NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 7.950 8.040 0.090 1.1% 8.995
High 8.100 8.040 -0.060 -0.7% 8.995
Low 7.889 7.630 -0.259 -3.3% 8.150
Close 8.076 7.707 -0.369 -4.6% 8.238
Range 0.211 0.410 0.199 94.3% 0.845
ATR 0.170 0.190 0.020 11.6% 0.000
Volume 7,785 3,412 -4,373 -56.2% 18,431
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.022 8.775 7.933
R3 8.612 8.365 7.820
R2 8.202 8.202 7.782
R1 7.955 7.955 7.745 7.874
PP 7.792 7.792 7.792 7.752
S1 7.545 7.545 7.669 7.464
S2 7.382 7.382 7.632
S3 6.972 7.135 7.594
S4 6.562 6.725 7.482
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 8.379 7.630 0.749 9.7% 0.216 2.8% 10% False True 5,193
10 9.100 7.630 1.470 19.1% 0.198 2.6% 5% False True 4,103
20 9.185 7.630 1.555 20.2% 0.168 2.2% 5% False True 3,041
40 9.290 7.630 1.660 21.5% 0.154 2.0% 5% False True 2,220
60 9.290 7.630 1.660 21.5% 0.152 2.0% 5% False True 1,915
80 9.290 7.630 1.660 21.5% 0.148 1.9% 5% False True 1,608
100 9.290 7.630 1.660 21.5% 0.147 1.9% 5% False True 1,410
120 9.290 7.630 1.660 21.5% 0.154 2.0% 5% False True 1,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 197 trading days
Fibonacci Retracements and Extensions
4.250 9.783
2.618 9.113
1.618 8.703
1.000 8.450
0.618 8.293
HIGH 8.040
0.618 7.883
0.500 7.835
0.382 7.787
LOW 7.630
0.618 7.377
1.000 7.220
1.618 6.967
2.618 6.557
4.250 5.888
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 7.835 7.865
PP 7.792 7.812
S1 7.750 7.760

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

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