NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 6.892 6.760 -0.132 -1.9% 7.087
High 6.999 7.058 0.059 0.8% 7.616
Low 6.643 6.687 0.044 0.7% 7.027
Close 6.761 6.972 0.211 3.1% 7.041
Range 0.356 0.371 0.015 4.2% 0.589
ATR 0.314 0.318 0.004 1.3% 0.000
Volume 53,962 65,692 11,730 21.7% 332,711
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.019 7.866 7.176
R3 7.648 7.495 7.074
R2 7.277 7.277 7.040
R1 7.124 7.124 7.006 7.201
PP 6.906 6.906 6.906 6.944
S1 6.753 6.753 6.938 6.830
S2 6.535 6.535 6.904
S3 6.164 6.382 6.870
S4 5.793 6.011 6.768
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 14.0% 0.336 4.8% 34% False False 59,939
10 7.616 6.643 0.973 14.0% 0.312 4.5% 34% False False 65,777
20 7.616 6.643 0.973 14.0% 0.306 4.4% 34% False False 63,652
40 7.616 6.230 1.386 19.9% 0.314 4.5% 54% False False 44,398
60 8.115 6.230 1.885 27.0% 0.306 4.4% 39% False False 34,103
80 8.115 6.230 1.885 27.0% 0.288 4.1% 39% False False 26,588
100 9.117 6.230 2.887 41.4% 0.264 3.8% 26% False False 21,930
120 9.290 6.230 3.060 43.9% 0.242 3.5% 24% False False 18,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.077
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.635
2.618 8.029
1.618 7.658
1.000 7.429
0.618 7.287
HIGH 7.058
0.618 6.916
0.500 6.873
0.382 6.829
LOW 6.687
0.618 6.458
1.000 6.316
1.618 6.087
2.618 5.716
4.250 5.110
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 6.939 6.932
PP 6.906 6.891
S1 6.873 6.851

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

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