NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 9.570 9.657 0.087 0.9% 9.530
High 9.610 9.838 0.228 2.4% 9.635
Low 9.520 9.625 0.105 1.1% 9.424
Close 9.593 9.837 0.244 2.5% 9.593
Range 0.090 0.213 0.123 136.7% 0.211
ATR 0.138 0.146 0.008 5.5% 0.000
Volume 1,676 627 -1,049 -62.6% 5,987
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.406 10.334 9.954
R3 10.193 10.121 9.896
R2 9.980 9.980 9.876
R1 9.908 9.908 9.857 9.944
PP 9.767 9.767 9.767 9.785
S1 9.695 9.695 9.817 9.731
S2 9.554 9.554 9.798
S3 9.341 9.482 9.778
S4 9.128 9.269 9.720
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 9.838 9.424 0.414 4.2% 0.133 1.4% 100% True False 1,322
10 9.838 9.420 0.418 4.2% 0.121 1.2% 100% True False 1,114
20 9.912 9.420 0.492 5.0% 0.125 1.3% 85% False False 928
40 9.912 9.207 0.705 7.2% 0.142 1.4% 89% False False 970
60 9.912 8.839 1.073 10.9% 0.140 1.4% 93% False False 888
80 9.912 8.839 1.073 10.9% 0.141 1.4% 93% False False 826
100 9.912 8.320 1.592 16.2% 0.150 1.5% 95% False False 816
120 9.912 8.270 1.642 16.7% 0.147 1.5% 95% False False 739
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 0.027
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10.743
2.618 10.396
1.618 10.183
1.000 10.051
0.618 9.970
HIGH 9.838
0.618 9.757
0.500 9.732
0.382 9.706
LOW 9.625
0.618 9.493
1.000 9.412
1.618 9.280
2.618 9.067
4.250 8.720
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 9.802 9.784
PP 9.767 9.732
S1 9.732 9.679

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

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