NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 9.545 9.635 0.090 0.9% 9.675
High 9.627 9.635 0.008 0.1% 9.744
Low 9.506 9.521 0.015 0.2% 9.420
Close 9.603 9.600 -0.003 0.0% 9.549
Range 0.121 0.114 -0.007 -5.8% 0.324
ATR 0.144 0.142 -0.002 -1.5% 0.000
Volume 671 1,509 838 124.9% 4,532
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 9.927 9.878 9.663
R3 9.813 9.764 9.631
R2 9.699 9.699 9.621
R1 9.650 9.650 9.610 9.618
PP 9.585 9.585 9.585 9.569
S1 9.536 9.536 9.590 9.504
S2 9.471 9.471 9.579
S3 9.357 9.422 9.569
S4 9.243 9.308 9.537
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 10.543 10.370 9.727
R3 10.219 10.046 9.638
R2 9.895 9.895 9.608
R1 9.722 9.722 9.579 9.647
PP 9.571 9.571 9.571 9.533
S1 9.398 9.398 9.519 9.323
S2 9.247 9.247 9.490
S3 8.923 9.074 9.460
S4 8.599 8.750 9.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.700 9.420 0.280 2.9% 0.135 1.4% 64% False False 1,258
10 9.912 9.420 0.492 5.1% 0.137 1.4% 37% False False 1,014
20 9.912 9.420 0.492 5.1% 0.132 1.4% 37% False False 967
40 9.912 9.207 0.705 7.3% 0.144 1.5% 56% False False 952
60 9.912 8.839 1.073 11.2% 0.138 1.4% 71% False False 868
80 9.912 8.839 1.073 11.2% 0.141 1.5% 71% False False 828
100 9.912 8.320 1.592 16.6% 0.151 1.6% 80% False False 804
120 9.912 8.270 1.642 17.1% 0.146 1.5% 81% False False 722
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10.120
2.618 9.933
1.618 9.819
1.000 9.749
0.618 9.705
HIGH 9.635
0.618 9.591
0.500 9.578
0.382 9.565
LOW 9.521
0.618 9.451
1.000 9.407
1.618 9.337
2.618 9.223
4.250 9.037
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 9.593 9.577
PP 9.585 9.553
S1 9.578 9.530

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

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