NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 8.870 8.805 -0.065 -0.7% 8.873
High 8.883 8.985 0.102 1.1% 8.985
Low 8.809 8.789 -0.020 -0.2% 8.743
Close 8.844 8.988 0.144 1.6% 8.988
Range 0.074 0.196 0.122 164.9% 0.242
ATR 0.162 0.164 0.002 1.5% 0.000
Volume 1,000 1,027 27 2.7% 4,887
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 9.509 9.444 9.096
R3 9.313 9.248 9.042
R2 9.117 9.117 9.024
R1 9.052 9.052 9.006 9.085
PP 8.921 8.921 8.921 8.937
S1 8.856 8.856 8.970 8.889
S2 8.725 8.725 8.952
S3 8.529 8.660 8.934
S4 8.333 8.464 8.880
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 9.631 9.552 9.121
R3 9.389 9.310 9.055
R2 9.147 9.147 9.032
R1 9.068 9.068 9.010 9.108
PP 8.905 8.905 8.905 8.925
S1 8.826 8.826 8.966 8.866
S2 8.663 8.663 8.944
S3 8.421 8.584 8.921
S4 8.179 8.342 8.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.985 8.743 0.242 2.7% 0.115 1.3% 101% True False 977
10 9.120 8.650 0.470 5.2% 0.149 1.7% 72% False False 1,460
20 9.120 8.577 0.543 6.0% 0.154 1.7% 76% False False 1,286
40 9.135 8.190 0.945 10.5% 0.144 1.6% 84% False False 1,113
60 9.135 8.190 0.945 10.5% 0.143 1.6% 84% False False 953
80 9.135 7.832 1.303 14.5% 0.153 1.7% 89% False False 862
100 9.135 7.637 1.498 16.7% 0.151 1.7% 90% False False 761
120 9.135 7.637 1.498 16.7% 0.141 1.6% 90% False False 719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.818
2.618 9.498
1.618 9.302
1.000 9.181
0.618 9.106
HIGH 8.985
0.618 8.910
0.500 8.887
0.382 8.864
LOW 8.789
0.618 8.668
1.000 8.593
1.618 8.472
2.618 8.276
4.250 7.956
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 8.954 8.947
PP 8.921 8.905
S1 8.887 8.864

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

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