NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 8.125 7.920 -0.205 -2.5% 8.640
High 8.238 7.920 -0.318 -3.9% 8.800
Low 7.863 7.712 -0.151 -1.9% 8.220
Close 7.885 7.823 -0.062 -0.8% 8.463
Range 0.375 0.208 -0.167 -44.5% 0.580
ATR 0.269 0.265 -0.004 -1.6% 0.000
Volume 7,156 10,114 2,958 41.3% 31,945
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.442 8.341 7.937
R3 8.234 8.133 7.880
R2 8.026 8.026 7.861
R1 7.925 7.925 7.842 7.872
PP 7.818 7.818 7.818 7.792
S1 7.717 7.717 7.804 7.664
S2 7.610 7.610 7.785
S3 7.402 7.509 7.766
S4 7.194 7.301 7.709
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.234 9.929 8.782
R3 9.654 9.349 8.623
R2 9.074 9.074 8.569
R1 8.769 8.769 8.516 8.632
PP 8.494 8.494 8.494 8.426
S1 8.189 8.189 8.410 8.052
S2 7.914 7.914 8.357
S3 7.334 7.609 8.304
S4 6.754 7.029 8.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.800 7.712 1.088 13.9% 0.317 4.0% 10% False True 7,181
10 8.800 7.712 1.088 13.9% 0.273 3.5% 10% False True 7,421
20 8.800 7.712 1.088 13.9% 0.243 3.1% 10% False True 5,533
40 8.801 7.712 1.089 13.9% 0.225 2.9% 10% False True 4,210
60 9.838 7.712 2.126 27.2% 0.202 2.6% 5% False True 3,553
80 9.912 7.712 2.200 28.1% 0.185 2.4% 5% False True 2,898
100 9.912 7.712 2.200 28.1% 0.180 2.3% 5% False True 2,504
120 9.912 7.712 2.200 28.1% 0.170 2.2% 5% False True 2,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.073
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.804
2.618 8.465
1.618 8.257
1.000 8.128
0.618 8.049
HIGH 7.920
0.618 7.841
0.500 7.816
0.382 7.791
LOW 7.712
0.618 7.583
1.000 7.504
1.618 7.375
2.618 7.167
4.250 6.828
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 7.821 8.151
PP 7.818 8.041
S1 7.816 7.932

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

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