NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 7.630 7.865 0.235 3.1% 7.220
High 7.916 8.108 0.192 2.4% 7.916
Low 7.541 7.798 0.257 3.4% 7.045
Close 7.854 7.849 -0.005 -0.1% 7.854
Range 0.375 0.310 -0.065 -17.3% 0.871
ATR 0.253 0.257 0.004 1.6% 0.000
Volume 25,708 24,779 -929 -3.6% 90,402
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.848 8.659 8.020
R3 8.538 8.349 7.934
R2 8.228 8.228 7.906
R1 8.039 8.039 7.877 7.979
PP 7.918 7.918 7.918 7.888
S1 7.729 7.729 7.821 7.669
S2 7.608 7.608 7.792
S3 7.298 7.419 7.764
S4 6.988 7.109 7.679
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.218 9.907 8.333
R3 9.347 9.036 8.094
R2 8.476 8.476 8.014
R1 8.165 8.165 7.934 8.321
PP 7.605 7.605 7.605 7.683
S1 7.294 7.294 7.774 7.450
S2 6.734 6.734 7.694
S3 5.863 6.423 7.614
S4 4.992 5.552 7.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.108 7.207 0.901 11.5% 0.265 3.4% 71% True False 21,842
10 8.108 7.045 1.063 13.5% 0.285 3.6% 76% True False 14,726
20 8.108 7.000 1.108 14.1% 0.259 3.3% 77% True False 9,409
40 8.842 7.000 1.842 23.5% 0.226 2.9% 46% False False 6,454
60 9.185 7.000 2.185 27.8% 0.195 2.5% 39% False False 4,909
80 9.290 7.000 2.290 29.2% 0.185 2.4% 37% False False 4,037
100 9.290 7.000 2.290 29.2% 0.176 2.2% 37% False False 3,450
120 9.290 7.000 2.290 29.2% 0.169 2.2% 37% False False 2,956
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 0.057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.426
2.618 8.920
1.618 8.610
1.000 8.418
0.618 8.300
HIGH 8.108
0.618 7.990
0.500 7.953
0.382 7.916
LOW 7.798
0.618 7.606
1.000 7.488
1.618 7.296
2.618 6.986
4.250 6.481
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 7.953 7.815
PP 7.918 7.780
S1 7.884 7.746

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

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