NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 7.087 7.485 0.398 5.6% 7.027
High 7.490 7.570 0.080 1.1% 7.186
Low 7.087 7.291 0.204 2.9% 6.745
Close 7.445 7.367 -0.078 -1.0% 6.974
Range 0.403 0.279 -0.124 -30.8% 0.441
ATR 0.318 0.315 -0.003 -0.9% 0.000
Volume 45,930 79,635 33,705 73.4% 395,326
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.246 8.086 7.520
R3 7.967 7.807 7.444
R2 7.688 7.688 7.418
R1 7.528 7.528 7.393 7.469
PP 7.409 7.409 7.409 7.380
S1 7.249 7.249 7.341 7.190
S2 7.130 7.130 7.316
S3 6.851 6.970 7.290
S4 6.572 6.691 7.214
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 7.570 6.745 0.825 11.2% 0.290 3.9% 75% True False 71,379
10 7.570 6.745 0.825 11.2% 0.297 4.0% 75% True False 69,464
20 7.570 6.700 0.870 11.8% 0.306 4.2% 77% True False 54,522
40 7.570 6.230 1.340 18.2% 0.302 4.1% 85% True False 36,304
60 8.115 6.230 1.885 25.6% 0.300 4.1% 60% False False 28,359
80 8.115 6.230 1.885 25.6% 0.279 3.8% 60% False False 22,127
100 9.185 6.230 2.955 40.1% 0.253 3.4% 38% False False 18,234
120 9.290 6.230 3.060 41.5% 0.234 3.2% 37% False False 15,436
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 0.081
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.756
2.618 8.300
1.618 8.021
1.000 7.849
0.618 7.742
HIGH 7.570
0.618 7.463
0.500 7.431
0.382 7.398
LOW 7.291
0.618 7.119
1.000 7.012
1.618 6.840
2.618 6.561
4.250 6.105
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 7.431 7.297
PP 7.409 7.227
S1 7.388 7.158

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

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