NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 6.874 7.087 0.213 3.1% 7.027
High 6.995 7.490 0.495 7.1% 7.186
Low 6.745 7.087 0.342 5.1% 6.745
Close 6.974 7.445 0.471 6.8% 6.974
Range 0.250 0.403 0.153 61.2% 0.441
ATR 0.302 0.318 0.015 5.0% 0.000
Volume 80,970 45,930 -35,040 -43.3% 395,326
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.550 8.400 7.667
R3 8.147 7.997 7.556
R2 7.744 7.744 7.519
R1 7.594 7.594 7.482 7.669
PP 7.341 7.341 7.341 7.378
S1 7.191 7.191 7.408 7.266
S2 6.938 6.938 7.371
S3 6.535 6.788 7.334
S4 6.132 6.385 7.223
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.291 8.074 7.217
R3 7.850 7.633 7.095
R2 7.409 7.409 7.055
R1 7.192 7.192 7.014 7.080
PP 6.968 6.968 6.968 6.913
S1 6.751 6.751 6.934 6.639
S2 6.527 6.527 6.893
S3 6.086 6.310 6.853
S4 5.645 5.869 6.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.490 6.745 0.745 10.0% 0.270 3.6% 94% True False 72,827
10 7.505 6.745 0.760 10.2% 0.308 4.1% 92% False False 67,753
20 7.505 6.700 0.805 10.8% 0.316 4.3% 93% False False 51,813
40 7.505 6.230 1.275 17.1% 0.300 4.0% 95% False False 34,649
60 8.115 6.230 1.885 25.3% 0.298 4.0% 64% False False 27,157
80 8.115 6.230 1.885 25.3% 0.277 3.7% 64% False False 21,188
100 9.185 6.230 2.955 39.7% 0.251 3.4% 41% False False 17,453
120 9.290 6.230 3.060 41.1% 0.233 3.1% 40% False False 14,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.074
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 9.203
2.618 8.545
1.618 8.142
1.000 7.893
0.618 7.739
HIGH 7.490
0.618 7.336
0.500 7.289
0.382 7.241
LOW 7.087
0.618 6.838
1.000 6.684
1.618 6.435
2.618 6.032
4.250 5.374
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 7.393 7.336
PP 7.341 7.227
S1 7.289 7.118

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

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