NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 8.230 8.368 0.138 1.7% 8.433
High 8.355 8.370 0.015 0.2% 8.617
Low 8.230 8.250 0.020 0.2% 8.325
Close 8.359 8.302 -0.057 -0.7% 8.367
Range 0.125 0.120 -0.005 -4.0% 0.292
ATR 0.166 0.163 -0.003 -2.0% 0.000
Volume 599 255 -344 -57.4% 2,281
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.667 8.605 8.368
R3 8.547 8.485 8.335
R2 8.427 8.427 8.324
R1 8.365 8.365 8.313 8.336
PP 8.307 8.307 8.307 8.293
S1 8.245 8.245 8.291 8.216
S2 8.187 8.187 8.280
S3 8.067 8.125 8.269
S4 7.947 8.005 8.236
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 8.480 8.200 0.280 3.4% 0.157 1.9% 36% False False 666
10 8.617 8.200 0.417 5.0% 0.132 1.6% 24% False False 594
20 8.845 8.200 0.645 7.8% 0.140 1.7% 16% False False 633
40 8.920 7.832 1.088 13.1% 0.162 1.9% 43% False False 610
60 8.920 7.637 1.283 15.5% 0.155 1.9% 52% False False 526
80 9.090 7.637 1.453 17.5% 0.140 1.7% 46% False False 521
100 9.090 7.637 1.453 17.5% 0.132 1.6% 46% False False 548
120 9.090 7.637 1.453 17.5% 0.129 1.6% 46% False False 557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.880
2.618 8.684
1.618 8.564
1.000 8.490
0.618 8.444
HIGH 8.370
0.618 8.324
0.500 8.310
0.382 8.296
LOW 8.250
0.618 8.176
1.000 8.130
1.618 8.056
2.618 7.936
4.250 7.740
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 8.310 8.297
PP 8.307 8.292
S1 8.305 8.287

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

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