NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 7.080 7.449 0.369 5.2% 6.905
High 7.455 7.505 0.050 0.7% 7.255
Low 7.065 7.200 0.135 1.9% 6.744
Close 7.427 7.277 -0.150 -2.0% 6.870
Range 0.390 0.305 -0.085 -21.8% 0.511
ATR 0.320 0.319 -0.001 -0.3% 0.000
Volume 62,523 70,584 8,061 12.9% 191,727
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.242 8.065 7.445
R3 7.937 7.760 7.361
R2 7.632 7.632 7.333
R1 7.455 7.455 7.305 7.391
PP 7.327 7.327 7.327 7.296
S1 7.150 7.150 7.249 7.086
S2 7.022 7.022 7.221
S3 6.717 6.845 7.193
S4 6.412 6.540 7.109
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.489 8.191 7.151
R3 7.978 7.680 7.011
R2 7.467 7.467 6.964
R1 7.169 7.169 6.917 7.063
PP 6.956 6.956 6.956 6.903
S1 6.658 6.658 6.823 6.552
S2 6.445 6.445 6.776
S3 5.934 6.147 6.729
S4 5.423 5.636 6.589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.505 6.744 0.761 10.5% 0.309 4.3% 70% True False 54,409
10 7.505 6.700 0.805 11.1% 0.307 4.2% 72% True False 42,916
20 7.505 6.230 1.275 17.5% 0.338 4.6% 82% True False 35,907
40 8.115 6.230 1.885 25.9% 0.315 4.3% 56% False False 24,846
60 8.115 6.230 1.885 25.9% 0.290 4.0% 56% False False 18,540
80 9.100 6.230 2.870 39.4% 0.264 3.6% 36% False False 14,756
100 9.290 6.230 3.060 42.1% 0.239 3.3% 34% False False 12,131
120 9.290 6.230 3.060 42.1% 0.223 3.1% 34% False False 10,326
Crabel Price Patterns
NR True
NR4 False
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 0.083
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.801
2.618 8.303
1.618 7.998
1.000 7.810
0.618 7.693
HIGH 7.505
0.618 7.388
0.500 7.353
0.382 7.317
LOW 7.200
0.618 7.012
1.000 6.895
1.618 6.707
2.618 6.402
4.250 5.904
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 7.353 7.228
PP 7.327 7.178
S1 7.302 7.129

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

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