NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 8.577 8.850 0.273 3.2% 8.920
High 8.815 8.910 0.095 1.1% 8.920
Low 8.577 8.726 0.149 1.7% 8.598
Close 8.807 8.831 0.024 0.3% 8.642
Range 0.238 0.184 -0.054 -22.7% 0.322
ATR 0.163 0.165 0.001 0.9% 0.000
Volume 841 377 -464 -55.2% 4,520
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 9.374 9.287 8.932
R3 9.190 9.103 8.882
R2 9.006 9.006 8.865
R1 8.919 8.919 8.848 8.871
PP 8.822 8.822 8.822 8.798
S1 8.735 8.735 8.814 8.687
S2 8.638 8.638 8.797
S3 8.454 8.551 8.780
S4 8.270 8.367 8.730
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 9.686 9.486 8.819
R3 9.364 9.164 8.731
R2 9.042 9.042 8.701
R1 8.842 8.842 8.672 8.781
PP 8.720 8.720 8.720 8.690
S1 8.520 8.520 8.612 8.459
S2 8.398 8.398 8.583
S3 8.076 8.198 8.553
S4 7.754 7.876 8.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.910 8.577 0.333 3.8% 0.156 1.8% 76% True False 870
10 9.135 8.577 0.558 6.3% 0.153 1.7% 46% False False 1,058
20 9.135 8.577 0.558 6.3% 0.153 1.7% 46% False False 1,075
40 9.135 8.190 0.945 10.7% 0.139 1.6% 68% False False 800
60 9.135 8.190 0.945 10.7% 0.148 1.7% 68% False False 755
80 9.135 7.637 1.498 17.0% 0.152 1.7% 80% False False 680
100 9.135 7.637 1.498 17.0% 0.143 1.6% 80% False False 614
120 9.135 7.637 1.498 17.0% 0.136 1.5% 80% False False 576
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.692
2.618 9.392
1.618 9.208
1.000 9.094
0.618 9.024
HIGH 8.910
0.618 8.840
0.500 8.818
0.382 8.796
LOW 8.726
0.618 8.612
1.000 8.542
1.618 8.428
2.618 8.244
4.250 7.944
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 8.827 8.802
PP 8.822 8.773
S1 8.818 8.744

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

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