NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 6.848 6.936 0.088 1.3% 6.860
High 6.953 7.080 0.127 1.8% 7.505
Low 6.770 6.835 0.065 1.0% 6.753
Close 6.863 7.010 0.147 2.1% 7.073
Range 0.183 0.245 0.062 33.9% 0.752
ATR 0.314 0.309 -0.005 -1.6% 0.000
Volume 86,873 76,069 -10,804 -12.4% 272,989
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 7.710 7.605 7.145
R3 7.465 7.360 7.077
R2 7.220 7.220 7.055
R1 7.115 7.115 7.032 7.168
PP 6.975 6.975 6.975 7.001
S1 6.870 6.870 6.988 6.923
S2 6.730 6.730 6.965
S3 6.485 6.625 6.943
S4 6.240 6.380 6.875
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 7.431 6.770 0.661 9.4% 0.291 4.2% 36% False False 68,646
10 7.505 6.744 0.761 10.9% 0.300 4.3% 35% False False 61,527
20 7.505 6.700 0.805 11.5% 0.325 4.6% 39% False False 47,161
40 7.959 6.230 1.729 24.7% 0.311 4.4% 45% False False 30,549
60 8.115 6.230 1.885 26.9% 0.296 4.2% 41% False False 23,944
80 8.557 6.230 2.327 33.2% 0.271 3.9% 34% False False 18,862
100 9.185 6.230 2.955 42.2% 0.246 3.5% 26% False False 15,472
120 9.290 6.230 3.060 43.7% 0.229 3.3% 25% False False 13,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.121
2.618 7.721
1.618 7.476
1.000 7.325
0.618 7.231
HIGH 7.080
0.618 6.986
0.500 6.958
0.382 6.929
LOW 6.835
0.618 6.684
1.000 6.590
1.618 6.439
2.618 6.194
4.250 5.794
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 6.993 6.999
PP 6.975 6.989
S1 6.958 6.978

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

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