NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 7.844 7.460 -0.384 -4.9% 7.586
High 7.844 7.460 -0.384 -4.9% 7.844
Low 7.520 7.208 -0.312 -4.1% 7.340
Close 7.576 7.229 -0.347 -4.6% 7.576
Range 0.324 0.252 -0.072 -22.2% 0.504
ATR 0.221 0.232 0.010 4.7% 0.000
Volume 2,242 3,422 1,180 52.6% 15,167
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.055 7.894 7.368
R3 7.803 7.642 7.298
R2 7.551 7.551 7.275
R1 7.390 7.390 7.252 7.345
PP 7.299 7.299 7.299 7.276
S1 7.138 7.138 7.206 7.093
S2 7.047 7.047 7.183
S3 6.795 6.886 7.160
S4 6.543 6.634 7.090
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.099 8.841 7.853
R3 8.595 8.337 7.715
R2 8.091 8.091 7.668
R1 7.833 7.833 7.622 7.710
PP 7.587 7.587 7.587 7.525
S1 7.329 7.329 7.530 7.206
S2 7.083 7.083 7.484
S3 6.579 6.825 7.437
S4 6.075 6.321 7.299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.844 7.208 0.636 8.8% 0.264 3.7% 3% False True 3,240
10 7.853 7.208 0.645 8.9% 0.238 3.3% 3% False True 3,371
20 8.100 7.208 0.892 12.3% 0.214 3.0% 2% False True 3,280
40 9.185 7.208 1.977 27.3% 0.182 2.5% 1% False True 2,898
60 9.290 7.208 2.082 28.8% 0.168 2.3% 1% False True 2,407
80 9.290 7.208 2.082 28.8% 0.164 2.3% 1% False True 2,087
100 9.290 7.208 2.082 28.8% 0.157 2.2% 1% False True 1,803
120 9.290 7.208 2.082 28.8% 0.156 2.2% 1% False True 1,606
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.531
2.618 8.120
1.618 7.868
1.000 7.712
0.618 7.616
HIGH 7.460
0.618 7.364
0.500 7.334
0.382 7.304
LOW 7.208
0.618 7.052
1.000 6.956
1.618 6.800
2.618 6.548
4.250 6.137
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 7.334 7.526
PP 7.299 7.427
S1 7.264 7.328

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

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