NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 7.289 7.315 0.026 0.4% 7.480
High 7.387 7.398 0.011 0.1% 7.800
Low 7.207 7.229 0.022 0.3% 7.139
Close 7.285 7.379 0.094 1.3% 7.182
Range 0.180 0.169 -0.011 -6.1% 0.661
ATR 0.245 0.240 -0.005 -2.2% 0.000
Volume 7,887 20,489 12,602 159.8% 37,430
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 7.842 7.780 7.472
R3 7.673 7.611 7.425
R2 7.504 7.504 7.410
R1 7.442 7.442 7.394 7.473
PP 7.335 7.335 7.335 7.351
S1 7.273 7.273 7.364 7.304
S2 7.166 7.166 7.348
S3 6.997 7.104 7.333
S4 6.828 6.935 7.286
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.357 8.930 7.546
R3 8.696 8.269 7.364
R2 8.035 8.035 7.303
R1 7.608 7.608 7.243 7.491
PP 7.374 7.374 7.374 7.315
S1 6.947 6.947 7.121 6.830
S2 6.713 6.713 7.061
S3 6.052 6.286 7.000
S4 5.391 5.625 6.818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.550 7.045 0.505 6.8% 0.233 3.2% 66% False False 10,274
10 7.800 7.045 0.755 10.2% 0.243 3.3% 44% False False 7,947
20 7.844 7.000 0.844 11.4% 0.241 3.3% 45% False False 5,928
40 9.100 7.000 2.100 28.5% 0.213 2.9% 18% False False 4,667
60 9.290 7.000 2.290 31.0% 0.188 2.5% 17% False False 3,654
80 9.290 7.000 2.290 31.0% 0.178 2.4% 17% False False 3,066
100 9.290 7.000 2.290 31.0% 0.171 2.3% 17% False False 2,647
120 9.290 7.000 2.290 31.0% 0.165 2.2% 17% False False 2,302
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.116
2.618 7.840
1.618 7.671
1.000 7.567
0.618 7.502
HIGH 7.398
0.618 7.333
0.500 7.314
0.382 7.294
LOW 7.229
0.618 7.125
1.000 7.060
1.618 6.956
2.618 6.787
4.250 6.511
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 7.357 7.327
PP 7.335 7.274
S1 7.314 7.222

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

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