NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 9.620 9.485 -0.135 -1.4% 9.450
High 9.620 9.518 -0.102 -1.1% 9.830
Low 9.450 9.240 -0.210 -2.2% 9.425
Close 9.456 9.286 -0.170 -1.8% 9.765
Range 0.170 0.278 0.108 63.5% 0.405
ATR 0.144 0.154 0.010 6.7% 0.000
Volume 2,692 1,996 -696 -25.9% 8,283
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.182 10.012 9.439
R3 9.904 9.734 9.362
R2 9.626 9.626 9.337
R1 9.456 9.456 9.311 9.402
PP 9.348 9.348 9.348 9.321
S1 9.178 9.178 9.261 9.124
S2 9.070 9.070 9.235
S3 8.792 8.900 9.210
S4 8.514 8.622 9.133
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.888 10.732 9.988
R3 10.483 10.327 9.876
R2 10.078 10.078 9.839
R1 9.922 9.922 9.802 10.000
PP 9.673 9.673 9.673 9.713
S1 9.517 9.517 9.728 9.595
S2 9.268 9.268 9.691
S3 8.863 9.112 9.654
S4 8.458 8.707 9.542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.830 9.240 0.590 6.4% 0.183 2.0% 8% False True 1,897
10 9.830 9.240 0.590 6.4% 0.151 1.6% 8% False True 1,622
20 9.838 9.240 0.598 6.4% 0.138 1.5% 8% False True 1,370
40 9.912 9.240 0.672 7.2% 0.136 1.5% 7% False True 1,135
60 9.912 9.207 0.705 7.6% 0.144 1.6% 11% False False 1,072
80 9.912 8.839 1.073 11.6% 0.139 1.5% 42% False False 948
100 9.912 8.697 1.215 13.1% 0.146 1.6% 48% False False 893
120 9.912 8.310 1.602 17.3% 0.149 1.6% 61% False False 857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 10.700
2.618 10.246
1.618 9.968
1.000 9.796
0.618 9.690
HIGH 9.518
0.618 9.412
0.500 9.379
0.382 9.346
LOW 9.240
0.618 9.068
1.000 8.962
1.618 8.790
2.618 8.512
4.250 8.059
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 9.379 9.490
PP 9.348 9.422
S1 9.317 9.354

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

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