NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 7.865 7.830 -0.035 -0.4% 7.220
High 8.108 8.024 -0.084 -1.0% 7.916
Low 7.798 7.757 -0.041 -0.5% 7.045
Close 7.849 7.935 0.086 1.1% 7.854
Range 0.310 0.267 -0.043 -13.9% 0.871
ATR 0.257 0.258 0.001 0.3% 0.000
Volume 24,779 25,679 900 3.6% 90,402
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.706 8.588 8.082
R3 8.439 8.321 8.008
R2 8.172 8.172 7.984
R1 8.054 8.054 7.959 8.113
PP 7.905 7.905 7.905 7.935
S1 7.787 7.787 7.911 7.846
S2 7.638 7.638 7.886
S3 7.371 7.520 7.862
S4 7.104 7.253 7.788
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 7.229 0.879 11.1% 0.283 3.6% 80% False False 25,401
10 8.108 7.045 1.063 13.4% 0.266 3.4% 84% False False 16,526
20 8.108 7.000 1.108 14.0% 0.261 3.3% 84% False False 10,527
40 8.732 7.000 1.732 21.8% 0.229 2.9% 54% False False 7,047
60 9.185 7.000 2.185 27.5% 0.198 2.5% 43% False False 5,293
80 9.290 7.000 2.290 28.9% 0.186 2.3% 41% False False 4,348
100 9.290 7.000 2.290 28.9% 0.178 2.2% 41% False False 3,697
120 9.290 7.000 2.290 28.9% 0.170 2.1% 41% False False 3,166
Crabel Price Patterns
NR True
NR4 True
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 0.060
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.159
2.618 8.723
1.618 8.456
1.000 8.291
0.618 8.189
HIGH 8.024
0.618 7.922
0.500 7.891
0.382 7.859
LOW 7.757
0.618 7.592
1.000 7.490
1.618 7.325
2.618 7.058
4.250 6.622
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 7.920 7.898
PP 7.905 7.861
S1 7.891 7.825

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

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