NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 8.150 8.063 -0.087 -1.1% 8.995
High 8.160 8.084 -0.076 -0.9% 8.995
Low 8.061 7.952 -0.109 -1.4% 8.150
Close 8.075 7.984 -0.091 -1.1% 8.238
Range 0.099 0.132 0.033 33.3% 0.845
ATR 0.170 0.167 -0.003 -1.6% 0.000
Volume 4,448 4,493 45 1.0% 18,431
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.403 8.325 8.057
R3 8.271 8.193 8.020
R2 8.139 8.139 8.008
R1 8.061 8.061 7.996 8.034
PP 8.007 8.007 8.007 7.993
S1 7.929 7.929 7.972 7.902
S2 7.875 7.875 7.960
S3 7.743 7.797 7.948
S4 7.611 7.665 7.911
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.996 10.462 8.703
R3 10.151 9.617 8.470
R2 9.306 9.306 8.393
R1 8.772 8.772 8.315 8.617
PP 8.461 8.461 8.461 8.383
S1 7.927 7.927 8.161 7.772
S2 7.616 7.616 8.083
S3 6.771 7.082 8.006
S4 5.926 6.237 7.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.732 7.952 0.780 9.8% 0.176 2.2% 4% False True 4,622
10 9.100 7.952 1.148 14.4% 0.163 2.0% 3% False True 3,691
20 9.185 7.952 1.233 15.4% 0.150 1.9% 3% False True 2,664
40 9.290 7.952 1.338 16.8% 0.144 1.8% 2% False True 2,054
60 9.290 7.952 1.338 16.8% 0.148 1.9% 2% False True 1,751
80 9.290 7.952 1.338 16.8% 0.143 1.8% 2% False True 1,474
100 9.290 7.952 1.338 16.8% 0.144 1.8% 2% False True 1,305
120 9.290 7.637 1.653 20.7% 0.150 1.9% 21% False False 1,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.645
2.618 8.430
1.618 8.298
1.000 8.216
0.618 8.166
HIGH 8.084
0.618 8.034
0.500 8.018
0.382 8.002
LOW 7.952
0.618 7.870
1.000 7.820
1.618 7.738
2.618 7.606
4.250 7.391
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 8.018 8.166
PP 8.007 8.105
S1 7.995 8.045

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

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