NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 6.993 7.176 0.183 2.6% 7.053
High 7.208 7.227 0.019 0.3% 7.227
Low 6.882 7.073 0.191 2.8% 6.643
Close 7.188 7.218 0.030 0.4% 7.218
Range 0.326 0.154 -0.172 -52.8% 0.584
ATR 0.319 0.307 -0.012 -3.7% 0.000
Volume 67,614 64,196 -3,418 -5.1% 301,605
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7.635 7.580 7.303
R3 7.481 7.426 7.260
R2 7.327 7.327 7.246
R1 7.272 7.272 7.232 7.300
PP 7.173 7.173 7.173 7.186
S1 7.118 7.118 7.204 7.146
S2 7.019 7.019 7.190
S3 6.865 6.964 7.176
S4 6.711 6.810 7.133
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.781 8.584 7.539
R3 8.197 8.000 7.379
R2 7.613 7.613 7.325
R1 7.416 7.416 7.272 7.515
PP 7.029 7.029 7.029 7.079
S1 6.832 6.832 7.164 6.931
S2 6.445 6.445 7.111
S3 5.861 6.248 7.057
S4 5.277 5.664 6.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.227 6.643 0.584 8.1% 0.291 4.0% 98% True False 60,321
10 7.616 6.643 0.973 13.5% 0.308 4.3% 59% False False 63,431
20 7.616 6.643 0.973 13.5% 0.305 4.2% 59% False False 65,131
40 7.616 6.230 1.386 19.2% 0.314 4.3% 71% False False 47,231
60 8.115 6.230 1.885 26.1% 0.304 4.2% 52% False False 36,016
80 8.115 6.230 1.885 26.1% 0.289 4.0% 52% False False 28,182
100 9.100 6.230 2.870 39.8% 0.265 3.7% 34% False False 23,200
120 9.290 6.230 3.060 42.4% 0.244 3.4% 32% False False 19,572
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 0.070
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 7.882
2.618 7.630
1.618 7.476
1.000 7.381
0.618 7.322
HIGH 7.227
0.618 7.168
0.500 7.150
0.382 7.132
LOW 7.073
0.618 6.978
1.000 6.919
1.618 6.824
2.618 6.670
4.250 6.419
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 7.195 7.131
PP 7.173 7.044
S1 7.150 6.957

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

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