NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 8.285 8.530 0.245 3.0% 8.292
High 8.496 8.663 0.167 2.0% 8.444
Low 8.280 8.484 0.204 2.5% 8.200
Close 8.487 8.638 0.151 1.8% 8.271
Range 0.216 0.179 -0.037 -17.1% 0.244
ATR 0.150 0.152 0.002 1.4% 0.000
Volume 179 312 133 74.3% 2,988
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.132 9.064 8.736
R3 8.953 8.885 8.687
R2 8.774 8.774 8.671
R1 8.706 8.706 8.654 8.740
PP 8.595 8.595 8.595 8.612
S1 8.527 8.527 8.622 8.561
S2 8.416 8.416 8.605
S3 8.237 8.348 8.589
S4 8.058 8.169 8.540
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.037 8.898 8.405
R3 8.793 8.654 8.338
R2 8.549 8.549 8.316
R1 8.410 8.410 8.293 8.358
PP 8.305 8.305 8.305 8.279
S1 8.166 8.166 8.249 8.114
S2 8.061 8.061 8.226
S3 7.817 7.922 8.204
S4 7.573 7.678 8.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.663 8.190 0.473 5.5% 0.111 1.3% 95% True False 266
10 8.663 8.190 0.473 5.5% 0.134 1.6% 95% True False 466
20 8.845 8.190 0.655 7.6% 0.132 1.5% 68% False False 485
40 8.920 8.020 0.900 10.4% 0.152 1.8% 69% False False 567
60 8.920 7.637 1.283 14.9% 0.153 1.8% 78% False False 525
80 9.070 7.637 1.433 16.6% 0.139 1.6% 70% False False 484
100 9.090 7.637 1.453 16.8% 0.134 1.6% 69% False False 490
120 9.090 7.637 1.453 16.8% 0.128 1.5% 69% False False 540
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.424
2.618 9.132
1.618 8.953
1.000 8.842
0.618 8.774
HIGH 8.663
0.618 8.595
0.500 8.574
0.382 8.552
LOW 8.484
0.618 8.373
1.000 8.305
1.618 8.194
2.618 8.015
4.250 7.723
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 8.617 8.578
PP 8.595 8.519
S1 8.574 8.459

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

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