NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 8.075 7.795 -0.280 -3.5% 7.220
High 8.115 7.940 -0.175 -2.2% 7.916
Low 7.721 7.510 -0.211 -2.7% 7.045
Close 7.837 7.745 -0.092 -1.2% 7.854
Range 0.394 0.430 0.036 9.1% 0.871
ATR 0.268 0.279 0.012 4.3% 0.000
Volume 8,584 16,773 8,189 95.4% 90,402
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.022 8.813 7.982
R3 8.592 8.383 7.863
R2 8.162 8.162 7.824
R1 7.953 7.953 7.784 7.843
PP 7.732 7.732 7.732 7.676
S1 7.523 7.523 7.706 7.413
S2 7.302 7.302 7.666
S3 6.872 7.093 7.627
S4 6.442 6.663 7.509
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 8.115 7.510 0.605 7.8% 0.355 4.6% 39% False True 20,304
10 8.115 7.045 1.070 13.8% 0.289 3.7% 65% False False 17,502
20 8.115 7.000 1.115 14.4% 0.276 3.6% 67% False False 11,434
40 8.379 7.000 1.379 17.8% 0.239 3.1% 54% False False 7,472
60 9.185 7.000 2.185 28.2% 0.209 2.7% 34% False False 5,692
80 9.290 7.000 2.290 29.6% 0.192 2.5% 33% False False 4,630
100 9.290 7.000 2.290 29.6% 0.184 2.4% 33% False False 3,926
120 9.290 7.000 2.290 29.6% 0.174 2.2% 33% False False 3,370
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 0.073
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9.768
2.618 9.066
1.618 8.636
1.000 8.370
0.618 8.206
HIGH 7.940
0.618 7.776
0.500 7.725
0.382 7.674
LOW 7.510
0.618 7.244
1.000 7.080
1.618 6.814
2.618 6.384
4.250 5.683
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 7.738 7.813
PP 7.732 7.790
S1 7.725 7.768

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

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