NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 8.480 8.292 -0.188 -2.2% 8.433
High 8.480 8.444 -0.036 -0.4% 8.617
Low 8.325 8.200 -0.125 -1.5% 8.325
Close 8.367 8.225 -0.142 -1.7% 8.367
Range 0.155 0.244 0.089 57.4% 0.292
ATR 0.166 0.171 0.006 3.4% 0.000
Volume 907 922 15 1.7% 2,281
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.022 8.867 8.359
R3 8.778 8.623 8.292
R2 8.534 8.534 8.270
R1 8.379 8.379 8.247 8.335
PP 8.290 8.290 8.290 8.267
S1 8.135 8.135 8.203 8.091
S2 8.046 8.046 8.180
S3 7.802 7.891 8.158
S4 7.558 7.647 8.091
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.312 9.132 8.528
R3 9.020 8.840 8.447
R2 8.728 8.728 8.421
R1 8.548 8.548 8.394 8.492
PP 8.436 8.436 8.436 8.409
S1 8.256 8.256 8.340 8.200
S2 8.144 8.144 8.313
S3 7.852 7.964 8.287
S4 7.560 7.672 8.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.617 8.200 0.417 5.1% 0.155 1.9% 6% False True 582
10 8.783 8.200 0.583 7.1% 0.141 1.7% 4% False True 596
20 8.845 8.200 0.645 7.8% 0.146 1.8% 4% False True 596
40 8.920 7.637 1.283 15.6% 0.164 2.0% 46% False False 612
60 8.920 7.637 1.283 15.6% 0.154 1.9% 46% False False 516
80 9.090 7.637 1.453 17.7% 0.139 1.7% 40% False False 509
100 9.090 7.637 1.453 17.7% 0.131 1.6% 40% False False 542
120 9.090 7.637 1.453 17.7% 0.129 1.6% 40% False False 625
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 0.032
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 9.481
2.618 9.083
1.618 8.839
1.000 8.688
0.618 8.595
HIGH 8.444
0.618 8.351
0.500 8.322
0.382 8.293
LOW 8.200
0.618 8.049
1.000 7.956
1.618 7.805
2.618 7.561
4.250 7.163
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 8.322 8.385
PP 8.290 8.332
S1 8.257 8.278

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

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