NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 7.281 7.480 0.199 2.7% 7.460
High 7.461 7.700 0.239 3.2% 7.461
Low 7.272 7.480 0.208 2.9% 7.000
Close 7.411 7.659 0.248 3.3% 7.411
Range 0.189 0.220 0.031 16.4% 0.461
ATR 0.224 0.229 0.005 2.1% 0.000
Volume 4,516 5,348 832 18.4% 22,795
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.273 8.186 7.780
R3 8.053 7.966 7.720
R2 7.833 7.833 7.699
R1 7.746 7.746 7.679 7.790
PP 7.613 7.613 7.613 7.635
S1 7.526 7.526 7.639 7.570
S2 7.393 7.393 7.619
S3 7.173 7.306 7.599
S4 6.953 7.086 7.538
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.674 8.503 7.665
R3 8.213 8.042 7.538
R2 7.752 7.752 7.496
R1 7.581 7.581 7.453 7.436
PP 7.291 7.291 7.291 7.218
S1 7.120 7.120 7.369 6.975
S2 6.830 6.830 7.326
S3 6.369 6.659 7.284
S4 5.908 6.198 7.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.700 7.000 0.700 9.1% 0.201 2.6% 94% True False 4,944
10 7.844 7.000 0.844 11.0% 0.233 3.0% 78% False False 4,092
20 7.860 7.000 0.860 11.2% 0.208 2.7% 77% False False 3,449
40 9.153 7.000 2.153 28.1% 0.189 2.5% 31% False False 3,355
60 9.290 7.000 2.290 29.9% 0.169 2.2% 29% False False 2,657
80 9.290 7.000 2.290 29.9% 0.166 2.2% 29% False False 2,347
100 9.290 7.000 2.290 29.9% 0.161 2.1% 29% False False 2,024
120 9.290 7.000 2.290 29.9% 0.158 2.1% 29% False False 1,784
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.635
2.618 8.276
1.618 8.056
1.000 7.920
0.618 7.836
HIGH 7.700
0.618 7.616
0.500 7.590
0.382 7.564
LOW 7.480
0.618 7.344
1.000 7.260
1.618 7.124
2.618 6.904
4.250 6.545
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 7.636 7.590
PP 7.613 7.521
S1 7.590 7.452

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

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