NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 6.936 7.011 0.075 1.1% 6.860
High 7.080 7.117 0.037 0.5% 7.505
Low 6.835 6.846 0.011 0.2% 6.753
Close 7.010 6.876 -0.134 -1.9% 7.073
Range 0.245 0.271 0.026 10.6% 0.752
ATR 0.309 0.306 -0.003 -0.9% 0.000
Volume 76,069 74,295 -1,774 -2.3% 272,989
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 7.759 7.589 7.025
R3 7.488 7.318 6.951
R2 7.217 7.217 6.926
R1 7.047 7.047 6.901 6.997
PP 6.946 6.946 6.946 6.921
S1 6.776 6.776 6.851 6.726
S2 6.675 6.675 6.826
S3 6.404 6.505 6.801
S4 6.133 6.234 6.727
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 7.414 6.770 0.644 9.4% 0.289 4.2% 16% False False 71,661
10 7.505 6.753 0.752 10.9% 0.298 4.3% 16% False False 64,195
20 7.505 6.700 0.805 11.7% 0.318 4.6% 22% False False 49,083
40 7.959 6.230 1.729 25.1% 0.307 4.5% 37% False False 31,987
60 8.115 6.230 1.885 27.4% 0.297 4.3% 34% False False 25,136
80 8.379 6.230 2.149 31.3% 0.273 4.0% 30% False False 19,730
100 9.185 6.230 2.955 43.0% 0.248 3.6% 22% False False 16,210
120 9.290 6.230 3.060 44.5% 0.231 3.4% 21% False False 13,749
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.082
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.269
2.618 7.826
1.618 7.555
1.000 7.388
0.618 7.284
HIGH 7.117
0.618 7.013
0.500 6.982
0.382 6.950
LOW 6.846
0.618 6.679
1.000 6.575
1.618 6.408
2.618 6.137
4.250 5.694
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 6.982 6.944
PP 6.946 6.921
S1 6.911 6.899

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

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