NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 7.387 7.630 0.243 3.3% 7.220
High 7.675 7.916 0.241 3.1% 7.916
Low 7.383 7.541 0.158 2.1% 7.045
Close 7.656 7.854 0.198 2.6% 7.854
Range 0.292 0.375 0.083 28.4% 0.871
ATR 0.244 0.253 0.009 3.9% 0.000
Volume 30,350 25,708 -4,642 -15.3% 90,402
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.895 8.750 8.060
R3 8.520 8.375 7.957
R2 8.145 8.145 7.923
R1 8.000 8.000 7.888 8.073
PP 7.770 7.770 7.770 7.807
S1 7.625 7.625 7.820 7.698
S2 7.395 7.395 7.785
S3 7.020 7.250 7.751
S4 6.645 6.875 7.648
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.218 9.907 8.333
R3 9.347 9.036 8.094
R2 8.476 8.476 8.014
R1 8.165 8.165 7.934 8.321
PP 7.605 7.605 7.605 7.683
S1 7.294 7.294 7.774 7.450
S2 6.734 6.734 7.694
S3 5.863 6.423 7.614
S4 4.992 5.552 7.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.916 7.045 0.871 11.1% 0.248 3.2% 93% True False 18,080
10 7.916 7.045 0.871 11.1% 0.276 3.5% 93% True False 12,783
20 7.916 7.000 0.916 11.7% 0.253 3.2% 93% True False 8,289
40 8.995 7.000 1.995 25.4% 0.222 2.8% 43% False False 5,892
60 9.290 7.000 2.290 29.2% 0.194 2.5% 37% False False 4,521
80 9.290 7.000 2.290 29.2% 0.183 2.3% 37% False False 3,745
100 9.290 7.000 2.290 29.2% 0.175 2.2% 37% False False 3,205
120 9.290 7.000 2.290 29.2% 0.168 2.1% 37% False False 2,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9.510
2.618 8.898
1.618 8.523
1.000 8.291
0.618 8.148
HIGH 7.916
0.618 7.773
0.500 7.729
0.382 7.684
LOW 7.541
0.618 7.309
1.000 7.166
1.618 6.934
2.618 6.559
4.250 5.947
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 7.812 7.760
PP 7.770 7.666
S1 7.729 7.573

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

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