NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 7.760 7.832 0.072 0.9% 7.975
High 7.789 8.075 0.286 3.7% 8.075
Low 7.637 7.832 0.195 2.6% 7.637
Close 7.746 8.080 0.334 4.3% 8.080
Range 0.152 0.243 0.091 59.9% 0.438
ATR 0.172 0.183 0.011 6.5% 0.000
Volume 691 411 -280 -40.5% 1,968
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 8.725 8.645 8.214
R3 8.482 8.402 8.147
R2 8.239 8.239 8.125
R1 8.159 8.159 8.102 8.199
PP 7.996 7.996 7.996 8.016
S1 7.916 7.916 8.058 7.956
S2 7.753 7.753 8.035
S3 7.510 7.673 8.013
S4 7.267 7.430 7.946
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.245 9.100 8.321
R3 8.807 8.662 8.200
R2 8.369 8.369 8.160
R1 8.224 8.224 8.120 8.297
PP 7.931 7.931 7.931 7.967
S1 7.786 7.786 8.040 7.859
S2 7.493 7.493 8.000
S3 7.055 7.348 7.960
S4 6.617 6.910 7.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.075 7.637 0.438 5.4% 0.188 2.3% 101% True False 644
10 8.076 7.637 0.439 5.4% 0.162 2.0% 101% False False 492
20 8.180 7.637 0.543 6.7% 0.145 1.8% 82% False False 341
40 9.090 7.637 1.453 18.0% 0.120 1.5% 30% False False 409
60 9.090 7.637 1.453 18.0% 0.117 1.4% 30% False False 471
80 9.090 7.637 1.453 18.0% 0.113 1.4% 30% False False 521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 9.108
2.618 8.711
1.618 8.468
1.000 8.318
0.618 8.225
HIGH 8.075
0.618 7.982
0.500 7.954
0.382 7.925
LOW 7.832
0.618 7.682
1.000 7.589
1.618 7.439
2.618 7.196
4.250 6.799
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 8.038 8.005
PP 7.996 7.931
S1 7.954 7.856

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

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