NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 8.530 8.660 0.130 1.5% 8.250
High 8.663 8.699 0.036 0.4% 8.699
Low 8.484 8.590 0.106 1.2% 8.190
Close 8.638 8.646 0.008 0.1% 8.646
Range 0.179 0.109 -0.070 -39.1% 0.509
ATR 0.152 0.149 -0.003 -2.0% 0.000
Volume 312 946 634 203.2% 1,715
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.972 8.918 8.706
R3 8.863 8.809 8.676
R2 8.754 8.754 8.666
R1 8.700 8.700 8.656 8.673
PP 8.645 8.645 8.645 8.631
S1 8.591 8.591 8.636 8.564
S2 8.536 8.536 8.626
S3 8.427 8.482 8.616
S4 8.318 8.373 8.586
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.039 9.851 8.926
R3 9.530 9.342 8.786
R2 9.021 9.021 8.739
R1 8.833 8.833 8.693 8.927
PP 8.512 8.512 8.512 8.559
S1 8.324 8.324 8.599 8.418
S2 8.003 8.003 8.553
S3 7.494 7.815 8.506
S4 6.985 7.306 8.366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.699 8.190 0.509 5.9% 0.122 1.4% 90% True False 343
10 8.699 8.190 0.509 5.9% 0.130 1.5% 90% True False 470
20 8.845 8.190 0.655 7.6% 0.132 1.5% 70% False False 509
40 8.920 8.120 0.800 9.3% 0.150 1.7% 66% False False 580
60 8.920 7.637 1.283 14.8% 0.153 1.8% 79% False False 538
80 8.950 7.637 1.313 15.2% 0.140 1.6% 77% False False 492
100 9.090 7.637 1.453 16.8% 0.133 1.5% 69% False False 495
120 9.090 7.637 1.453 16.8% 0.128 1.5% 69% False False 548
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.162
2.618 8.984
1.618 8.875
1.000 8.808
0.618 8.766
HIGH 8.699
0.618 8.657
0.500 8.645
0.382 8.632
LOW 8.590
0.618 8.523
1.000 8.481
1.618 8.414
2.618 8.305
4.250 8.127
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 8.646 8.594
PP 8.645 8.542
S1 8.645 8.490

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

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