NYMEX Natural Gas Future November 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 7.176 7.254 0.078 1.1% 7.053
High 7.227 7.387 0.160 2.2% 7.227
Low 7.073 7.210 0.137 1.9% 6.643
Close 7.218 7.269 0.051 0.7% 7.218
Range 0.154 0.177 0.023 14.9% 0.584
ATR 0.307 0.298 -0.009 -3.0% 0.000
Volume 64,196 54,483 -9,713 -15.1% 301,605
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 7.820 7.721 7.366
R3 7.643 7.544 7.318
R2 7.466 7.466 7.301
R1 7.367 7.367 7.285 7.417
PP 7.289 7.289 7.289 7.313
S1 7.190 7.190 7.253 7.240
S2 7.112 7.112 7.237
S3 6.935 7.013 7.220
S4 6.758 6.836 7.172
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 7.387 6.643 0.744 10.2% 0.277 3.8% 84% True False 61,189
10 7.616 6.643 0.973 13.4% 0.285 3.9% 64% False False 64,286
20 7.616 6.643 0.973 13.4% 0.296 4.1% 64% False False 66,020
40 7.616 6.230 1.386 19.1% 0.315 4.3% 75% False False 48,361
60 8.115 6.230 1.885 25.9% 0.303 4.2% 55% False False 36,825
80 8.115 6.230 1.885 25.9% 0.289 4.0% 55% False False 28,825
100 9.100 6.230 2.870 39.5% 0.266 3.7% 36% False False 23,728
120 9.290 6.230 3.060 42.1% 0.244 3.4% 34% False False 20,017
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 0.074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.139
2.618 7.850
1.618 7.673
1.000 7.564
0.618 7.496
HIGH 7.387
0.618 7.319
0.500 7.299
0.382 7.278
LOW 7.210
0.618 7.101
1.000 7.033
1.618 6.924
2.618 6.747
4.250 6.458
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 7.299 7.224
PP 7.289 7.179
S1 7.279 7.135

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

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