NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 7.162 7.099 -0.063 -0.9% 7.119
High 7.255 7.142 -0.113 -1.6% 7.374
Low 7.032 6.940 -0.092 -1.3% 6.700
Close 7.087 7.046 -0.041 -0.6% 6.990
Range 0.223 0.202 -0.021 -9.4% 0.674
ATR 0.329 0.320 -0.009 -2.8% 0.000
Volume 30,859 30,434 -425 -1.4% 171,008
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.649 7.549 7.157
R3 7.447 7.347 7.102
R2 7.245 7.245 7.083
R1 7.145 7.145 7.065 7.094
PP 7.043 7.043 7.043 7.017
S1 6.943 6.943 7.027 6.892
S2 6.841 6.841 7.009
S3 6.639 6.741 6.990
S4 6.437 6.539 6.935
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 7.255 6.700 0.555 7.9% 0.305 4.3% 62% False False 31,424
10 7.374 6.700 0.674 9.6% 0.350 5.0% 51% False False 32,796
20 7.374 6.230 1.144 16.2% 0.321 4.6% 71% False False 25,144
40 8.115 6.230 1.885 26.8% 0.306 4.3% 43% False False 19,329
60 8.115 6.230 1.885 26.8% 0.282 4.0% 43% False False 14,234
80 9.117 6.230 2.887 41.0% 0.253 3.6% 28% False False 11,500
100 9.290 6.230 3.060 43.4% 0.229 3.3% 27% False False 9,456
120 9.290 6.230 3.060 43.4% 0.217 3.1% 27% False False 8,111
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 0.077
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 8.001
2.618 7.671
1.618 7.469
1.000 7.344
0.618 7.267
HIGH 7.142
0.618 7.065
0.500 7.041
0.382 7.017
LOW 6.940
0.618 6.815
1.000 6.738
1.618 6.613
2.618 6.411
4.250 6.082
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 7.044 7.058
PP 7.043 7.054
S1 7.041 7.050

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

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