NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 7.758 7.367 -0.391 -5.0% 7.460
High 7.800 7.601 -0.199 -2.6% 7.461
Low 7.348 7.346 -0.002 0.0% 7.000
Close 7.374 7.484 0.110 1.5% 7.411
Range 0.452 0.255 -0.197 -43.6% 0.461
ATR 0.245 0.245 0.001 0.3% 0.000
Volume 7,680 7,373 -307 -4.0% 22,795
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.242 8.118 7.624
R3 7.987 7.863 7.554
R2 7.732 7.732 7.531
R1 7.608 7.608 7.507 7.670
PP 7.477 7.477 7.477 7.508
S1 7.353 7.353 7.461 7.415
S2 7.222 7.222 7.437
S3 6.967 7.098 7.414
S4 6.712 6.843 7.344
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.674 8.503 7.665
R3 8.213 8.042 7.538
R2 7.752 7.752 7.496
R1 7.581 7.581 7.453 7.436
PP 7.291 7.291 7.291 7.218
S1 7.120 7.120 7.369 6.975
S2 6.830 6.830 7.326
S3 6.369 6.659 7.284
S4 5.908 6.198 7.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.800 7.204 0.596 8.0% 0.253 3.4% 47% False False 5,621
10 7.844 7.000 0.844 11.3% 0.251 3.4% 57% False False 4,822
20 7.853 7.000 0.853 11.4% 0.236 3.2% 57% False False 4,042
40 9.117 7.000 2.117 28.3% 0.200 2.7% 23% False False 3,670
60 9.290 7.000 2.290 30.6% 0.178 2.4% 21% False False 2,874
80 9.290 7.000 2.290 30.6% 0.172 2.3% 21% False False 2,502
100 9.290 7.000 2.290 30.6% 0.164 2.2% 21% False False 2,156
120 9.290 7.000 2.290 30.6% 0.161 2.2% 21% False False 1,896
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.685
2.618 8.269
1.618 8.014
1.000 7.856
0.618 7.759
HIGH 7.601
0.618 7.504
0.500 7.474
0.382 7.443
LOW 7.346
0.618 7.188
1.000 7.091
1.618 6.933
2.618 6.678
4.250 6.262
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 7.481 7.573
PP 7.477 7.543
S1 7.474 7.514

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

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