NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 7.830 8.075 0.245 3.1% 7.220
High 8.024 8.115 0.091 1.1% 7.916
Low 7.757 7.721 -0.036 -0.5% 7.045
Close 7.935 7.837 -0.098 -1.2% 7.854
Range 0.267 0.394 0.127 47.6% 0.871
ATR 0.258 0.268 0.010 3.8% 0.000
Volume 25,679 8,584 -17,095 -66.6% 90,402
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.073 8.849 8.054
R3 8.679 8.455 7.945
R2 8.285 8.285 7.909
R1 8.061 8.061 7.873 7.976
PP 7.891 7.891 7.891 7.849
S1 7.667 7.667 7.801 7.582
S2 7.497 7.497 7.765
S3 7.103 7.273 7.729
S4 6.709 6.879 7.620
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 8.115 7.383 0.732 9.3% 0.328 4.2% 62% True False 23,020
10 8.115 7.045 1.070 13.7% 0.280 3.6% 74% True False 16,647
20 8.115 7.000 1.115 14.2% 0.266 3.4% 75% True False 10,734
40 8.557 7.000 1.557 19.9% 0.232 3.0% 54% False False 7,174
60 9.185 7.000 2.185 27.9% 0.203 2.6% 38% False False 5,420
80 9.290 7.000 2.290 29.2% 0.188 2.4% 37% False False 4,450
100 9.290 7.000 2.290 29.2% 0.181 2.3% 37% False False 3,775
120 9.290 7.000 2.290 29.2% 0.172 2.2% 37% False False 3,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.790
2.618 9.146
1.618 8.752
1.000 8.509
0.618 8.358
HIGH 8.115
0.618 7.964
0.500 7.918
0.382 7.872
LOW 7.721
0.618 7.478
1.000 7.327
1.618 7.084
2.618 6.690
4.250 6.047
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 7.918 7.918
PP 7.891 7.891
S1 7.864 7.864

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

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