NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 9.593 9.650 0.057 0.6% 9.546
High 9.675 9.880 0.205 2.1% 9.660
Low 9.565 9.650 0.085 0.9% 9.420
Close 9.662 9.816 0.154 1.6% 9.638
Range 0.110 0.230 0.120 109.1% 0.240
ATR 0.146 0.152 0.006 4.1% 0.000
Volume 720 323 -397 -55.1% 4,313
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 10.472 10.374 9.943
R3 10.242 10.144 9.879
R2 10.012 10.012 9.858
R1 9.914 9.914 9.837 9.963
PP 9.782 9.782 9.782 9.807
S1 9.684 9.684 9.795 9.733
S2 9.552 9.552 9.774
S3 9.322 9.454 9.753
S4 9.092 9.224 9.690
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 9.880 9.465 0.415 4.2% 0.148 1.5% 85% True False 551
10 9.880 9.420 0.460 4.7% 0.126 1.3% 86% True False 839
20 9.880 9.220 0.660 6.7% 0.142 1.4% 90% True False 834
40 9.880 9.120 0.760 7.7% 0.148 1.5% 92% True False 897
60 9.880 8.839 1.041 10.6% 0.139 1.4% 94% True False 779
80 9.880 8.465 1.415 14.4% 0.150 1.5% 95% True False 758
100 9.880 8.270 1.610 16.4% 0.151 1.5% 96% True False 739
120 9.880 8.270 1.610 16.4% 0.145 1.5% 96% True False 703
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 0.017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10.858
2.618 10.482
1.618 10.252
1.000 10.110
0.618 10.022
HIGH 9.880
0.618 9.792
0.500 9.765
0.382 9.738
LOW 9.650
0.618 9.508
1.000 9.420
1.618 9.278
2.618 9.048
4.250 8.673
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 9.799 9.785
PP 9.782 9.754
S1 9.765 9.723

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

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