NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 8.368 8.248 -0.120 -1.4% 8.292
High 8.370 8.300 -0.070 -0.8% 8.444
Low 8.250 8.248 -0.002 0.0% 8.200
Close 8.302 8.271 -0.031 -0.4% 8.271
Range 0.120 0.052 -0.068 -56.7% 0.244
ATR 0.163 0.155 -0.008 -4.8% 0.000
Volume 255 564 309 121.2% 2,988
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.429 8.402 8.300
R3 8.377 8.350 8.285
R2 8.325 8.325 8.281
R1 8.298 8.298 8.276 8.312
PP 8.273 8.273 8.273 8.280
S1 8.246 8.246 8.266 8.260
S2 8.221 8.221 8.261
S3 8.169 8.194 8.257
S4 8.117 8.142 8.242
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.037 8.898 8.405
R3 8.793 8.654 8.338
R2 8.549 8.549 8.316
R1 8.410 8.410 8.293 8.358
PP 8.305 8.305 8.305 8.279
S1 8.166 8.166 8.249 8.114
S2 8.061 8.061 8.226
S3 7.817 7.922 8.204
S4 7.573 7.678 8.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.444 8.200 0.244 3.0% 0.137 1.7% 29% False False 597
10 8.617 8.200 0.417 5.0% 0.126 1.5% 17% False False 526
20 8.845 8.200 0.645 7.8% 0.138 1.7% 11% False False 615
40 8.920 7.983 0.937 11.3% 0.157 1.9% 31% False False 614
60 8.920 7.637 1.283 15.5% 0.153 1.8% 49% False False 523
80 9.090 7.637 1.453 17.6% 0.139 1.7% 44% False False 512
100 9.090 7.637 1.453 17.6% 0.133 1.6% 44% False False 528
120 9.090 7.637 1.453 17.6% 0.128 1.5% 44% False False 552
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.521
2.618 8.436
1.618 8.384
1.000 8.352
0.618 8.332
HIGH 8.300
0.618 8.280
0.500 8.274
0.382 8.268
LOW 8.248
0.618 8.216
1.000 8.196
1.618 8.164
2.618 8.112
4.250 8.027
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 8.274 8.300
PP 8.273 8.290
S1 8.272 8.281

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

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