NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 7.600 7.646 0.046 0.6% 7.578
High 7.644 7.782 0.138 1.8% 7.853
Low 7.380 7.634 0.254 3.4% 7.380
Close 7.567 7.721 0.154 2.0% 7.721
Range 0.264 0.148 -0.116 -43.9% 0.473
ATR 0.195 0.196 0.001 0.7% 0.000
Volume 2,887 5,956 3,069 106.3% 18,203
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.156 8.087 7.802
R3 8.008 7.939 7.762
R2 7.860 7.860 7.748
R1 7.791 7.791 7.735 7.826
PP 7.712 7.712 7.712 7.730
S1 7.643 7.643 7.707 7.678
S2 7.564 7.564 7.694
S3 7.416 7.495 7.680
S4 7.268 7.347 7.640
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.070 8.869 7.981
R3 8.597 8.396 7.851
R2 8.124 8.124 7.808
R1 7.923 7.923 7.764 8.024
PP 7.651 7.651 7.651 7.702
S1 7.450 7.450 7.678 7.551
S2 7.178 7.178 7.634
S3 6.705 6.977 7.591
S4 6.232 6.504 7.461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.853 7.380 0.473 6.1% 0.212 2.7% 72% False False 3,640
10 7.860 7.380 0.480 6.2% 0.187 2.4% 71% False False 2,796
20 8.995 7.380 1.615 20.9% 0.191 2.5% 21% False False 3,495
40 9.290 7.380 1.910 24.7% 0.165 2.1% 18% False False 2,636
60 9.290 7.380 1.910 24.7% 0.159 2.1% 18% False False 2,231
80 9.290 7.380 1.910 24.7% 0.155 2.0% 18% False False 1,934
100 9.290 7.380 1.910 24.7% 0.150 1.9% 18% False False 1,654
120 9.290 7.380 1.910 24.7% 0.154 2.0% 18% False False 1,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 8.411
2.618 8.169
1.618 8.021
1.000 7.930
0.618 7.873
HIGH 7.782
0.618 7.725
0.500 7.708
0.382 7.691
LOW 7.634
0.618 7.543
1.000 7.486
1.618 7.395
2.618 7.247
4.250 7.005
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 7.717 7.686
PP 7.712 7.651
S1 7.708 7.617

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

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