NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 7.398 7.027 -0.371 -5.0% 6.860
High 7.414 7.186 -0.228 -3.1% 7.505
Low 7.026 6.826 -0.200 -2.8% 6.753
Close 7.073 6.846 -0.227 -3.2% 7.073
Range 0.388 0.360 -0.028 -7.2% 0.752
ATR 0.321 0.324 0.003 0.9% 0.000
Volume 43,951 77,119 33,168 75.5% 272,989
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.033 7.799 7.044
R3 7.673 7.439 6.945
R2 7.313 7.313 6.912
R1 7.079 7.079 6.879 7.016
PP 6.953 6.953 6.953 6.921
S1 6.719 6.719 6.813 6.656
S2 6.593 6.593 6.780
S3 6.233 6.359 6.747
S4 5.873 5.999 6.648
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.366 8.972 7.487
R3 8.614 8.220 7.280
R2 7.862 7.862 7.211
R1 7.468 7.468 7.142 7.665
PP 7.110 7.110 7.110 7.209
S1 6.716 6.716 7.004 6.913
S2 6.358 6.358 6.935
S3 5.606 5.964 6.866
S4 4.854 5.212 6.659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.505 6.826 0.679 9.9% 0.345 5.0% 3% False True 62,679
10 7.505 6.744 0.761 11.1% 0.300 4.4% 13% False False 51,362
20 7.505 6.612 0.893 13.0% 0.337 4.9% 26% False False 42,273
40 8.115 6.230 1.885 27.5% 0.317 4.6% 33% False False 27,332
60 8.115 6.230 1.885 27.5% 0.297 4.3% 33% False False 21,358
80 8.842 6.230 2.612 38.2% 0.271 4.0% 24% False False 16,893
100 9.185 6.230 2.955 43.2% 0.244 3.6% 21% False False 13,878
120 9.290 6.230 3.060 44.7% 0.229 3.3% 20% False False 11,802
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 0.068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.716
2.618 8.128
1.618 7.768
1.000 7.546
0.618 7.408
HIGH 7.186
0.618 7.048
0.500 7.006
0.382 6.964
LOW 6.826
0.618 6.604
1.000 6.466
1.618 6.244
2.618 5.884
4.250 5.296
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 7.006 7.129
PP 6.953 7.034
S1 6.899 6.940

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

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