NYMEX Natural Gas Future November 2007

Trading Metrics calculated at close of trading on 25-Sep-2007

Day Change Summary
	Previous	Current
	24-Sep-2007	25-Sep-2007	Change	Change %	Previous Week
Open	6.905	7.162	0.257	3.7%	7.119
High	7.218	7.255	0.037	0.5%	7.374
Low	6.861	7.032	0.171	2.5%	6.700
Close	7.168	7.087	-0.081	-1.1%	6.990
Range	0.357	0.223	-0.134	-37.5%	0.674
ATR	0.337	0.329	-0.008	-2.4%	0.000
Volume	28,207	30,859	2,652	9.4%	171,008

Daily Pivots for day following 25-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7.794	7.663	7.210
R3	7.571	7.440	7.148
R2	7.348	7.348	7.128
R1	7.217	7.217	7.107	7.171
PP	7.125	7.125	7.125	7.102
S1	6.994	6.994	7.067	6.948
S2	6.902	6.902	7.046
S3	6.679	6.771	7.026
S4	6.456	6.548	6.964

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.043	8.691	7.361
R3	8.369	8.017	7.175
R2	7.695	7.695	7.114
R1	7.343	7.343	7.052	7.182
PP	7.021	7.021	7.021	6.941
S1	6.669	6.669	6.928	6.508
S2	6.347	6.347	6.866
S3	5.673	5.995	6.805
S4	4.999	5.321	6.619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.268	6.700	0.568	8.0%	0.343	4.8%	68%	False	False	32,780
10	7.374	6.700	0.674	9.5%	0.380	5.4%	57%	False	False	32,764
20	7.374	6.230	1.144	16.1%	0.329	4.6%	75%	False	False	24,125
40	8.115	6.230	1.885	26.6%	0.307	4.3%	45%	False	False	18,753
60	8.115	6.230	1.885	26.6%	0.280	3.9%	45%	False	False	13,753
80	9.153	6.230	2.923	41.2%	0.252	3.6%	29%	False	False	11,132
100	9.290	6.230	3.060	43.2%	0.228	3.2%	28%	False	False	9,162
120	9.290	6.230	3.060	43.2%	0.216	3.0%	28%	False	False	7,868

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	0.074
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8.203
2.618	7.839
1.618	7.616
1.000	7.478
0.618	7.393
HIGH	7.255
0.618	7.170
0.500	7.144
0.382	7.117
LOW	7.032
0.618	6.894
1.000	6.809
1.618	6.671
2.618	6.448
4.250	6.084

Fisher Pivots for day following 25-Sep-2007
Pivot	1 day	3 day
R1	7.144	7.069
PP	7.125	7.051
S1	7.106	7.033

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols