NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 7.458 7.321 -0.137 -1.8% 7.087
High 7.616 7.364 -0.252 -3.3% 7.616
Low 7.250 7.027 -0.223 -3.1% 7.027
Close 7.374 7.041 -0.333 -4.5% 7.041
Range 0.366 0.337 -0.029 -7.9% 0.589
ATR 0.314 0.316 0.002 0.8% 0.000
Volume 59,158 70,742 11,584 19.6% 332,711
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.155 7.935 7.226
R3 7.818 7.598 7.134
R2 7.481 7.481 7.103
R1 7.261 7.261 7.072 7.203
PP 7.144 7.144 7.144 7.115
S1 6.924 6.924 7.010 6.866
S2 6.807 6.807 6.979
S3 6.470 6.587 6.948
S4 6.133 6.250 6.856
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.995 8.607 7.365
R3 8.406 8.018 7.203
R2 7.817 7.817 7.149
R1 7.429 7.429 7.095 7.329
PP 7.228 7.228 7.228 7.178
S1 6.840 6.840 6.987 6.740
S2 6.639 6.639 6.933
S3 6.050 6.251 6.879
S4 5.461 5.662 6.717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.616 7.027 0.589 8.4% 0.325 4.6% 2% False True 66,542
10 7.616 6.745 0.871 12.4% 0.293 4.2% 34% False False 72,803
20 7.616 6.744 0.872 12.4% 0.297 4.2% 34% False False 59,637
40 7.616 6.230 1.386 19.7% 0.309 4.4% 59% False False 40,745
60 8.115 6.230 1.885 26.8% 0.305 4.3% 43% False False 31,614
80 8.115 6.230 1.885 26.8% 0.281 4.0% 43% False False 24,534
100 9.185 6.230 2.955 42.0% 0.259 3.7% 27% False False 20,262
120 9.290 6.230 3.060 43.5% 0.237 3.4% 27% False False 17,111
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 0.092
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.796
2.618 8.246
1.618 7.909
1.000 7.701
0.618 7.572
HIGH 7.364
0.618 7.235
0.500 7.196
0.382 7.156
LOW 7.027
0.618 6.819
1.000 6.690
1.618 6.482
2.618 6.145
4.250 5.595
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 7.196 7.322
PP 7.144 7.228
S1 7.093 7.135

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

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