NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 7.586 7.455 -0.131 -1.7% 7.578
High 7.610 7.556 -0.054 -0.7% 7.853
Low 7.410 7.340 -0.070 -0.9% 7.380
Close 7.457 7.392 -0.065 -0.9% 7.721
Range 0.200 0.216 0.016 8.0% 0.473
ATR 0.204 0.205 0.001 0.4% 0.000
Volume 2,388 3,309 921 38.6% 18,203
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.077 7.951 7.511
R3 7.861 7.735 7.451
R2 7.645 7.645 7.432
R1 7.519 7.519 7.412 7.474
PP 7.429 7.429 7.429 7.407
S1 7.303 7.303 7.372 7.258
S2 7.213 7.213 7.352
S3 6.997 7.087 7.333
S4 6.781 6.871 7.273
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 7.340 0.513 6.9% 0.211 2.9% 10% False True 3,576
10 7.853 7.340 0.513 6.9% 0.195 2.6% 10% False True 2,978
20 8.732 7.340 1.392 18.8% 0.196 2.6% 4% False True 3,567
40 9.185 7.340 1.845 25.0% 0.166 2.2% 3% False True 2,675
60 9.290 7.340 1.950 26.4% 0.160 2.2% 3% False True 2,288
80 9.290 7.340 1.950 26.4% 0.157 2.1% 3% False True 1,990
100 9.290 7.340 1.950 26.4% 0.152 2.1% 3% False True 1,693
120 9.290 7.340 1.950 26.4% 0.155 2.1% 3% False True 1,520
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 0.043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.474
2.618 8.121
1.618 7.905
1.000 7.772
0.618 7.689
HIGH 7.556
0.618 7.473
0.500 7.448
0.382 7.423
LOW 7.340
0.618 7.207
1.000 7.124
1.618 6.991
2.618 6.775
4.250 6.422
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 7.448 7.561
PP 7.429 7.505
S1 7.411 7.448

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

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