NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 8.255 8.285 0.030 0.4% 8.292
High 8.303 8.496 0.193 2.3% 8.444
Low 8.255 8.280 0.025 0.3% 8.200
Close 8.270 8.487 0.217 2.6% 8.271
Range 0.048 0.216 0.168 350.0% 0.244
ATR 0.144 0.150 0.006 4.0% 0.000
Volume 78 179 101 129.5% 2,988
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.069 8.994 8.606
R3 8.853 8.778 8.546
R2 8.637 8.637 8.527
R1 8.562 8.562 8.507 8.600
PP 8.421 8.421 8.421 8.440
S1 8.346 8.346 8.467 8.384
S2 8.205 8.205 8.447
S3 7.989 8.130 8.428
S4 7.773 7.914 8.368
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 8.496 8.190 0.306 3.6% 0.099 1.2% 97% True False 255
10 8.570 8.190 0.380 4.5% 0.130 1.5% 78% False False 499
20 8.845 8.190 0.655 7.7% 0.130 1.5% 45% False False 535
40 8.920 7.983 0.937 11.0% 0.152 1.8% 54% False False 572
60 8.920 7.637 1.283 15.1% 0.152 1.8% 66% False False 522
80 9.090 7.637 1.453 17.1% 0.140 1.6% 58% False False 497
100 9.090 7.637 1.453 17.1% 0.133 1.6% 58% False False 489
120 9.090 7.637 1.453 17.1% 0.127 1.5% 58% False False 543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.414
2.618 9.061
1.618 8.845
1.000 8.712
0.618 8.629
HIGH 8.496
0.618 8.413
0.500 8.388
0.382 8.363
LOW 8.280
0.618 8.147
1.000 8.064
1.618 7.931
2.618 7.715
4.250 7.362
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 8.454 8.439
PP 8.421 8.391
S1 8.388 8.343

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

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