NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 8.739 8.804 0.065 0.7% 8.983
High 8.806 8.865 0.059 0.7% 9.185
Low 8.708 8.747 0.039 0.4% 8.750
Close 8.804 8.760 -0.044 -0.5% 8.757
Range 0.098 0.118 0.020 20.4% 0.435
ATR 0.150 0.147 -0.002 -1.5% 0.000
Volume 2,479 2,481 2 0.1% 7,830
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.145 9.070 8.825
R3 9.027 8.952 8.792
R2 8.909 8.909 8.782
R1 8.834 8.834 8.771 8.813
PP 8.791 8.791 8.791 8.780
S1 8.716 8.716 8.749 8.695
S2 8.673 8.673 8.738
S3 8.555 8.598 8.728
S4 8.437 8.480 8.695
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.202 9.915 8.996
R3 9.767 9.480 8.877
R2 9.332 9.332 8.837
R1 9.045 9.045 8.797 8.971
PP 8.897 8.897 8.897 8.861
S1 8.610 8.610 8.717 8.536
S2 8.462 8.462 8.677
S3 8.027 8.175 8.637
S4 7.592 7.740 8.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.117 8.688 0.429 4.9% 0.131 1.5% 17% False False 2,298
10 9.185 8.688 0.497 5.7% 0.135 1.5% 14% False False 1,806
20 9.290 8.688 0.602 6.9% 0.137 1.6% 12% False False 1,627
40 9.290 8.577 0.713 8.1% 0.142 1.6% 26% False False 1,465
60 9.290 8.255 1.035 11.8% 0.143 1.6% 49% False False 1,301
80 9.290 8.190 1.100 12.6% 0.141 1.6% 52% False False 1,120
100 9.290 7.983 1.307 14.9% 0.147 1.7% 59% False False 1,014
120 9.290 7.637 1.653 18.9% 0.148 1.7% 68% False False 912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.367
2.618 9.174
1.618 9.056
1.000 8.983
0.618 8.938
HIGH 8.865
0.618 8.820
0.500 8.806
0.382 8.792
LOW 8.747
0.618 8.674
1.000 8.629
1.618 8.556
2.618 8.438
4.250 8.246
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 8.806 8.777
PP 8.791 8.771
S1 8.775 8.766

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

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