NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 8.609 8.650 0.041 0.5% 8.250
High 8.631 8.822 0.191 2.2% 8.699
Low 8.580 8.620 0.040 0.5% 8.190
Close 8.617 8.800 0.183 2.1% 8.646
Range 0.051 0.202 0.151 296.1% 0.509
ATR 0.143 0.148 0.004 3.1% 0.000
Volume 753 1,694 941 125.0% 1,715
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.353 9.279 8.911
R3 9.151 9.077 8.856
R2 8.949 8.949 8.837
R1 8.875 8.875 8.819 8.912
PP 8.747 8.747 8.747 8.766
S1 8.673 8.673 8.781 8.710
S2 8.545 8.545 8.763
S3 8.343 8.471 8.744
S4 8.141 8.269 8.689
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.039 9.851 8.926
R3 9.530 9.342 8.786
R2 9.021 9.021 8.739
R1 8.833 8.833 8.693 8.927
PP 8.512 8.512 8.512 8.559
S1 8.324 8.324 8.599 8.418
S2 8.003 8.003 8.553
S3 7.494 7.815 8.506
S4 6.985 7.306 8.366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.822 8.280 0.542 6.2% 0.151 1.7% 96% True False 776
10 8.822 8.190 0.632 7.2% 0.116 1.3% 97% True False 558
20 8.822 8.190 0.632 7.2% 0.126 1.4% 97% True False 592
40 8.920 8.190 0.730 8.3% 0.144 1.6% 84% False False 629
60 8.920 7.637 1.283 14.6% 0.153 1.7% 91% False False 574
80 8.920 7.637 1.283 14.6% 0.143 1.6% 91% False False 519
100 9.090 7.637 1.453 16.5% 0.134 1.5% 80% False False 492
120 9.090 7.637 1.453 16.5% 0.128 1.5% 80% False False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.681
2.618 9.351
1.618 9.149
1.000 9.024
0.618 8.947
HIGH 8.822
0.618 8.745
0.500 8.721
0.382 8.697
LOW 8.620
0.618 8.495
1.000 8.418
1.618 8.293
2.618 8.091
4.250 7.762
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 8.774 8.767
PP 8.747 8.734
S1 8.721 8.701

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

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