NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 7.715 7.815 0.100 1.3% 7.279
High 7.912 7.950 0.038 0.5% 7.950
Low 7.665 7.765 0.100 1.3% 7.165
Close 7.754 7.932 0.178 2.3% 7.754
Range 0.247 0.185 -0.062 -25.1% 0.785
ATR 0.246 0.243 -0.004 -1.5% 0.000
Volume 11,252 10,529 -723 -6.4% 54,973
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.437 8.370 8.034
R3 8.252 8.185 7.983
R2 8.067 8.067 7.966
R1 8.000 8.000 7.949 8.034
PP 7.882 7.882 7.882 7.899
S1 7.815 7.815 7.915 7.849
S2 7.697 7.697 7.898
S3 7.512 7.630 7.881
S4 7.327 7.445 7.830
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.978 9.651 8.186
R3 9.193 8.866 7.970
R2 8.408 8.408 7.898
R1 8.081 8.081 7.826 8.245
PP 7.623 7.623 7.623 7.705
S1 7.296 7.296 7.682 7.460
S2 6.838 6.838 7.610
S3 6.053 6.511 7.538
S4 5.268 5.726 7.322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.950 7.369 0.581 7.3% 0.265 3.3% 97% True False 11,365
10 7.950 7.165 0.785 9.9% 0.247 3.1% 98% True False 10,131
20 7.950 7.165 0.785 9.9% 0.213 2.7% 98% True False 7,704
40 8.800 7.165 1.635 20.6% 0.227 2.9% 47% False False 6,457
60 8.801 7.165 1.636 20.6% 0.220 2.8% 47% False False 5,373
80 9.838 7.165 2.673 33.7% 0.204 2.6% 29% False False 4,491
100 9.912 7.165 2.747 34.6% 0.189 2.4% 28% False False 3,762
120 9.912 7.165 2.747 34.6% 0.185 2.3% 28% False False 3,292
Crabel Price Patterns
NR True
NR4 True
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 0.055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.736
2.618 8.434
1.618 8.249
1.000 8.135
0.618 8.064
HIGH 7.950
0.618 7.879
0.500 7.858
0.382 7.836
LOW 7.765
0.618 7.651
1.000 7.580
1.618 7.466
2.618 7.281
4.250 6.979
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 7.907 7.883
PP 7.882 7.835
S1 7.858 7.786

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

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