NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 7.270 6.915 -0.355 -4.9% 6.296
High 7.270 7.236 -0.034 -0.5% 7.270
Low 6.861 6.881 0.020 0.3% 6.230
Close 6.881 7.054 0.173 2.5% 7.054
Range 0.409 0.355 -0.054 -13.2% 1.040
ATR 0.308 0.311 0.003 1.1% 0.000
Volume 35,868 31,585 -4,283 -11.9% 147,262
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.122 7.943 7.249
R3 7.767 7.588 7.152
R2 7.412 7.412 7.119
R1 7.233 7.233 7.087 7.323
PP 7.057 7.057 7.057 7.102
S1 6.878 6.878 7.021 6.968
S2 6.702 6.702 6.989
S3 6.347 6.523 6.956
S4 5.992 6.168 6.859
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.971 9.553 7.626
R3 8.931 8.513 7.340
R2 7.891 7.891 7.245
R1 7.473 7.473 7.149 7.682
PP 6.851 6.851 6.851 6.956
S1 6.433 6.433 6.959 6.642
S2 5.811 5.811 6.863
S3 4.771 5.393 6.768
S4 3.731 4.353 6.482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.270 6.230 1.040 14.7% 0.391 5.5% 79% False False 29,452
10 7.270 6.230 1.040 14.7% 0.321 4.6% 79% False False 22,389
20 7.684 6.230 1.454 20.6% 0.297 4.2% 57% False False 15,942
40 8.115 6.230 1.885 26.7% 0.286 4.1% 44% False False 13,896
60 8.160 6.230 1.930 27.4% 0.260 3.7% 43% False False 10,375
80 9.185 6.230 2.955 41.9% 0.233 3.3% 28% False False 8,371
100 9.290 6.230 3.060 43.4% 0.215 3.1% 27% False False 6,980
120 9.290 6.230 3.060 43.4% 0.203 2.9% 27% False False 6,011
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.745
2.618 8.165
1.618 7.810
1.000 7.591
0.618 7.455
HIGH 7.236
0.618 7.100
0.500 7.059
0.382 7.017
LOW 6.881
0.618 6.662
1.000 6.526
1.618 6.307
2.618 5.952
4.250 5.372
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 7.059 7.042
PP 7.057 7.030
S1 7.056 7.019

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

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