NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 6.677 6.466 -0.211 -3.2% 6.600
High 6.711 6.466 -0.245 -3.7% 6.863
Low 6.422 6.321 -0.101 -1.6% 6.422
Close 6.461 6.321 -0.140 -2.2% 6.461
Range 0.289 0.145 -0.144 -49.8% 0.441
ATR 0.285 0.275 -0.010 -3.5% 0.000
Volume 9,297 9,297 0 0.0% 42,155
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 6.804 6.708 6.401
R3 6.659 6.563 6.361
R2 6.514 6.514 6.348
R1 6.418 6.418 6.334 6.394
PP 6.369 6.369 6.369 6.357
S1 6.273 6.273 6.308 6.249
S2 6.224 6.224 6.294
S3 6.079 6.128 6.281
S4 5.934 5.983 6.241
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 7.905 7.624 6.704
R3 7.464 7.183 6.582
R2 7.023 7.023 6.542
R1 6.742 6.742 6.501 6.662
PP 6.582 6.582 6.582 6.542
S1 6.301 6.301 6.421 6.221
S2 6.141 6.141 6.380
S3 5.700 5.860 6.340
S4 5.259 5.419 6.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.863 6.321 0.542 8.6% 0.246 3.9% 0% False True 9,184
10 7.061 6.321 0.740 11.7% 0.225 3.6% 0% False True 9,440
20 8.115 6.321 1.794 28.4% 0.280 4.4% 0% False True 13,754
40 8.115 6.321 1.794 28.4% 0.263 4.2% 0% False True 9,289
60 9.100 6.321 2.779 44.0% 0.233 3.7% 0% False True 7,306
80 9.290 6.321 2.969 47.0% 0.209 3.3% 0% False True 5,846
100 9.290 6.321 2.969 47.0% 0.198 3.1% 0% False True 4,934
120 9.290 6.321 2.969 47.0% 0.187 3.0% 0% False True 4,268
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 0.018
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 7.082
2.618 6.846
1.618 6.701
1.000 6.611
0.618 6.556
HIGH 6.466
0.618 6.411
0.500 6.394
0.382 6.376
LOW 6.321
0.618 6.231
1.000 6.176
1.618 6.086
2.618 5.941
4.250 5.705
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 6.394 6.517
PP 6.369 6.452
S1 6.345 6.386

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

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