NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 9.469 9.534 0.065 0.7% 9.657
High 9.581 9.576 -0.005 -0.1% 9.838
Low 9.453 9.501 0.048 0.5% 9.468
Close 9.534 9.515 -0.019 -0.2% 9.482
Range 0.128 0.075 -0.053 -41.4% 0.370
ATR 0.141 0.136 -0.005 -3.3% 0.000
Volume 1,239 1,010 -229 -18.5% 4,770
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.756 9.710 9.556
R3 9.681 9.635 9.536
R2 9.606 9.606 9.529
R1 9.560 9.560 9.522 9.546
PP 9.531 9.531 9.531 9.523
S1 9.485 9.485 9.508 9.471
S2 9.456 9.456 9.501
S3 9.381 9.410 9.494
S4 9.306 9.335 9.474
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 9.790 9.425 0.365 3.8% 0.120 1.3% 25% False False 1,347
10 9.838 9.425 0.413 4.3% 0.122 1.3% 22% False False 1,234
20 9.912 9.420 0.492 5.2% 0.129 1.4% 19% False False 1,084
40 9.912 9.207 0.705 7.4% 0.135 1.4% 44% False False 959
60 9.912 8.908 1.004 10.6% 0.140 1.5% 60% False False 950
80 9.912 8.839 1.073 11.3% 0.137 1.4% 63% False False 853
100 9.912 8.465 1.447 15.2% 0.146 1.5% 73% False False 835
120 9.912 8.270 1.642 17.3% 0.147 1.5% 76% False False 792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.895
2.618 9.772
1.618 9.697
1.000 9.651
0.618 9.622
HIGH 9.576
0.618 9.547
0.500 9.539
0.382 9.530
LOW 9.501
0.618 9.455
1.000 9.426
1.618 9.380
2.618 9.305
4.250 9.182
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 9.539 9.511
PP 9.531 9.507
S1 9.523 9.503

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

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