NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 7.240 7.398 0.158 2.2% 6.860
High 7.431 7.414 -0.017 -0.2% 7.505
Low 7.150 7.026 -0.124 -1.7% 6.753
Close 7.412 7.073 -0.339 -4.6% 7.073
Range 0.281 0.388 0.107 38.1% 0.752
ATR 0.316 0.321 0.005 1.6% 0.000
Volume 59,219 43,951 -15,268 -25.8% 272,989
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.335 8.092 7.286
R3 7.947 7.704 7.180
R2 7.559 7.559 7.144
R1 7.316 7.316 7.109 7.244
PP 7.171 7.171 7.171 7.135
S1 6.928 6.928 7.037 6.856
S2 6.783 6.783 7.002
S3 6.395 6.540 6.966
S4 6.007 6.152 6.860
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.366 8.972 7.487
R3 8.614 8.220 7.280
R2 7.862 7.862 7.211
R1 7.468 7.468 7.142 7.665
PP 7.110 7.110 7.110 7.209
S1 6.716 6.716 7.004 6.913
S2 6.358 6.358 6.935
S3 5.606 5.964 6.866
S4 4.854 5.212 6.659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.505 6.753 0.752 10.6% 0.342 4.8% 43% False False 54,597
10 7.505 6.744 0.761 10.8% 0.300 4.2% 43% False False 46,471
20 7.505 6.230 1.275 18.0% 0.345 4.9% 66% False False 39,149
40 8.115 6.230 1.885 26.7% 0.315 4.5% 45% False False 26,024
60 8.115 6.230 1.885 26.7% 0.295 4.2% 45% False False 20,112
80 8.995 6.230 2.765 39.1% 0.269 3.8% 30% False False 15,958
100 9.290 6.230 3.060 43.3% 0.243 3.4% 28% False False 13,122
120 9.290 6.230 3.060 43.3% 0.227 3.2% 28% False False 11,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.063
2.618 8.430
1.618 8.042
1.000 7.802
0.618 7.654
HIGH 7.414
0.618 7.266
0.500 7.220
0.382 7.174
LOW 7.026
0.618 6.786
1.000 6.638
1.618 6.398
2.618 6.010
4.250 5.377
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 7.220 7.266
PP 7.171 7.201
S1 7.122 7.137

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

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