NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 7.646 7.586 -0.060 -0.8% 7.578
High 7.782 7.610 -0.172 -2.2% 7.853
Low 7.634 7.410 -0.224 -2.9% 7.380
Close 7.721 7.457 -0.264 -3.4% 7.721
Range 0.148 0.200 0.052 35.1% 0.473
ATR 0.196 0.204 0.008 4.2% 0.000
Volume 5,956 2,388 -3,568 -59.9% 18,203
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.092 7.975 7.567
R3 7.892 7.775 7.512
R2 7.692 7.692 7.494
R1 7.575 7.575 7.475 7.534
PP 7.492 7.492 7.492 7.472
S1 7.375 7.375 7.439 7.334
S2 7.292 7.292 7.420
S3 7.092 7.175 7.402
S4 6.892 6.975 7.347
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 6.3% 0.213 2.9% 16% False False 3,502
10 7.860 7.380 0.480 6.4% 0.184 2.5% 16% False False 2,806
20 8.842 7.380 1.462 19.6% 0.193 2.6% 5% False False 3,499
40 9.185 7.380 1.805 24.2% 0.164 2.2% 4% False False 2,659
60 9.290 7.380 1.910 25.6% 0.161 2.2% 4% False False 2,247
80 9.290 7.380 1.910 25.6% 0.156 2.1% 4% False False 1,960
100 9.290 7.380 1.910 25.6% 0.151 2.0% 4% False False 1,665
120 9.290 7.380 1.910 25.6% 0.154 2.1% 4% False False 1,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.460
2.618 8.134
1.618 7.934
1.000 7.810
0.618 7.734
HIGH 7.610
0.618 7.534
0.500 7.510
0.382 7.486
LOW 7.410
0.618 7.286
1.000 7.210
1.618 7.086
2.618 6.886
4.250 6.560
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 7.510 7.581
PP 7.492 7.540
S1 7.475 7.498

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

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