NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 7.684 7.050 -0.634 -8.3% 7.865
High 7.684 7.050 -0.634 -8.3% 8.115
Low 7.065 6.870 -0.195 -2.8% 7.510
Close 7.085 6.963 -0.122 -1.7% 7.828
Range 0.619 0.180 -0.439 -70.9% 0.605
ATR 0.316 0.309 -0.007 -2.3% 0.000
Volume 9,849 13,432 3,583 36.4% 86,397
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 7.501 7.412 7.062
R3 7.321 7.232 7.013
R2 7.141 7.141 6.996
R1 7.052 7.052 6.980 7.007
PP 6.961 6.961 6.961 6.938
S1 6.872 6.872 6.947 6.827
S2 6.781 6.781 6.930
S3 6.601 6.692 6.914
S4 6.421 6.512 6.864
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 6.870 1.245 17.9% 0.388 5.6% 7% False True 11,844
10 8.115 6.870 1.245 17.9% 0.335 4.8% 7% False True 18,622
20 8.115 6.870 1.245 17.9% 0.294 4.2% 7% False True 12,470
40 8.115 6.870 1.245 17.9% 0.255 3.7% 7% False True 7,950
60 9.185 6.870 2.315 33.2% 0.220 3.2% 4% False True 6,188
80 9.290 6.870 2.420 34.8% 0.199 2.9% 4% False True 5,002
100 9.290 6.870 2.420 34.8% 0.191 2.7% 4% False True 4,231
120 9.290 6.870 2.420 34.8% 0.180 2.6% 4% False True 3,633
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.815
2.618 7.521
1.618 7.341
1.000 7.230
0.618 7.161
HIGH 7.050
0.618 6.981
0.500 6.960
0.382 6.939
LOW 6.870
0.618 6.759
1.000 6.690
1.618 6.579
2.618 6.399
4.250 6.105
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 6.962 7.415
PP 6.961 7.264
S1 6.960 7.114

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

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