NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 8.900 8.750 -0.150 -1.7% 8.250
High 8.965 8.850 -0.115 -1.3% 8.699
Low 8.751 8.738 -0.013 -0.1% 8.190
Close 8.850 8.801 -0.049 -0.6% 8.646
Range 0.214 0.112 -0.102 -47.7% 0.509
ATR 0.152 0.149 -0.003 -1.9% 0.000
Volume 696 1,944 1,248 179.3% 1,715
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.132 9.079 8.863
R3 9.020 8.967 8.832
R2 8.908 8.908 8.822
R1 8.855 8.855 8.811 8.882
PP 8.796 8.796 8.796 8.810
S1 8.743 8.743 8.791 8.770
S2 8.684 8.684 8.780
S3 8.572 8.631 8.770
S4 8.460 8.519 8.739
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 8.580 0.385 4.4% 0.138 1.6% 57% False False 1,206
10 8.965 8.190 0.775 8.8% 0.124 1.4% 79% False False 736
20 8.965 8.190 0.775 8.8% 0.128 1.5% 79% False False 665
40 8.965 8.190 0.775 8.8% 0.140 1.6% 79% False False 644
60 8.965 7.637 1.328 15.1% 0.155 1.8% 88% False False 612
80 8.965 7.637 1.328 15.1% 0.143 1.6% 88% False False 531
100 9.090 7.637 1.453 16.5% 0.134 1.5% 80% False False 517
120 9.090 7.637 1.453 16.5% 0.128 1.5% 80% False False 567
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.326
2.618 9.143
1.618 9.031
1.000 8.962
0.618 8.919
HIGH 8.850
0.618 8.807
0.500 8.794
0.382 8.781
LOW 8.738
0.618 8.669
1.000 8.626
1.618 8.557
2.618 8.445
4.250 8.262
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 8.799 8.798
PP 8.796 8.795
S1 8.794 8.793

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

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