NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 8.660 8.609 -0.051 -0.6% 8.250
High 8.699 8.631 -0.068 -0.8% 8.699
Low 8.590 8.580 -0.010 -0.1% 8.190
Close 8.646 8.617 -0.029 -0.3% 8.646
Range 0.109 0.051 -0.058 -53.2% 0.509
ATR 0.149 0.143 -0.006 -4.0% 0.000
Volume 946 753 -193 -20.4% 1,715
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 8.762 8.741 8.645
R3 8.711 8.690 8.631
R2 8.660 8.660 8.626
R1 8.639 8.639 8.622 8.650
PP 8.609 8.609 8.609 8.615
S1 8.588 8.588 8.612 8.599
S2 8.558 8.558 8.608
S3 8.507 8.537 8.603
S4 8.456 8.486 8.589
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 8.255 0.444 5.2% 0.121 1.4% 82% False False 453
10 8.699 8.190 0.509 5.9% 0.110 1.3% 84% False False 453
20 8.783 8.190 0.593 6.9% 0.125 1.5% 72% False False 525
40 8.920 8.190 0.730 8.5% 0.146 1.7% 58% False False 594
60 8.920 7.637 1.283 14.9% 0.152 1.8% 76% False False 548
80 8.920 7.637 1.283 14.9% 0.140 1.6% 76% False False 498
100 9.090 7.637 1.453 16.9% 0.133 1.5% 67% False False 476
120 9.090 7.637 1.453 16.9% 0.127 1.5% 67% False False 553
Crabel Price Patterns
NR True
NR4 True
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.848
2.618 8.765
1.618 8.714
1.000 8.682
0.618 8.663
HIGH 8.631
0.618 8.612
0.500 8.606
0.382 8.599
LOW 8.580
0.618 8.548
1.000 8.529
1.618 8.497
2.618 8.446
4.250 8.363
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 8.613 8.609
PP 8.609 8.600
S1 8.606 8.592

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

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