NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 8.983 9.113 0.130 1.4% 8.801
High 9.185 9.150 -0.035 -0.4% 8.960
Low 8.950 9.027 0.077 0.9% 8.690
Close 9.177 9.079 -0.098 -1.1% 8.903
Range 0.235 0.123 -0.112 -47.7% 0.270
ATR 0.156 0.155 0.000 -0.3% 0.000
Volume 586 1,428 842 143.7% 5,865
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.454 9.390 9.147
R3 9.331 9.267 9.113
R2 9.208 9.208 9.102
R1 9.144 9.144 9.090 9.115
PP 9.085 9.085 9.085 9.071
S1 9.021 9.021 9.068 8.992
S2 8.962 8.962 9.056
S3 8.839 8.898 9.045
S4 8.716 8.775 9.011
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.661 9.552 9.052
R3 9.391 9.282 8.977
R2 9.121 9.121 8.953
R1 9.012 9.012 8.928 9.067
PP 8.851 8.851 8.851 8.878
S1 8.742 8.742 8.878 8.797
S2 8.581 8.581 8.854
S3 8.311 8.472 8.829
S4 8.041 8.202 8.755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.185 8.825 0.360 4.0% 0.141 1.5% 71% False False 1,269
10 9.185 8.690 0.495 5.5% 0.133 1.5% 79% False False 1,186
20 9.290 8.690 0.600 6.6% 0.132 1.5% 65% False False 1,282
40 9.290 8.577 0.713 7.9% 0.144 1.6% 70% False False 1,341
60 9.290 8.190 1.100 12.1% 0.142 1.6% 81% False False 1,145
80 9.290 8.190 1.100 12.1% 0.142 1.6% 81% False False 1,007
100 9.290 7.637 1.653 18.2% 0.151 1.7% 87% False False 935
120 9.290 7.637 1.653 18.2% 0.147 1.6% 87% False False 831
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.673
2.618 9.472
1.618 9.349
1.000 9.273
0.618 9.226
HIGH 9.150
0.618 9.103
0.500 9.089
0.382 9.074
LOW 9.027
0.618 8.951
1.000 8.904
1.618 8.828
2.618 8.705
4.250 8.504
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 9.089 9.057
PP 9.085 9.035
S1 9.082 9.013

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

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