NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 8.750 8.830 0.080 0.9% 8.609
High 8.850 8.914 0.064 0.7% 8.965
Low 8.738 8.830 0.092 1.1% 8.580
Close 8.801 8.905 0.104 1.2% 8.905
Range 0.112 0.084 -0.028 -25.0% 0.385
ATR 0.149 0.147 -0.003 -1.7% 0.000
Volume 1,944 774 -1,170 -60.2% 5,861
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.135 9.104 8.951
R3 9.051 9.020 8.928
R2 8.967 8.967 8.920
R1 8.936 8.936 8.913 8.952
PP 8.883 8.883 8.883 8.891
S1 8.852 8.852 8.897 8.868
S2 8.799 8.799 8.890
S3 8.715 8.768 8.882
S4 8.631 8.684 8.859
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.972 9.823 9.117
R3 9.587 9.438 9.011
R2 9.202 9.202 8.976
R1 9.053 9.053 8.940 9.128
PP 8.817 8.817 8.817 8.854
S1 8.668 8.668 8.870 8.743
S2 8.432 8.432 8.834
S3 8.047 8.283 8.799
S4 7.662 7.898 8.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.965 8.580 0.385 4.3% 0.133 1.5% 84% False False 1,172
10 8.965 8.190 0.775 8.7% 0.128 1.4% 92% False False 757
20 8.965 8.190 0.775 8.7% 0.127 1.4% 92% False False 642
40 8.965 8.190 0.775 8.7% 0.138 1.6% 92% False False 637
60 8.965 7.637 1.328 14.9% 0.153 1.7% 95% False False 617
80 8.965 7.637 1.328 14.9% 0.143 1.6% 95% False False 538
100 9.090 7.637 1.453 16.3% 0.133 1.5% 87% False False 520
120 9.090 7.637 1.453 16.3% 0.128 1.4% 87% False False 571
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.271
2.618 9.134
1.618 9.050
1.000 8.998
0.618 8.966
HIGH 8.914
0.618 8.882
0.500 8.872
0.382 8.862
LOW 8.830
0.618 8.778
1.000 8.746
1.618 8.694
2.618 8.610
4.250 8.473
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 8.894 8.887
PP 8.883 8.869
S1 8.872 8.852

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

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