NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 7.119 7.350 0.231 3.2% 6.296
High 7.339 7.374 0.035 0.5% 7.270
Low 7.001 6.892 -0.109 -1.6% 6.230
Close 7.317 7.228 -0.089 -1.2% 7.054
Range 0.338 0.482 0.144 42.6% 1.040
ATR 0.313 0.325 0.012 3.9% 0.000
Volume 40,706 25,467 -15,239 -37.4% 147,262
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.611 8.401 7.493
R3 8.129 7.919 7.361
R2 7.647 7.647 7.316
R1 7.437 7.437 7.272 7.301
PP 7.165 7.165 7.165 7.097
S1 6.955 6.955 7.184 6.819
S2 6.683 6.683 7.140
S3 6.201 6.473 7.095
S4 5.719 5.991 6.963
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 7.374 6.767 0.607 8.4% 0.416 5.8% 76% True False 32,749
10 7.374 6.230 1.144 15.8% 0.354 4.9% 87% True False 27,096
20 7.374 6.230 1.144 15.8% 0.298 4.1% 87% True False 18,087
40 8.115 6.230 1.885 26.1% 0.296 4.1% 53% False False 15,278
60 8.115 6.230 1.885 26.1% 0.269 3.7% 53% False False 11,329
80 9.185 6.230 2.955 40.9% 0.239 3.3% 34% False False 9,163
100 9.290 6.230 3.060 42.3% 0.219 3.0% 33% False False 7,619
120 9.290 6.230 3.060 42.3% 0.209 2.9% 33% False False 6,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.423
2.618 8.636
1.618 8.154
1.000 7.856
0.618 7.672
HIGH 7.374
0.618 7.190
0.500 7.133
0.382 7.076
LOW 6.892
0.618 6.594
1.000 6.410
1.618 6.112
2.618 5.630
4.250 4.844
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 7.196 7.195
PP 7.165 7.161
S1 7.133 7.128

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

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