NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 7.485 7.370 -0.115 -1.5% 7.027
High 7.570 7.540 -0.030 -0.4% 7.186
Low 7.291 7.301 0.010 0.1% 6.745
Close 7.367 7.458 0.091 1.2% 6.974
Range 0.279 0.239 -0.040 -14.3% 0.441
ATR 0.315 0.309 -0.005 -1.7% 0.000
Volume 79,635 77,246 -2,389 -3.0% 395,326
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.150 8.043 7.589
R3 7.911 7.804 7.524
R2 7.672 7.672 7.502
R1 7.565 7.565 7.480 7.619
PP 7.433 7.433 7.433 7.460
S1 7.326 7.326 7.436 7.380
S2 7.194 7.194 7.414
S3 6.955 7.087 7.392
S4 6.716 6.848 7.327
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.291 8.074 7.217
R3 7.850 7.633 7.095
R2 7.409 7.409 7.055
R1 7.192 7.192 7.014 7.080
PP 6.968 6.968 6.968 6.913
S1 6.751 6.751 6.934 6.639
S2 6.527 6.527 6.893
S3 6.086 6.310 6.853
S4 5.645 5.869 6.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.570 6.745 0.825 11.1% 0.288 3.9% 86% False False 71,615
10 7.570 6.745 0.825 11.1% 0.290 3.9% 86% False False 70,130
20 7.570 6.700 0.870 11.7% 0.298 4.0% 87% False False 56,523
40 7.570 6.230 1.340 18.0% 0.301 4.0% 92% False False 37,940
60 8.115 6.230 1.885 25.3% 0.299 4.0% 65% False False 29,577
80 8.115 6.230 1.885 25.3% 0.279 3.7% 65% False False 22,995
100 9.185 6.230 2.955 39.6% 0.254 3.4% 42% False False 18,999
120 9.290 6.230 3.060 41.0% 0.235 3.1% 40% False False 16,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.083
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.556
2.618 8.166
1.618 7.927
1.000 7.779
0.618 7.688
HIGH 7.540
0.618 7.449
0.500 7.421
0.382 7.392
LOW 7.301
0.618 7.153
1.000 7.062
1.618 6.914
2.618 6.675
4.250 6.285
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 7.446 7.415
PP 7.433 7.372
S1 7.421 7.329

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

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