NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 8.650 8.900 0.250 2.9% 8.250
High 8.822 8.965 0.143 1.6% 8.699
Low 8.620 8.751 0.131 1.5% 8.190
Close 8.800 8.850 0.050 0.6% 8.646
Range 0.202 0.214 0.012 5.9% 0.509
ATR 0.148 0.152 0.005 3.2% 0.000
Volume 1,694 696 -998 -58.9% 1,715
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.497 9.388 8.968
R3 9.283 9.174 8.909
R2 9.069 9.069 8.889
R1 8.960 8.960 8.870 8.908
PP 8.855 8.855 8.855 8.829
S1 8.746 8.746 8.830 8.694
S2 8.641 8.641 8.811
S3 8.427 8.532 8.791
S4 8.213 8.318 8.732
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 8.965 8.484 0.481 5.4% 0.151 1.7% 76% True False 880
10 8.965 8.190 0.775 8.8% 0.125 1.4% 85% True False 567
20 8.965 8.190 0.775 8.8% 0.132 1.5% 85% True False 595
40 8.965 8.190 0.775 8.8% 0.145 1.6% 85% True False 623
60 8.965 7.637 1.328 15.0% 0.155 1.7% 91% True False 580
80 8.965 7.637 1.328 15.0% 0.144 1.6% 91% True False 512
100 9.090 7.637 1.453 16.4% 0.134 1.5% 83% False False 499
120 9.090 7.637 1.453 16.4% 0.128 1.5% 83% False False 552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.875
2.618 9.525
1.618 9.311
1.000 9.179
0.618 9.097
HIGH 8.965
0.618 8.883
0.500 8.858
0.382 8.833
LOW 8.751
0.618 8.619
1.000 8.537
1.618 8.405
2.618 8.191
4.250 7.842
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 8.858 8.824
PP 8.855 8.798
S1 8.853 8.773

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

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