NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 8.945 8.750 -0.195 -2.2% 8.609
High 8.945 8.790 -0.155 -1.7% 8.965
Low 8.750 8.608 -0.142 -1.6% 8.580
Close 8.849 8.631 -0.218 -2.5% 8.905
Range 0.195 0.182 -0.013 -6.7% 0.385
ATR 0.150 0.157 0.006 4.3% 0.000
Volume 440 917 477 108.4% 5,861
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 9.222 9.109 8.731
R3 9.040 8.927 8.681
R2 8.858 8.858 8.664
R1 8.745 8.745 8.648 8.711
PP 8.676 8.676 8.676 8.659
S1 8.563 8.563 8.614 8.529
S2 8.494 8.494 8.598
S3 8.312 8.381 8.581
S4 8.130 8.199 8.531
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 8.608 0.357 4.1% 0.157 1.8% 6% False True 954
10 8.965 8.280 0.685 7.9% 0.154 1.8% 51% False False 865
20 8.965 8.190 0.775 9.0% 0.136 1.6% 57% False False 687
40 8.965 8.190 0.775 9.0% 0.140 1.6% 57% False False 651
60 8.965 7.637 1.328 15.4% 0.155 1.8% 75% False False 637
80 8.965 7.637 1.328 15.4% 0.146 1.7% 75% False False 545
100 9.090 7.637 1.453 16.8% 0.136 1.6% 68% False False 528
120 9.090 7.637 1.453 16.8% 0.129 1.5% 68% False False 564
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.564
2.618 9.266
1.618 9.084
1.000 8.972
0.618 8.902
HIGH 8.790
0.618 8.720
0.500 8.699
0.382 8.678
LOW 8.608
0.618 8.496
1.000 8.426
1.618 8.314
2.618 8.132
4.250 7.835
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 8.699 8.777
PP 8.676 8.728
S1 8.654 8.680

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

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