NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 8.925 8.901 -0.024 -0.3% 8.577
High 9.002 8.958 -0.044 -0.5% 8.980
Low 8.842 8.822 -0.020 -0.2% 8.577
Close 8.981 8.840 -0.141 -1.6% 8.941
Range 0.160 0.136 -0.024 -15.0% 0.403
ATR 0.168 0.168 -0.001 -0.4% 0.000
Volume 1,128 1,767 639 56.6% 6,604
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 9.281 9.197 8.915
R3 9.145 9.061 8.877
R2 9.009 9.009 8.865
R1 8.925 8.925 8.852 8.899
PP 8.873 8.873 8.873 8.861
S1 8.789 8.789 8.828 8.763
S2 8.737 8.737 8.815
S3 8.601 8.653 8.803
S4 8.465 8.517 8.765
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 10.042 9.894 9.163
R3 9.639 9.491 9.052
R2 9.236 9.236 9.015
R1 9.088 9.088 8.978 9.162
PP 8.833 8.833 8.833 8.870
S1 8.685 8.685 8.904 8.759
S2 8.430 8.430 8.867
S3 8.027 8.282 8.830
S4 7.624 7.879 8.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.002 8.710 0.292 3.3% 0.159 1.8% 45% False False 1,656
10 9.002 8.577 0.425 4.8% 0.158 1.8% 62% False False 1,263
20 9.135 8.577 0.558 6.3% 0.153 1.7% 47% False False 1,212
40 9.135 8.190 0.945 10.7% 0.144 1.6% 69% False False 931
60 9.135 8.190 0.945 10.7% 0.144 1.6% 69% False False 829
80 9.135 7.637 1.498 16.9% 0.154 1.7% 80% False False 770
100 9.135 7.637 1.498 16.9% 0.147 1.7% 80% False False 674
120 9.135 7.637 1.498 16.9% 0.138 1.6% 80% False False 637
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.536
2.618 9.314
1.618 9.178
1.000 9.094
0.618 9.042
HIGH 8.958
0.618 8.906
0.500 8.890
0.382 8.874
LOW 8.822
0.618 8.738
1.000 8.686
1.618 8.602
2.618 8.466
4.250 8.244
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 8.890 8.856
PP 8.873 8.851
S1 8.857 8.845

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

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