NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 7.350 7.279 -0.071 -1.0% 7.380
High 7.369 7.505 0.136 1.8% 7.608
Low 7.240 7.165 -0.075 -1.0% 7.240
Close 7.301 7.476 0.175 2.4% 7.301
Range 0.129 0.340 0.211 163.6% 0.368
ATR 0.222 0.230 0.008 3.8% 0.000
Volume 13,254 8,674 -4,580 -34.6% 39,937
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.402 8.279 7.663
R3 8.062 7.939 7.570
R2 7.722 7.722 7.538
R1 7.599 7.599 7.507 7.661
PP 7.382 7.382 7.382 7.413
S1 7.259 7.259 7.445 7.321
S2 7.042 7.042 7.414
S3 6.702 6.919 7.383
S4 6.362 6.579 7.289
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.487 8.262 7.503
R3 8.119 7.894 7.402
R2 7.751 7.751 7.368
R1 7.526 7.526 7.335 7.455
PP 7.383 7.383 7.383 7.347
S1 7.158 7.158 7.267 7.087
S2 7.015 7.015 7.234
S3 6.647 6.790 7.200
S4 6.279 6.422 7.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.608 7.165 0.443 5.9% 0.230 3.1% 70% False True 8,896
10 7.707 7.165 0.542 7.2% 0.206 2.8% 57% False True 6,943
20 8.800 7.165 1.635 21.9% 0.226 3.0% 19% False True 6,508
40 8.800 7.165 1.635 21.9% 0.222 3.0% 19% False True 5,403
60 9.620 7.165 2.455 32.8% 0.218 2.9% 13% False True 4,709
80 9.838 7.165 2.673 35.8% 0.194 2.6% 12% False True 3,837
100 9.912 7.165 2.747 36.7% 0.185 2.5% 11% False True 3,241
120 9.912 7.165 2.747 36.7% 0.179 2.4% 11% False True 2,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 8.950
2.618 8.395
1.618 8.055
1.000 7.845
0.618 7.715
HIGH 7.505
0.618 7.375
0.500 7.335
0.382 7.295
LOW 7.165
0.618 6.955
1.000 6.825
1.618 6.615
2.618 6.275
4.250 5.720
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 7.429 7.446
PP 7.382 7.416
S1 7.335 7.387

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

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