NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 8.900 9.005 0.105 1.2% 8.974
High 9.005 9.030 0.025 0.3% 9.220
Low 8.870 8.904 0.034 0.4% 8.940
Close 8.996 8.945 -0.051 -0.6% 8.967
Range 0.135 0.126 -0.009 -6.7% 0.280
ATR 0.154 0.152 -0.002 -1.3% 0.000
Volume 1,385 553 -832 -60.1% 2,591
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.338 9.267 9.014
R3 9.212 9.141 8.980
R2 9.086 9.086 8.968
R1 9.015 9.015 8.957 8.988
PP 8.960 8.960 8.960 8.946
S1 8.889 8.889 8.933 8.862
S2 8.834 8.834 8.922
S3 8.708 8.763 8.910
S4 8.582 8.637 8.876
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.882 9.705 9.121
R3 9.602 9.425 9.044
R2 9.322 9.322 9.018
R1 9.145 9.145 8.993 9.094
PP 9.042 9.042 9.042 9.017
S1 8.865 8.865 8.941 8.814
S2 8.762 8.762 8.916
S3 8.482 8.585 8.890
S4 8.202 8.305 8.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.100 8.839 0.261 2.9% 0.121 1.4% 41% False False 795
10 9.220 8.839 0.381 4.3% 0.113 1.3% 28% False False 684
20 9.361 8.839 0.522 5.8% 0.130 1.5% 20% False False 564
40 9.419 8.465 0.954 10.7% 0.159 1.8% 50% False False 725
60 9.419 8.270 1.149 12.8% 0.156 1.7% 59% False False 630
80 9.500 8.270 1.230 13.8% 0.142 1.6% 55% False False 627
100 9.500 8.270 1.230 13.8% 0.139 1.6% 55% False False 608
120 9.500 8.270 1.230 13.8% 0.135 1.5% 55% False False 611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.566
2.618 9.360
1.618 9.234
1.000 9.156
0.618 9.108
HIGH 9.030
0.618 8.982
0.500 8.967
0.382 8.952
LOW 8.904
0.618 8.826
1.000 8.778
1.618 8.700
2.618 8.574
4.250 8.369
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 8.967 8.942
PP 8.960 8.938
S1 8.952 8.935

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

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