NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 9.657 9.800 0.143 1.5% 9.530
High 9.838 9.806 -0.032 -0.3% 9.635
Low 9.625 9.702 0.077 0.8% 9.424
Close 9.837 9.749 -0.088 -0.9% 9.593
Range 0.213 0.104 -0.109 -51.2% 0.211
ATR 0.146 0.145 -0.001 -0.5% 0.000
Volume 627 1,054 427 68.1% 5,987
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.064 10.011 9.806
R3 9.960 9.907 9.778
R2 9.856 9.856 9.768
R1 9.803 9.803 9.759 9.778
PP 9.752 9.752 9.752 9.740
S1 9.699 9.699 9.739 9.674
S2 9.648 9.648 9.730
S3 9.544 9.595 9.720
S4 9.440 9.491 9.692
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 9.506 0.332 3.4% 0.128 1.3% 73% False False 1,107
10 9.838 9.420 0.418 4.3% 0.120 1.2% 79% False False 1,089
20 9.912 9.420 0.492 5.0% 0.127 1.3% 67% False False 946
40 9.912 9.207 0.705 7.2% 0.141 1.4% 77% False False 972
60 9.912 8.839 1.073 11.0% 0.139 1.4% 85% False False 892
80 9.912 8.839 1.073 11.0% 0.140 1.4% 85% False False 821
100 9.912 8.320 1.592 16.3% 0.149 1.5% 90% False False 821
120 9.912 8.270 1.642 16.8% 0.147 1.5% 90% False False 746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.248
2.618 10.078
1.618 9.974
1.000 9.910
0.618 9.870
HIGH 9.806
0.618 9.766
0.500 9.754
0.382 9.742
LOW 9.702
0.618 9.638
1.000 9.598
1.618 9.534
2.618 9.430
4.250 9.260
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 9.754 9.726
PP 9.752 9.702
S1 9.751 9.679

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

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