NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 7.691 7.860 0.169 2.2% 8.150
High 7.832 7.860 0.028 0.4% 8.160
Low 7.600 7.755 0.155 2.0% 7.630
Close 7.799 7.814 0.015 0.2% 7.803
Range 0.232 0.105 -0.127 -54.7% 0.530
ATR 0.189 0.183 -0.006 -3.2% 0.000
Volume 2,292 1,592 -700 -30.5% 23,504
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.125 8.074 7.872
R3 8.020 7.969 7.843
R2 7.915 7.915 7.833
R1 7.864 7.864 7.824 7.837
PP 7.810 7.810 7.810 7.796
S1 7.759 7.759 7.804 7.732
S2 7.705 7.705 7.795
S3 7.600 7.654 7.785
S4 7.495 7.549 7.756
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% 0.217 2.8% 43% False False 3,689
10 8.732 7.600 1.132 14.5% 0.197 2.5% 19% False False 4,156
20 9.153 7.600 1.553 19.9% 0.169 2.2% 14% False False 3,269
40 9.290 7.600 1.690 21.6% 0.151 1.9% 13% False False 2,276
60 9.290 7.600 1.690 21.6% 0.152 2.0% 13% False False 1,983
80 9.290 7.600 1.690 21.6% 0.149 1.9% 13% False False 1,676
100 9.290 7.600 1.690 21.6% 0.148 1.9% 13% False False 1,460
120 9.290 7.600 1.690 21.6% 0.154 2.0% 13% False False 1,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.306
2.618 8.135
1.618 8.030
1.000 7.965
0.618 7.925
HIGH 7.860
0.618 7.820
0.500 7.808
0.382 7.795
LOW 7.755
0.618 7.690
1.000 7.650
1.618 7.585
2.618 7.480
4.250 7.309
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 7.812 7.786
PP 7.810 7.758
S1 7.808 7.730

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

View Archives - Comment on this page... - Back to Index of Symbols