NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 6.915 7.119 0.204 3.0% 6.296
High 7.236 7.339 0.103 1.4% 7.270
Low 6.881 7.001 0.120 1.7% 6.230
Close 7.054 7.317 0.263 3.7% 7.054
Range 0.355 0.338 -0.017 -4.8% 1.040
ATR 0.311 0.313 0.002 0.6% 0.000
Volume 31,585 40,706 9,121 28.9% 147,262
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.233 8.113 7.503
R3 7.895 7.775 7.410
R2 7.557 7.557 7.379
R1 7.437 7.437 7.348 7.497
PP 7.219 7.219 7.219 7.249
S1 7.099 7.099 7.286 7.159
S2 6.881 6.881 7.255
S3 6.543 6.761 7.224
S4 6.205 6.423 7.131
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.971 9.553 7.626
R3 8.931 8.513 7.340
R2 7.891 7.891 7.245
R1 7.473 7.473 7.149 7.682
PP 6.851 6.851 6.851 6.956
S1 6.433 6.433 6.959 6.642
S2 5.811 5.811 6.863
S3 4.771 5.393 6.768
S4 3.731 4.353 6.482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.339 6.612 0.727 9.9% 0.354 4.8% 97% True False 34,667
10 7.339 6.230 1.109 15.2% 0.341 4.7% 98% True False 25,530
20 7.339 6.230 1.109 15.2% 0.283 3.9% 98% True False 17,485
40 8.115 6.230 1.885 25.8% 0.289 3.9% 58% False False 14,829
60 8.115 6.230 1.885 25.8% 0.264 3.6% 58% False False 10,979
80 9.185 6.230 2.955 40.4% 0.235 3.2% 37% False False 8,863
100 9.290 6.230 3.060 41.8% 0.216 3.0% 36% False False 7,376
120 9.290 6.230 3.060 41.8% 0.205 2.8% 36% False False 6,334
Crabel Price Patterns
NR True
NR4 True
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 0.073
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.776
2.618 8.224
1.618 7.886
1.000 7.677
0.618 7.548
HIGH 7.339
0.618 7.210
0.500 7.170
0.382 7.130
LOW 7.001
0.618 6.792
1.000 6.663
1.618 6.454
2.618 6.116
4.250 5.565
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 7.268 7.245
PP 7.219 7.172
S1 7.170 7.100

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

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