NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 7.053 6.892 -0.161 -2.3% 7.087
High 7.056 6.999 -0.057 -0.8% 7.616
Low 6.808 6.643 -0.165 -2.4% 7.027
Close 6.891 6.761 -0.130 -1.9% 7.041
Range 0.248 0.356 0.108 43.5% 0.589
ATR 0.311 0.314 0.003 1.0% 0.000
Volume 50,141 53,962 3,821 7.6% 332,711
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 7.869 7.671 6.957
R3 7.513 7.315 6.859
R2 7.157 7.157 6.826
R1 6.959 6.959 6.794 6.880
PP 6.801 6.801 6.801 6.762
S1 6.603 6.603 6.728 6.524
S2 6.445 6.445 6.696
S3 6.089 6.247 6.663
S4 5.733 5.891 6.565
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.995 8.607 7.365
R3 8.406 8.018 7.203
R2 7.817 7.817 7.149
R1 7.429 7.429 7.095 7.329
PP 7.228 7.228 7.228 7.178
S1 6.840 6.840 6.987 6.740
S2 6.639 6.639 6.933
S3 6.050 6.251 6.879
S4 5.461 5.662 6.717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.616 6.643 0.973 14.4% 0.309 4.6% 12% False True 62,249
10 7.616 6.643 0.973 14.4% 0.299 4.4% 12% False True 66,814
20 7.616 6.643 0.973 14.4% 0.298 4.4% 12% False True 61,889
40 7.616 6.230 1.386 20.5% 0.313 4.6% 38% False False 43,007
60 8.115 6.230 1.885 27.9% 0.304 4.5% 28% False False 33,131
80 8.115 6.230 1.885 27.9% 0.284 4.2% 28% False False 25,787
100 9.153 6.230 2.923 43.2% 0.261 3.9% 18% False False 21,283
120 9.290 6.230 3.060 45.3% 0.240 3.5% 17% False False 17,950
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 0.079
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.512
2.618 7.931
1.618 7.575
1.000 7.355
0.618 7.219
HIGH 6.999
0.618 6.863
0.500 6.821
0.382 6.779
LOW 6.643
0.618 6.423
1.000 6.287
1.618 6.067
2.618 5.711
4.250 5.130
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 6.821 7.004
PP 6.801 6.923
S1 6.781 6.842

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

View Archives - Comment on this page... - Back to Index of Symbols