NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 8.920 8.987 0.067 0.8% 8.873
High 8.980 9.200 0.220 2.4% 8.985
Low 8.905 8.987 0.082 0.9% 8.743
Close 9.010 9.176 0.166 1.8% 8.988
Range 0.075 0.213 0.138 184.0% 0.242
ATR 0.150 0.155 0.004 3.0% 0.000
Volume 1,950 2,079 129 6.6% 4,887
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 9.760 9.681 9.293
R3 9.547 9.468 9.235
R2 9.334 9.334 9.215
R1 9.255 9.255 9.196 9.295
PP 9.121 9.121 9.121 9.141
S1 9.042 9.042 9.156 9.082
S2 8.908 8.908 9.137
S3 8.695 8.829 9.117
S4 8.482 8.616 9.059
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 9.631 9.552 9.121
R3 9.389 9.310 9.055
R2 9.147 9.147 9.032
R1 9.068 9.068 9.010 9.108
PP 8.905 8.905 8.905 8.925
S1 8.826 8.826 8.966 8.866
S2 8.663 8.663 8.944
S3 8.421 8.584 8.921
S4 8.179 8.342 8.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.200 8.789 0.411 4.5% 0.131 1.4% 94% True False 1,358
10 9.200 8.743 0.457 5.0% 0.119 1.3% 95% True False 1,306
20 9.200 8.577 0.623 6.8% 0.148 1.6% 96% True False 1,419
40 9.200 8.484 0.716 7.8% 0.146 1.6% 97% True False 1,232
60 9.200 8.190 1.010 11.0% 0.141 1.5% 98% True False 1,000
80 9.200 7.983 1.217 13.3% 0.149 1.6% 98% True False 902
100 9.200 7.637 1.563 17.0% 0.150 1.6% 98% True False 806
120 9.200 7.637 1.563 17.0% 0.142 1.5% 98% True False 742
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 0.012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10.105
2.618 9.758
1.618 9.545
1.000 9.413
0.618 9.332
HIGH 9.200
0.618 9.119
0.500 9.094
0.382 9.068
LOW 8.987
0.618 8.855
1.000 8.774
1.618 8.642
2.618 8.429
4.250 8.082
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 9.149 9.135
PP 9.121 9.094
S1 9.094 9.053

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

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