NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 7.621 7.844 0.223 2.9% 7.586
High 7.840 7.844 0.004 0.1% 7.844
Low 7.621 7.520 -0.101 -1.3% 7.340
Close 7.813 7.576 -0.237 -3.0% 7.576
Range 0.219 0.324 0.105 47.9% 0.504
ATR 0.213 0.221 0.008 3.7% 0.000
Volume 2,784 2,242 -542 -19.5% 15,167
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.619 8.421 7.754
R3 8.295 8.097 7.665
R2 7.971 7.971 7.635
R1 7.773 7.773 7.606 7.710
PP 7.647 7.647 7.647 7.615
S1 7.449 7.449 7.546 7.386
S2 7.323 7.323 7.517
S3 6.999 7.125 7.487
S4 6.675 6.801 7.398
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.099 8.841 7.853
R3 8.595 8.337 7.715
R2 8.091 8.091 7.668
R1 7.833 7.833 7.622 7.710
PP 7.587 7.587 7.587 7.525
S1 7.329 7.329 7.530 7.206
S2 7.083 7.083 7.484
S3 6.579 6.825 7.437
S4 6.075 6.321 7.299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.844 7.340 0.504 6.7% 0.254 3.4% 47% True False 3,033
10 7.853 7.340 0.513 6.8% 0.233 3.1% 46% False False 3,337
20 8.160 7.340 0.820 10.8% 0.206 2.7% 29% False False 3,331
40 9.185 7.340 1.845 24.4% 0.180 2.4% 13% False False 2,846
60 9.290 7.340 1.950 25.7% 0.168 2.2% 12% False False 2,369
80 9.290 7.340 1.950 25.7% 0.162 2.1% 12% False False 2,069
100 9.290 7.340 1.950 25.7% 0.156 2.1% 12% False False 1,774
120 9.290 7.340 1.950 25.7% 0.156 2.1% 12% False False 1,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 9.221
2.618 8.692
1.618 8.368
1.000 8.168
0.618 8.044
HIGH 7.844
0.618 7.720
0.500 7.682
0.382 7.644
LOW 7.520
0.618 7.320
1.000 7.196
1.618 6.996
2.618 6.672
4.250 6.143
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 7.682 7.592
PP 7.647 7.587
S1 7.611 7.581

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

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