NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 6.905 7.162 0.257 3.7% 7.119
High 7.218 7.255 0.037 0.5% 7.374
Low 6.861 7.032 0.171 2.5% 6.700
Close 7.168 7.087 -0.081 -1.1% 6.990
Range 0.357 0.223 -0.134 -37.5% 0.674
ATR 0.337 0.329 -0.008 -2.4% 0.000
Volume 28,207 30,859 2,652 9.4% 171,008
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.794 7.663 7.210
R3 7.571 7.440 7.148
R2 7.348 7.348 7.128
R1 7.217 7.217 7.107 7.171
PP 7.125 7.125 7.125 7.102
S1 6.994 6.994 7.067 6.948
S2 6.902 6.902 7.046
S3 6.679 6.771 7.026
S4 6.456 6.548 6.964
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.043 8.691 7.361
R3 8.369 8.017 7.175
R2 7.695 7.695 7.114
R1 7.343 7.343 7.052 7.182
PP 7.021 7.021 7.021 6.941
S1 6.669 6.669 6.928 6.508
S2 6.347 6.347 6.866
S3 5.673 5.995 6.805
S4 4.999 5.321 6.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.268 6.700 0.568 8.0% 0.343 4.8% 68% False False 32,780
10 7.374 6.700 0.674 9.5% 0.380 5.4% 57% False False 32,764
20 7.374 6.230 1.144 16.1% 0.329 4.6% 75% False False 24,125
40 8.115 6.230 1.885 26.6% 0.307 4.3% 45% False False 18,753
60 8.115 6.230 1.885 26.6% 0.280 3.9% 45% False False 13,753
80 9.153 6.230 2.923 41.2% 0.252 3.6% 29% False False 11,132
100 9.290 6.230 3.060 43.2% 0.228 3.2% 28% False False 9,162
120 9.290 6.230 3.060 43.2% 0.216 3.0% 28% False False 7,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.074
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8.203
2.618 7.839
1.618 7.616
1.000 7.478
0.618 7.393
HIGH 7.255
0.618 7.170
0.500 7.144
0.382 7.117
LOW 7.032
0.618 6.894
1.000 6.809
1.618 6.671
2.618 6.448
4.250 6.084
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 7.144 7.069
PP 7.125 7.051
S1 7.106 7.033

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

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