NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 7.315 7.387 0.072 1.0% 7.480
High 7.398 7.675 0.277 3.7% 7.800
Low 7.229 7.383 0.154 2.1% 7.139
Close 7.379 7.656 0.277 3.8% 7.182
Range 0.169 0.292 0.123 72.8% 0.661
ATR 0.240 0.244 0.004 1.7% 0.000
Volume 20,489 30,350 9,861 48.1% 37,430
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.447 8.344 7.817
R3 8.155 8.052 7.736
R2 7.863 7.863 7.710
R1 7.760 7.760 7.683 7.812
PP 7.571 7.571 7.571 7.597
S1 7.468 7.468 7.629 7.520
S2 7.279 7.279 7.602
S3 6.987 7.176 7.576
S4 6.695 6.884 7.495
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 7.675 7.045 0.630 8.2% 0.222 2.9% 97% True False 14,699
10 7.800 7.045 0.755 9.9% 0.257 3.4% 81% False False 10,664
20 7.844 7.000 0.844 11.0% 0.242 3.2% 78% False False 7,302
40 9.100 7.000 2.100 27.4% 0.217 2.8% 31% False False 5,311
60 9.290 7.000 2.290 29.9% 0.191 2.5% 29% False False 4,127
80 9.290 7.000 2.290 29.9% 0.180 2.4% 29% False False 3,431
100 9.290 7.000 2.290 29.9% 0.173 2.3% 29% False False 2,950
120 9.290 7.000 2.290 29.9% 0.166 2.2% 29% False False 2,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.916
2.618 8.439
1.618 8.147
1.000 7.967
0.618 7.855
HIGH 7.675
0.618 7.563
0.500 7.529
0.382 7.495
LOW 7.383
0.618 7.203
1.000 7.091
1.618 6.911
2.618 6.619
4.250 6.142
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 7.614 7.584
PP 7.571 7.513
S1 7.529 7.441

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

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