NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 05-Jul-2007

Day Change Summary
	Previous	Current
	04-Jul-2007	05-Jul-2007	Change	Change %	Previous Week
Open	7.811	7.811	0.000	0.0%	8.150
High	7.811	7.811	0.000	0.0%	8.160
Low	7.760	7.655	-0.105	-1.4%	7.630
Close	7.760	7.702	-0.058	-0.7%	7.803
Range	0.051	0.156	0.105	205.9%	0.530
ATR	0.174	0.173	-0.001	-0.7%	0.000
Volume	1,592	1,966	374	23.5%	23,504

Daily Pivots for day following 05-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.191	8.102	7.788
R3	8.035	7.946	7.745
R2	7.879	7.879	7.731
R1	7.790	7.790	7.716	7.757
PP	7.723	7.723	7.723	7.706
S1	7.634	7.634	7.688	7.601
S2	7.567	7.567	7.673
S3	7.411	7.478	7.659
S4	7.255	7.322	7.616

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	7.860	7.600	0.260	3.4%	0.135	1.7%	39%	False	False	2,161
10	8.379	7.600	0.779	10.1%	0.175	2.3%	13%	False	False	3,677
20	9.100	7.600	1.500	19.5%	0.161	2.1%	7%	False	False	3,321
40	9.290	7.600	1.690	21.9%	0.150	1.9%	6%	False	False	2,318
60	9.290	7.600	1.690	21.9%	0.151	2.0%	6%	False	False	1,992
80	9.290	7.600	1.690	21.9%	0.147	1.9%	6%	False	False	1,701
100	9.290	7.600	1.690	21.9%	0.146	1.9%	6%	False	False	1,483
120	9.290	7.600	1.690	21.9%	0.153	2.0%	6%	False	False	1,341

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	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8.474
2.618	8.219
1.618	8.063
1.000	7.967
0.618	7.907
HIGH	7.811
0.618	7.751
0.500	7.733
0.382	7.715
LOW	7.655
0.618	7.559
1.000	7.499
1.618	7.403
2.618	7.247
4.250	6.992

Fisher Pivots for day following 05-Jul-2007
Pivot	1 day	3 day
R1	7.733	7.758
PP	7.723	7.739
S1	7.712	7.721

Download as Excel Spreadsheet

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

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