NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 8.858 8.814 -0.044 -0.5% 8.577
High 8.858 8.980 0.122 1.4% 8.980
Low 8.734 8.710 -0.024 -0.3% 8.577
Close 8.762 8.941 0.179 2.0% 8.941
Range 0.124 0.270 0.146 117.7% 0.403
ATR 0.161 0.169 0.008 4.8% 0.000
Volume 1,831 1,170 -661 -36.1% 6,604
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 9.687 9.584 9.090
R3 9.417 9.314 9.015
R2 9.147 9.147 8.991
R1 9.044 9.044 8.966 9.096
PP 8.877 8.877 8.877 8.903
S1 8.774 8.774 8.916 8.826
S2 8.607 8.607 8.892
S3 8.337 8.504 8.867
S4 8.067 8.234 8.793
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 10.042 9.894 9.163
R3 9.639 9.491 9.052
R2 9.236 9.236 9.015
R1 9.088 9.088 8.978 9.162
PP 8.833 8.833 8.833 8.870
S1 8.685 8.685 8.904 8.759
S2 8.430 8.430 8.867
S3 8.027 8.282 8.830
S4 7.624 7.879 8.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.980 8.577 0.403 4.5% 0.184 2.1% 90% True False 1,320
10 8.980 8.577 0.403 4.5% 0.158 1.8% 90% True False 1,112
20 9.135 8.577 0.558 6.2% 0.152 1.7% 65% False False 1,128
40 9.135 8.190 0.945 10.6% 0.140 1.6% 79% False False 897
60 9.135 8.190 0.945 10.6% 0.144 1.6% 79% False False 805
80 9.135 7.637 1.498 16.8% 0.154 1.7% 87% False False 741
100 9.135 7.637 1.498 16.8% 0.145 1.6% 87% False False 651
120 9.135 7.637 1.498 16.8% 0.137 1.5% 87% False False 619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 10.128
2.618 9.687
1.618 9.417
1.000 9.250
0.618 9.147
HIGH 8.980
0.618 8.877
0.500 8.845
0.382 8.813
LOW 8.710
0.618 8.543
1.000 8.440
1.618 8.273
2.618 8.003
4.250 7.563
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 8.909 8.909
PP 8.877 8.877
S1 8.845 8.845

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

View Archives - Comment on this page... - Back to Index of Symbols