NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 9.770 9.539 -0.231 -2.4% 9.657
High 9.790 9.551 -0.239 -2.4% 9.838
Low 9.582 9.468 -0.114 -1.2% 9.468
Close 9.587 9.482 -0.105 -1.1% 9.482
Range 0.208 0.083 -0.125 -60.1% 0.370
ATR 0.146 0.144 -0.002 -1.3% 0.000
Volume 664 1,688 1,024 154.2% 4,770
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.749 9.699 9.528
R3 9.666 9.616 9.505
R2 9.583 9.583 9.497
R1 9.533 9.533 9.490 9.517
PP 9.500 9.500 9.500 9.492
S1 9.450 9.450 9.474 9.434
S2 9.417 9.417 9.467
S3 9.334 9.367 9.459
S4 9.251 9.284 9.436
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.706 10.464 9.686
R3 10.336 10.094 9.584
R2 9.966 9.966 9.550
R1 9.724 9.724 9.516 9.660
PP 9.596 9.596 9.596 9.564
S1 9.354 9.354 9.448 9.290
S2 9.226 9.226 9.414
S3 8.856 8.984 9.380
S4 8.486 8.614 9.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.838 9.468 0.370 3.9% 0.141 1.5% 4% False True 954
10 9.838 9.420 0.418 4.4% 0.133 1.4% 15% False False 1,147
20 9.912 9.420 0.492 5.2% 0.133 1.4% 13% False False 951
40 9.912 9.207 0.705 7.4% 0.140 1.5% 39% False False 887
60 9.912 8.860 1.052 11.1% 0.140 1.5% 59% False False 900
80 9.912 8.839 1.073 11.3% 0.139 1.5% 60% False False 820
100 9.912 8.320 1.592 16.8% 0.147 1.6% 73% False False 845
120 9.912 8.270 1.642 17.3% 0.148 1.6% 74% False False 762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.904
2.618 9.768
1.618 9.685
1.000 9.634
0.618 9.602
HIGH 9.551
0.618 9.519
0.500 9.510
0.382 9.500
LOW 9.468
0.618 9.417
1.000 9.385
1.618 9.334
2.618 9.251
4.250 9.115
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 9.510 9.630
PP 9.500 9.580
S1 9.491 9.531

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

View Archives - Comment on this page... - Back to Index of Symbols