NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 8.292 8.219 -0.073 -0.9% 8.433
High 8.444 8.345 -0.099 -1.2% 8.617
Low 8.200 8.203 0.003 0.0% 8.325
Close 8.225 8.230 0.005 0.1% 8.367
Range 0.244 0.142 -0.102 -41.8% 0.292
ATR 0.171 0.169 -0.002 -1.2% 0.000
Volume 922 648 -274 -29.7% 2,281
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.685 8.600 8.308
R3 8.543 8.458 8.269
R2 8.401 8.401 8.256
R1 8.316 8.316 8.243 8.359
PP 8.259 8.259 8.259 8.281
S1 8.174 8.174 8.217 8.217
S2 8.117 8.117 8.204
S3 7.975 8.032 8.191
S4 7.833 7.890 8.152
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 8.610 8.200 0.410 5.0% 0.152 1.9% 7% False False 681
10 8.617 8.200 0.417 5.1% 0.136 1.7% 7% False False 626
20 8.845 8.200 0.645 7.8% 0.142 1.7% 5% False False 609
40 8.920 7.637 1.283 15.6% 0.164 2.0% 46% False False 622
60 8.920 7.637 1.283 15.6% 0.155 1.9% 46% False False 520
80 9.090 7.637 1.453 17.7% 0.137 1.7% 41% False False 517
100 9.090 7.637 1.453 17.7% 0.130 1.6% 41% False False 546
120 9.090 7.637 1.453 17.7% 0.129 1.6% 41% False False 621
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.949
2.618 8.717
1.618 8.575
1.000 8.487
0.618 8.433
HIGH 8.345
0.618 8.291
0.500 8.274
0.382 8.257
LOW 8.203
0.618 8.115
1.000 8.061
1.618 7.973
2.618 7.831
4.250 7.600
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 8.274 8.340
PP 8.259 8.303
S1 8.245 8.267

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

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