NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 8.250 8.255 0.005 0.1% 8.292
High 8.250 8.303 0.053 0.6% 8.444
Low 8.190 8.255 0.065 0.8% 8.200
Close 8.229 8.270 0.041 0.5% 8.271
Range 0.060 0.048 -0.012 -20.0% 0.244
ATR 0.150 0.144 -0.005 -3.6% 0.000
Volume 200 78 -122 -61.0% 2,988
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.420 8.393 8.296
R3 8.372 8.345 8.283
R2 8.324 8.324 8.279
R1 8.297 8.297 8.274 8.311
PP 8.276 8.276 8.276 8.283
S1 8.249 8.249 8.266 8.263
S2 8.228 8.228 8.261
S3 8.180 8.201 8.257
S4 8.132 8.153 8.244
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% 0.081 1.0% 44% False False 339
10 8.610 8.190 0.420 5.1% 0.117 1.4% 19% False False 510
20 8.845 8.190 0.655 7.9% 0.128 1.5% 12% False False 543
40 8.920 7.983 0.937 11.3% 0.150 1.8% 31% False False 579
60 8.920 7.637 1.283 15.5% 0.152 1.8% 49% False False 521
80 9.090 7.637 1.453 17.6% 0.138 1.7% 44% False False 505
100 9.090 7.637 1.453 17.6% 0.133 1.6% 44% False False 489
120 9.090 7.637 1.453 17.6% 0.127 1.5% 44% False False 544
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 8.507
2.618 8.429
1.618 8.381
1.000 8.351
0.618 8.333
HIGH 8.303
0.618 8.285
0.500 8.279
0.382 8.273
LOW 8.255
0.618 8.225
1.000 8.207
1.618 8.177
2.618 8.129
4.250 8.051
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 8.279 8.262
PP 8.276 8.254
S1 8.273 8.247

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

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