NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 01-Aug-2007

Day Change Summary
	Previous	Current
	31-Jul-2007	01-Aug-2007	Change	Change %	Previous Week
Open	7.758	7.367	-0.391	-5.0%	7.460
High	7.800	7.601	-0.199	-2.6%	7.461
Low	7.348	7.346	-0.002	0.0%	7.000
Close	7.374	7.484	0.110	1.5%	7.411
Range	0.452	0.255	-0.197	-43.6%	0.461
ATR	0.245	0.245	0.001	0.3%	0.000
Volume	7,680	7,373	-307	-4.0%	22,795

Daily Pivots for day following 01-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.242	8.118	7.624
R3	7.987	7.863	7.554
R2	7.732	7.732	7.531
R1	7.608	7.608	7.507	7.670
PP	7.477	7.477	7.477	7.508
S1	7.353	7.353	7.461	7.415
S2	7.222	7.222	7.437
S3	6.967	7.098	7.414
S4	6.712	6.843	7.344

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	7.800	7.204	0.596	8.0%	0.253	3.4%	47%	False	False	5,621
10	7.844	7.000	0.844	11.3%	0.251	3.4%	57%	False	False	4,822
20	7.853	7.000	0.853	11.4%	0.236	3.2%	57%	False	False	4,042
40	9.117	7.000	2.117	28.3%	0.200	2.7%	23%	False	False	3,670
60	9.290	7.000	2.290	30.6%	0.178	2.4%	21%	False	False	2,874
80	9.290	7.000	2.290	30.6%	0.172	2.3%	21%	False	False	2,502
100	9.290	7.000	2.290	30.6%	0.164	2.2%	21%	False	False	2,156
120	9.290	7.000	2.290	30.6%	0.161	2.2%	21%	False	False	1,896

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.685
2.618	8.269
1.618	8.014
1.000	7.856
0.618	7.759
HIGH	7.601
0.618	7.504
0.500	7.474
0.382	7.443
LOW	7.346
0.618	7.188
1.000	7.091
1.618	6.933
2.618	6.678
4.250	6.262

Fisher Pivots for day following 01-Aug-2007
Pivot	1 day	3 day
R1	7.481	7.573
PP	7.477	7.543
S1	7.474	7.514

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