NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 7.773 7.691 -0.082 -1.1% 8.150
High 7.817 7.832 0.015 0.2% 8.160
Low 7.688 7.600 -0.088 -1.1% 7.630
Close 7.803 7.799 -0.004 -0.1% 7.803
Range 0.129 0.232 0.103 79.8% 0.530
ATR 0.186 0.189 0.003 1.8% 0.000
Volume 3,366 2,292 -1,074 -31.9% 23,504
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.440 8.351 7.927
R3 8.208 8.119 7.863
R2 7.976 7.976 7.842
R1 7.887 7.887 7.820 7.932
PP 7.744 7.744 7.744 7.766
S1 7.655 7.655 7.778 7.700
S2 7.512 7.512 7.756
S3 7.280 7.423 7.735
S4 7.048 7.191 7.671
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 8.100 7.600 0.500 6.4% 0.223 2.9% 40% False True 4,269
10 8.842 7.600 1.242 15.9% 0.202 2.6% 16% False True 4,192
20 9.153 7.600 1.553 19.9% 0.170 2.2% 13% False True 3,261
40 9.290 7.600 1.690 21.7% 0.150 1.9% 12% False True 2,261
60 9.290 7.600 1.690 21.7% 0.152 2.0% 12% False True 1,980
80 9.290 7.600 1.690 21.7% 0.150 1.9% 12% False True 1,668
100 9.290 7.600 1.690 21.7% 0.148 1.9% 12% False True 1,451
120 9.290 7.600 1.690 21.7% 0.155 2.0% 12% False True 1,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.818
2.618 8.439
1.618 8.207
1.000 8.064
0.618 7.975
HIGH 7.832
0.618 7.743
0.500 7.716
0.382 7.689
LOW 7.600
0.618 7.457
1.000 7.368
1.618 7.225
2.618 6.993
4.250 6.614
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 7.771 7.820
PP 7.744 7.813
S1 7.716 7.806

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

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