NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 8.040 7.773 -0.267 -3.3% 8.150
High 8.040 7.817 -0.223 -2.8% 8.160
Low 7.630 7.688 0.058 0.8% 7.630
Close 7.707 7.803 0.096 1.2% 7.803
Range 0.410 0.129 -0.281 -68.5% 0.530
ATR 0.190 0.186 -0.004 -2.3% 0.000
Volume 3,412 3,366 -46 -1.3% 23,504
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.156 8.109 7.874
R3 8.027 7.980 7.838
R2 7.898 7.898 7.827
R1 7.851 7.851 7.815 7.875
PP 7.769 7.769 7.769 7.781
S1 7.722 7.722 7.791 7.746
S2 7.640 7.640 7.779
S3 7.511 7.593 7.768
S4 7.382 7.464 7.732
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 9.454 9.159 8.095
R3 8.924 8.629 7.949
R2 8.394 8.394 7.900
R1 8.099 8.099 7.852 7.982
PP 7.864 7.864 7.864 7.806
S1 7.569 7.569 7.754 7.452
S2 7.334 7.334 7.706
S3 6.804 7.039 7.657
S4 6.274 6.509 7.512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.160 7.630 0.530 6.8% 0.196 2.5% 33% False False 4,700
10 8.995 7.630 1.365 17.5% 0.195 2.5% 13% False False 4,193
20 9.185 7.630 1.555 19.9% 0.170 2.2% 11% False False 3,176
40 9.290 7.630 1.660 21.3% 0.148 1.9% 10% False False 2,264
60 9.290 7.630 1.660 21.3% 0.152 1.9% 10% False False 1,964
80 9.290 7.630 1.660 21.3% 0.148 1.9% 10% False False 1,647
100 9.290 7.630 1.660 21.3% 0.147 1.9% 10% False False 1,439
120 9.290 7.630 1.660 21.3% 0.153 2.0% 10% False False 1,301
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.365
2.618 8.155
1.618 8.026
1.000 7.946
0.618 7.897
HIGH 7.817
0.618 7.768
0.500 7.753
0.382 7.737
LOW 7.688
0.618 7.608
1.000 7.559
1.618 7.479
2.618 7.350
4.250 7.140
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 7.786 7.865
PP 7.769 7.844
S1 7.753 7.824

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

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