NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 7.460 7.200 -0.260 -3.5% 7.586
High 7.460 7.200 -0.260 -3.5% 7.844
Low 7.208 7.025 -0.183 -2.5% 7.340
Close 7.229 7.078 -0.151 -2.1% 7.576
Range 0.252 0.175 -0.077 -30.6% 0.504
ATR 0.232 0.230 -0.002 -0.9% 0.000
Volume 3,422 7,480 4,058 118.6% 15,167
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 7.626 7.527 7.174
R3 7.451 7.352 7.126
R2 7.276 7.276 7.110
R1 7.177 7.177 7.094 7.139
PP 7.101 7.101 7.101 7.082
S1 7.002 7.002 7.062 6.964
S2 6.926 6.926 7.046
S3 6.751 6.827 7.030
S4 6.576 6.652 6.982
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 7.025 0.819 11.6% 0.256 3.6% 6% False True 4,074
10 7.853 7.025 0.828 11.7% 0.234 3.3% 6% False True 3,825
20 8.100 7.025 1.075 15.2% 0.216 3.0% 5% False True 3,429
40 9.185 7.025 2.160 30.5% 0.183 2.6% 2% False True 3,047
60 9.290 7.025 2.265 32.0% 0.168 2.4% 2% False True 2,513
80 9.290 7.025 2.265 32.0% 0.165 2.3% 2% False True 2,171
100 9.290 7.025 2.265 32.0% 0.157 2.2% 2% False True 1,865
120 9.290 7.025 2.265 32.0% 0.156 2.2% 2% False True 1,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7.944
2.618 7.658
1.618 7.483
1.000 7.375
0.618 7.308
HIGH 7.200
0.618 7.133
0.500 7.113
0.382 7.092
LOW 7.025
0.618 6.917
1.000 6.850
1.618 6.742
2.618 6.567
4.250 6.281
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 7.113 7.435
PP 7.101 7.316
S1 7.090 7.197

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

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