NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 9.770 9.770 0.000 0.0% 9.530
High 9.791 9.790 -0.001 0.0% 9.635
Low 9.694 9.582 -0.112 -1.2% 9.424
Close 9.751 9.587 -0.164 -1.7% 9.593
Range 0.097 0.208 0.111 114.4% 0.211
ATR 0.141 0.146 0.005 3.4% 0.000
Volume 737 664 -73 -9.9% 5,987
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.277 10.140 9.701
R3 10.069 9.932 9.644
R2 9.861 9.861 9.625
R1 9.724 9.724 9.606 9.689
PP 9.653 9.653 9.653 9.635
S1 9.516 9.516 9.568 9.481
S2 9.445 9.445 9.549
S3 9.237 9.308 9.530
S4 9.029 9.100 9.473
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% 0.142 1.5% 21% False False 951
10 9.838 9.420 0.418 4.4% 0.139 1.4% 40% False False 1,105
20 9.912 9.420 0.492 5.1% 0.133 1.4% 34% False False 939
40 9.912 9.207 0.705 7.4% 0.141 1.5% 54% False False 862
60 9.912 8.860 1.052 11.0% 0.141 1.5% 69% False False 895
80 9.912 8.839 1.073 11.2% 0.139 1.5% 70% False False 807
100 9.912 8.320 1.592 16.6% 0.148 1.5% 80% False False 829
120 9.912 8.270 1.642 17.1% 0.148 1.5% 80% False False 752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10.674
2.618 10.335
1.618 10.127
1.000 9.998
0.618 9.919
HIGH 9.790
0.618 9.711
0.500 9.686
0.382 9.661
LOW 9.582
0.618 9.453
1.000 9.374
1.618 9.245
2.618 9.037
4.250 8.698
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 9.686 9.694
PP 9.653 9.658
S1 9.620 9.623

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

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