NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 7.910 7.686 -0.224 -2.8% 7.842
High 7.970 7.754 -0.216 -2.7% 8.712
Low 7.546 7.504 -0.042 -0.6% 7.819
Close 7.624 7.713 0.089 1.2% 8.418
Range 0.424 0.250 -0.174 -41.0% 0.893
ATR 0.313 0.308 -0.004 -1.4% 0.000
Volume 66,530 76,324 9,794 14.7% 293,046
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.407 8.310 7.851
R3 8.157 8.060 7.782
R2 7.907 7.907 7.759
R1 7.810 7.810 7.736 7.859
PP 7.657 7.657 7.657 7.681
S1 7.560 7.560 7.690 7.609
S2 7.407 7.407 7.667
S3 7.157 7.310 7.644
S4 6.907 7.060 7.576
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 10.995 10.600 8.909
R3 10.102 9.707 8.664
R2 9.209 9.209 8.582
R1 8.814 8.814 8.500 9.012
PP 8.316 8.316 8.316 8.415
S1 7.921 7.921 8.336 8.119
S2 7.423 7.423 8.254
S3 6.530 7.028 8.172
S4 5.637 6.135 7.927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.712 7.504 1.208 15.7% 0.368 4.8% 17% False True 63,350
10 8.712 7.504 1.208 15.7% 0.338 4.4% 17% False True 55,886
20 8.712 7.365 1.347 17.5% 0.304 3.9% 26% False False 42,710
40 8.712 7.365 1.347 17.5% 0.270 3.5% 26% False False 31,516
60 8.712 7.165 1.547 20.1% 0.255 3.3% 35% False False 23,461
80 8.800 7.165 1.635 21.2% 0.248 3.2% 34% False False 18,791
100 9.225 7.165 2.060 26.7% 0.241 3.1% 27% False False 15,701
120 9.838 7.165 2.673 34.7% 0.225 2.9% 21% False False 13,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.064
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.817
2.618 8.409
1.618 8.159
1.000 8.004
0.618 7.909
HIGH 7.754
0.618 7.659
0.500 7.629
0.382 7.600
LOW 7.504
0.618 7.350
1.000 7.254
1.618 7.100
2.618 6.850
4.250 6.442
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 7.685 7.822
PP 7.657 7.786
S1 7.629 7.749

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

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