NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 9.800 9.770 -0.030 -0.3% 9.530
High 9.806 9.791 -0.015 -0.2% 9.635
Low 9.702 9.694 -0.008 -0.1% 9.424
Close 9.749 9.751 0.002 0.0% 9.593
Range 0.104 0.097 -0.007 -6.7% 0.211
ATR 0.145 0.141 -0.003 -2.4% 0.000
Volume 1,054 737 -317 -30.1% 5,987
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.036 9.991 9.804
R3 9.939 9.894 9.778
R2 9.842 9.842 9.769
R1 9.797 9.797 9.760 9.771
PP 9.745 9.745 9.745 9.733
S1 9.700 9.700 9.742 9.674
S2 9.648 9.648 9.733
S3 9.551 9.603 9.724
S4 9.454 9.506 9.698
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 9.520 0.318 3.3% 0.124 1.3% 73% False False 1,120
10 9.838 9.420 0.418 4.3% 0.125 1.3% 79% False False 1,118
20 9.912 9.420 0.492 5.0% 0.129 1.3% 67% False False 942
40 9.912 9.207 0.705 7.2% 0.139 1.4% 77% False False 924
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% 0.139 1.4% 85% False False 811
100 9.912 8.320 1.592 16.3% 0.149 1.5% 90% False False 824
120 9.912 8.270 1.642 16.8% 0.147 1.5% 90% False False 752
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 10.203
2.618 10.045
1.618 9.948
1.000 9.888
0.618 9.851
HIGH 9.791
0.618 9.754
0.500 9.743
0.382 9.731
LOW 9.694
0.618 9.634
1.000 9.597
1.618 9.537
2.618 9.440
4.250 9.282
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 9.748 9.745
PP 9.745 9.738
S1 9.743 9.732

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

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