NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 9.248 9.042 -0.206 -2.2% 9.040
High 9.290 9.090 -0.200 -2.2% 9.290
Low 9.046 8.980 -0.066 -0.7% 8.905
Close 9.079 9.062 -0.017 -0.2% 9.079
Range 0.244 0.110 -0.134 -54.9% 0.385
ATR 0.161 0.158 -0.004 -2.3% 0.000
Volume 1,487 2,652 1,165 78.3% 7,252
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 9.374 9.328 9.123
R3 9.264 9.218 9.092
R2 9.154 9.154 9.082
R1 9.108 9.108 9.072 9.131
PP 9.044 9.044 9.044 9.056
S1 8.998 8.998 9.052 9.021
S2 8.934 8.934 9.042
S3 8.824 8.888 9.032
S4 8.714 8.778 9.002
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 10.246 10.048 9.291
R3 9.861 9.663 9.185
R2 9.476 9.476 9.150
R1 9.278 9.278 9.114 9.377
PP 9.091 9.091 9.091 9.141
S1 8.893 8.893 9.044 8.992
S2 8.706 8.706 9.008
S3 8.321 8.508 8.973
S4 7.936 8.123 8.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.290 8.905 0.385 4.2% 0.144 1.6% 41% False False 1,806
10 9.290 8.743 0.547 6.0% 0.132 1.5% 58% False False 1,379
20 9.290 8.650 0.640 7.1% 0.149 1.6% 64% False False 1,513
40 9.290 8.577 0.713 7.9% 0.148 1.6% 68% False False 1,304
60 9.290 8.190 1.100 12.1% 0.143 1.6% 79% False False 1,039
80 9.290 8.120 1.170 12.9% 0.149 1.6% 81% False False 942
100 9.290 7.637 1.653 18.2% 0.151 1.7% 86% False False 844
120 9.290 7.637 1.653 18.2% 0.142 1.6% 86% False False 763
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.558
2.618 9.378
1.618 9.268
1.000 9.200
0.618 9.158
HIGH 9.090
0.618 9.048
0.500 9.035
0.382 9.022
LOW 8.980
0.618 8.912
1.000 8.870
1.618 8.802
2.618 8.692
4.250 8.513
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 9.053 9.135
PP 9.044 9.111
S1 9.035 9.086

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

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