NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 7.350 7.220 -0.130 -1.8% 6.296
High 7.374 7.268 -0.106 -1.4% 7.270
Low 6.892 6.872 -0.020 -0.3% 6.230
Close 7.228 6.910 -0.318 -4.4% 7.054
Range 0.482 0.396 -0.086 -17.8% 1.040
ATR 0.325 0.330 0.005 1.6% 0.000
Volume 25,467 37,215 11,748 46.1% 147,262
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.205 7.953 7.128
R3 7.809 7.557 7.019
R2 7.413 7.413 6.983
R1 7.161 7.161 6.946 7.089
PP 7.017 7.017 7.017 6.981
S1 6.765 6.765 6.874 6.693
S2 6.621 6.621 6.837
S3 6.225 6.369 6.801
S4 5.829 5.973 6.692
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.971 9.553 7.626
R3 8.931 8.513 7.340
R2 7.891 7.891 7.245
R1 7.473 7.473 7.149 7.682
PP 6.851 6.851 6.851 6.956
S1 6.433 6.433 6.959 6.642
S2 5.811 5.811 6.863
S3 4.771 5.393 6.768
S4 3.731 4.353 6.482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.374 6.861 0.513 7.4% 0.396 5.7% 10% False False 34,168
10 7.374 6.230 1.144 16.6% 0.370 5.4% 59% False False 28,897
20 7.374 6.230 1.144 16.6% 0.303 4.4% 59% False False 19,357
40 8.115 6.230 1.885 27.3% 0.299 4.3% 36% False False 16,104
60 8.115 6.230 1.885 27.3% 0.272 3.9% 36% False False 11,819
80 9.185 6.230 2.955 42.8% 0.243 3.5% 23% False False 9,618
100 9.290 6.230 3.060 44.3% 0.222 3.2% 22% False False 7,973
120 9.290 6.230 3.060 44.3% 0.210 3.0% 22% False False 6,846
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 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.951
2.618 8.305
1.618 7.909
1.000 7.664
0.618 7.513
HIGH 7.268
0.618 7.117
0.500 7.070
0.382 7.023
LOW 6.872
0.618 6.627
1.000 6.476
1.618 6.231
2.618 5.835
4.250 5.189
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 7.070 7.123
PP 7.017 7.052
S1 6.963 6.981

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

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