NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 9.113 9.105 -0.008 -0.1% 8.801
High 9.150 9.153 0.003 0.0% 8.960
Low 9.027 9.030 0.003 0.0% 8.690
Close 9.079 9.086 0.007 0.1% 8.903
Range 0.123 0.123 0.000 0.0% 0.270
ATR 0.155 0.153 -0.002 -1.5% 0.000
Volume 1,428 1,025 -403 -28.2% 5,865
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.459 9.395 9.154
R3 9.336 9.272 9.120
R2 9.213 9.213 9.109
R1 9.149 9.149 9.097 9.120
PP 9.090 9.090 9.090 9.075
S1 9.026 9.026 9.075 8.997
S2 8.967 8.967 9.063
S3 8.844 8.903 9.052
S4 8.721 8.780 9.018
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 8.840 0.345 3.8% 0.140 1.5% 71% False False 1,314
10 9.185 8.690 0.495 5.4% 0.135 1.5% 80% False False 1,195
20 9.290 8.690 0.600 6.6% 0.133 1.5% 66% False False 1,282
40 9.290 8.577 0.713 7.8% 0.144 1.6% 71% False False 1,334
60 9.290 8.190 1.100 12.1% 0.140 1.5% 81% False False 1,147
80 9.290 8.190 1.100 12.1% 0.142 1.6% 81% False False 1,009
100 9.290 7.637 1.653 18.2% 0.150 1.7% 88% False False 933
120 9.290 7.637 1.653 18.2% 0.147 1.6% 88% False False 832
Crabel Price Patterns
NR False
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 0.028
Fibonacci Retracements and Extensions
4.250 9.676
2.618 9.475
1.618 9.352
1.000 9.276
0.618 9.229
HIGH 9.153
0.618 9.106
0.500 9.092
0.382 9.077
LOW 9.030
0.618 8.954
1.000 8.907
1.618 8.831
2.618 8.708
4.250 8.507
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 9.092 9.080
PP 9.090 9.074
S1 9.088 9.068

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

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