NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 7.370 7.458 0.088 1.2% 7.027
High 7.540 7.616 0.076 1.0% 7.186
Low 7.301 7.250 -0.051 -0.7% 6.745
Close 7.458 7.374 -0.084 -1.1% 6.974
Range 0.239 0.366 0.127 53.1% 0.441
ATR 0.309 0.314 0.004 1.3% 0.000
Volume 77,246 59,158 -18,088 -23.4% 395,326
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.511 8.309 7.575
R3 8.145 7.943 7.475
R2 7.779 7.779 7.441
R1 7.577 7.577 7.408 7.495
PP 7.413 7.413 7.413 7.373
S1 7.211 7.211 7.340 7.129
S2 7.047 7.047 7.307
S3 6.681 6.845 7.273
S4 6.315 6.479 7.173
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.291 8.074 7.217
R3 7.850 7.633 7.095
R2 7.409 7.409 7.055
R1 7.192 7.192 7.014 7.080
PP 6.968 6.968 6.968 6.913
S1 6.751 6.751 6.934 6.639
S2 6.527 6.527 6.893
S3 6.086 6.310 6.853
S4 5.645 5.869 6.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.616 6.745 0.871 11.8% 0.307 4.2% 72% True False 68,587
10 7.616 6.745 0.871 11.8% 0.298 4.0% 72% True False 70,124
20 7.616 6.744 0.872 11.8% 0.300 4.1% 72% True False 57,925
40 7.616 6.230 1.386 18.8% 0.306 4.2% 83% True False 39,153
60 8.115 6.230 1.885 25.6% 0.303 4.1% 61% False False 30,510
80 8.115 6.230 1.885 25.6% 0.278 3.8% 61% False False 23,692
100 9.185 6.230 2.955 40.1% 0.256 3.5% 39% False False 19,562
120 9.290 6.230 3.060 41.5% 0.237 3.2% 37% False False 16,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.089
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.172
2.618 8.574
1.618 8.208
1.000 7.982
0.618 7.842
HIGH 7.616
0.618 7.476
0.500 7.433
0.382 7.390
LOW 7.250
0.618 7.024
1.000 6.884
1.618 6.658
2.618 6.292
4.250 5.695
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 7.433 7.433
PP 7.413 7.413
S1 7.394 7.394

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

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