NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 7.795 7.643 -0.152 -1.9% 7.865
High 7.940 7.959 0.019 0.2% 8.115
Low 7.510 7.643 0.133 1.8% 7.510
Close 7.745 7.828 0.083 1.1% 7.828
Range 0.430 0.316 -0.114 -26.5% 0.605
ATR 0.279 0.282 0.003 0.9% 0.000
Volume 16,773 10,582 -6,191 -36.9% 86,397
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.758 8.609 8.002
R3 8.442 8.293 7.915
R2 8.126 8.126 7.886
R1 7.977 7.977 7.857 8.052
PP 7.810 7.810 7.810 7.847
S1 7.661 7.661 7.799 7.736
S2 7.494 7.494 7.770
S3 7.178 7.345 7.741
S4 6.862 7.029 7.654
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.633 9.335 8.161
R3 9.028 8.730 7.994
R2 8.423 8.423 7.939
R1 8.125 8.125 7.883 7.972
PP 7.818 7.818 7.818 7.741
S1 7.520 7.520 7.773 7.367
S2 7.213 7.213 7.717
S3 6.608 6.915 7.662
S4 6.003 6.310 7.495
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 7.7% 0.343 4.4% 53% False False 17,279
10 8.115 7.045 1.070 13.7% 0.296 3.8% 73% False False 17,679
20 8.115 7.000 1.115 14.2% 0.276 3.5% 74% False False 11,851
40 8.160 7.000 1.160 14.8% 0.241 3.1% 71% False False 7,591
60 9.185 7.000 2.185 27.9% 0.212 2.7% 38% False False 5,848
80 9.290 7.000 2.290 29.3% 0.195 2.5% 36% False False 4,740
100 9.290 7.000 2.290 29.3% 0.185 2.4% 36% False False 4,025
120 9.290 7.000 2.290 29.3% 0.176 2.2% 36% False False 3,453
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 0.063
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.302
2.618 8.786
1.618 8.470
1.000 8.275
0.618 8.154
HIGH 7.959
0.618 7.838
0.500 7.801
0.382 7.764
LOW 7.643
0.618 7.448
1.000 7.327
1.618 7.132
2.618 6.816
4.250 6.300
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 7.819 7.823
PP 7.810 7.818
S1 7.801 7.813

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

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