9.434 9.483 9.599
S4 9.340 9.389 9.573
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 10.293 10.205 9.770
R3 10.053 9.965 9.704
R2 9.813 9.813 9.682
R1 9.725 9.725 9.660 9.769
PP 9.573 9.573 9.573 9.595
S1 9.485 9.485 9.616 9.529
S2 9.333 9.333 9.594
S3 9.093 9.245 9.572
S4 8.853 9.005 9.506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.760 9.420 0.340 3.5% 0.119 1.2% 60% False False 776
10 9.760 9.420 0.340 3.5% 0.125 1.3% 60% False False 942
20 9.760 9.207 0.553 5.7% 0.141 1.5% 76% False False 833
40 9.760 8.908 0.852 8.9% 0.146 1.5% 84% False False 883
60 9.760 8.839 0.921 9.6% 0.140 1.5% 85% False False 776
80 9.760 8.465 1.295 13.5% 0.150 1.6% 90% False False 773
100 9.760 8.270 1.490 15.5% 0.150 1.6% 91% False False 734
120 9.760 8.270 1.490 15.5% 0.143 1.5% 91% False False 700
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10.068
2.618 9.914
1.618 9.820
1.000 9.762
0.618 9.726
HIGH 9.668
0.618 9.632
0.500 9.621
0.382 9.610
LOW 9.574
0.618 9.516
1.000 9.480
1.618 9.422
2.618 9.328
4.250 9.175
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 9.624 9.621
PP 9.622 9.617
S1 9.621 9.613

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

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