NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 8.920 9.139 0.219 2.5% 8.900
High 9.132 9.295 0.163 1.8% 9.030
Low 8.920 9.120 0.200 2.2% 8.839
Close 9.122 9.263 0.141 1.5% 8.916
Range 0.212 0.175 -0.037 -17.5% 0.191
ATR 0.141 0.143 0.002 1.7% 0.000
Volume 200 442 242 121.0% 3,729
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.751 9.682 9.359
R3 9.576 9.507 9.311
R2 9.401 9.401 9.295
R1 9.332 9.332 9.279 9.367
PP 9.226 9.226 9.226 9.243
S1 9.157 9.157 9.247 9.192
S2 9.051 9.051 9.231
S3 8.876 8.982 9.215
S4 8.701 8.807 9.167
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.501 9.400 9.021
R3 9.310 9.209 8.969
R2 9.119 9.119 8.951
R1 9.018 9.018 8.934 9.069
PP 8.928 8.928 8.928 8.954
S1 8.827 8.827 8.898 8.878
S2 8.737 8.737 8.881
S3 8.546 8.636 8.863
S4 8.355 8.445 8.811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.295 8.860 0.435 4.7% 0.115 1.2% 93% True False 353
10 9.295 8.839 0.456 4.9% 0.118 1.3% 93% True False 574
20 9.361 8.839 0.522 5.6% 0.123 1.3% 81% False False 542
40 9.419 8.655 0.764 8.2% 0.149 1.6% 80% False False 616
60 9.419 8.270 1.149 12.4% 0.153 1.7% 86% False False 636
80 9.500 8.270 1.230 13.3% 0.144 1.6% 81% False False 599
100 9.500 8.270 1.230 13.3% 0.138 1.5% 81% False False 600
120 9.500 8.270 1.230 13.3% 0.135 1.5% 81% False False 560
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.039
2.618 9.753
1.618 9.578
1.000 9.470
0.618 9.403
HIGH 9.295
0.618 9.228
0.500 9.208
0.382 9.187
LOW 9.120
0.618 9.012
1.000 8.945
1.618 8.837
2.618 8.662
4.250 8.376
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 9.245 9.209
PP 9.226 9.155
S1 9.208 9.102

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

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