NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 9.040 8.947 -0.093 -1.0% 8.873
High 9.110 9.015 -0.095 -1.0% 8.985
Low 9.020 8.935 -0.085 -0.9% 8.743
Close 9.023 8.970 -0.053 -0.6% 8.988
Range 0.090 0.080 -0.010 -11.1% 0.242
ATR 0.161 0.156 -0.005 -3.2% 0.000
Volume 870 866 -4 -0.5% 4,887
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 9.213 9.172 9.014
R3 9.133 9.092 8.992
R2 9.053 9.053 8.985
R1 9.012 9.012 8.977 9.033
PP 8.973 8.973 8.973 8.984
S1 8.932 8.932 8.963 8.953
S2 8.893 8.893 8.955
S3 8.813 8.852 8.948
S4 8.733 8.772 8.926
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 9.110 8.743 0.367 4.1% 0.115 1.3% 62% False False 918
10 9.120 8.650 0.470 5.2% 0.136 1.5% 68% False False 1,344
20 9.120 8.577 0.543 6.1% 0.147 1.6% 72% False False 1,304
40 9.135 8.255 0.880 9.8% 0.146 1.6% 81% False False 1,137
60 9.135 8.190 0.945 10.5% 0.142 1.6% 83% False False 951
80 9.135 7.983 1.152 12.8% 0.149 1.7% 86% False False 861
100 9.135 7.637 1.498 16.7% 0.150 1.7% 89% False False 769
120 9.135 7.637 1.498 16.7% 0.141 1.6% 89% False False 718
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.355
2.618 9.224
1.618 9.144
1.000 9.095
0.618 9.064
HIGH 9.015
0.618 8.984
0.500 8.975
0.382 8.966
LOW 8.935
0.618 8.886
1.000 8.855
1.618 8.806
2.618 8.726
4.250 8.595
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 8.975 8.963
PP 8.973 8.956
S1 8.972 8.950

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

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