NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 8.365 8.150 -0.215 -2.6% 8.995
High 8.379 8.160 -0.219 -2.6% 8.995
Low 8.150 8.061 -0.089 -1.1% 8.150
Close 8.238 8.075 -0.163 -2.0% 8.238
Range 0.229 0.099 -0.130 -56.8% 0.845
ATR 0.169 0.170 0.001 0.3% 0.000
Volume 5,828 4,448 -1,380 -23.7% 18,431
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.396 8.334 8.129
R3 8.297 8.235 8.102
R2 8.198 8.198 8.093
R1 8.136 8.136 8.084 8.118
PP 8.099 8.099 8.099 8.089
S1 8.037 8.037 8.066 8.019
S2 8.000 8.000 8.057
S3 7.901 7.938 8.048
S4 7.802 7.839 8.021
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.996 10.462 8.703
R3 10.151 9.617 8.470
R2 9.306 9.306 8.393
R1 8.772 8.772 8.315 8.617
PP 8.461 8.461 8.461 8.383
S1 7.927 7.927 8.161 7.772
S2 7.616 7.616 8.083
S3 6.771 7.082 8.006
S4 5.926 6.237 7.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.842 8.061 0.781 9.7% 0.181 2.2% 2% False True 4,115
10 9.100 8.061 1.039 12.9% 0.159 2.0% 1% False True 3,489
20 9.185 8.061 1.124 13.9% 0.150 1.9% 1% False True 2,516
40 9.290 8.061 1.229 15.2% 0.145 1.8% 1% False True 1,970
60 9.290 8.061 1.229 15.2% 0.147 1.8% 1% False True 1,689
80 9.290 8.061 1.229 15.2% 0.142 1.8% 1% False True 1,433
100 9.290 8.061 1.229 15.2% 0.144 1.8% 1% False True 1,271
120 9.290 7.637 1.653 20.5% 0.151 1.9% 26% False False 1,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.581
2.618 8.419
1.618 8.320
1.000 8.259
0.618 8.221
HIGH 8.160
0.618 8.122
0.500 8.111
0.382 8.099
LOW 8.061
0.618 8.000
1.000 7.962
1.618 7.901
2.618 7.802
4.250 7.640
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 8.111 8.309
PP 8.099 8.231
S1 8.087 8.153

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

View Archives - Comment on this page... - Back to Index of Symbols