NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 9.635 9.570 -0.065 -0.7% 9.530
High 9.635 9.610 -0.025 -0.3% 9.635
Low 9.521 9.520 -0.001 0.0% 9.424
Close 9.600 9.593 -0.007 -0.1% 9.593
Range 0.114 0.090 -0.024 -21.1% 0.211
ATR 0.142 0.138 -0.004 -2.6% 0.000
Volume 1,509 1,676 167 11.1% 5,987
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.844 9.809 9.643
R3 9.754 9.719 9.618
R2 9.664 9.664 9.610
R1 9.629 9.629 9.601 9.647
PP 9.574 9.574 9.574 9.583
S1 9.539 9.539 9.585 9.557
S2 9.484 9.484 9.577
S3 9.394 9.449 9.568
S4 9.304 9.359 9.544
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.184 10.099 9.709
R3 9.973 9.888 9.651
R2 9.762 9.762 9.632
R1 9.677 9.677 9.612 9.720
PP 9.551 9.551 9.551 9.572
S1 9.466 9.466 9.574 9.509
S2 9.340 9.340 9.554
S3 9.129 9.255 9.535
S4 8.918 9.044 9.477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.635 9.420 0.215 2.2% 0.124 1.3% 80% False False 1,340
10 9.912 9.420 0.492 5.1% 0.123 1.3% 35% False False 1,150
20 9.912 9.420 0.492 5.1% 0.124 1.3% 35% False False 994
40 9.912 9.207 0.705 7.3% 0.142 1.5% 55% False False 979
60 9.912 8.839 1.073 11.2% 0.137 1.4% 70% False False 887
80 9.912 8.839 1.073 11.2% 0.140 1.5% 70% False False 843
100 9.912 8.320 1.592 16.6% 0.149 1.6% 80% False False 814
120 9.912 8.270 1.642 17.1% 0.147 1.5% 81% False False 735
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 False
Stretch 0.025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.993
2.618 9.846
1.618 9.756
1.000 9.700
0.618 9.666
HIGH 9.610
0.618 9.576
0.500 9.565
0.382 9.554
LOW 9.520
0.618 9.464
1.000 9.430
1.618 9.374
2.618 9.284
4.250 9.138
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 9.584 9.586
PP 9.574 9.578
S1 9.565 9.571

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

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