NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 8.248 8.250 0.002 0.0% 8.292
High 8.300 8.250 -0.050 -0.6% 8.444
Low 8.248 8.190 -0.058 -0.7% 8.200
Close 8.271 8.229 -0.042 -0.5% 8.271
Range 0.052 0.060 0.008 15.4% 0.244
ATR 0.155 0.150 -0.005 -3.4% 0.000
Volume 564 200 -364 -64.5% 2,988
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.403 8.376 8.262
R3 8.343 8.316 8.246
R2 8.283 8.283 8.240
R1 8.256 8.256 8.235 8.240
PP 8.223 8.223 8.223 8.215
S1 8.196 8.196 8.224 8.180
S2 8.163 8.163 8.218
S3 8.103 8.136 8.213
S4 8.043 8.076 8.196
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 8.370 8.190 0.180 2.2% 0.100 1.2% 22% False True 453
10 8.617 8.190 0.427 5.2% 0.128 1.6% 9% False True 517
20 8.845 8.190 0.655 8.0% 0.135 1.6% 6% False True 579
40 8.920 7.983 0.937 11.4% 0.153 1.9% 26% False False 585
60 8.920 7.637 1.283 15.6% 0.153 1.9% 46% False False 523
80 9.090 7.637 1.453 17.7% 0.138 1.7% 41% False False 509
100 9.090 7.637 1.453 17.7% 0.133 1.6% 41% False False 523
120 9.090 7.637 1.453 17.7% 0.128 1.6% 41% False False 553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.505
2.618 8.407
1.618 8.347
1.000 8.310
0.618 8.287
HIGH 8.250
0.618 8.227
0.500 8.220
0.382 8.213
LOW 8.190
0.618 8.153
1.000 8.130
1.618 8.093
2.618 8.033
4.250 7.935
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 8.226 8.280
PP 8.223 8.263
S1 8.220 8.246

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

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