NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 7.478 7.550 0.072 1.0% 8.045
High 7.683 7.740 0.057 0.7% 8.130
Low 7.420 7.465 0.045 0.6% 7.420
Close 7.550 7.700 0.150 2.0% 7.700
Range 0.263 0.275 0.012 4.6% 0.710
ATR 0.310 0.307 -0.002 -0.8% 0.000
Volume 49,713 38,491 -11,222 -22.6% 183,355
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.460 8.355 7.851
R3 8.185 8.080 7.776
R2 7.910 7.910 7.750
R1 7.805 7.805 7.725 7.858
PP 7.635 7.635 7.635 7.661
S1 7.530 7.530 7.675 7.583
S2 7.360 7.360 7.650
S3 7.085 7.255 7.624
S4 6.810 6.980 7.549
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.880 9.500 8.091
R3 9.170 8.790 7.895
R2 8.460 8.460 7.830
R1 8.080 8.080 7.765 7.915
PP 7.750 7.750 7.750 7.668
S1 7.370 7.370 7.635 7.205
S2 7.040 7.040 7.570
S3 6.330 6.660 7.505
S4 5.620 5.950 7.310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.130 7.420 0.710 9.2% 0.323 4.2% 39% False False 47,087
10 8.130 7.420 0.710 9.2% 0.303 3.9% 39% False False 52,878
20 8.712 7.420 1.292 16.8% 0.320 4.2% 22% False False 54,382
40 8.712 7.365 1.347 17.5% 0.280 3.6% 25% False False 41,714
60 8.712 7.165 1.547 20.1% 0.270 3.5% 35% False False 31,287
80 8.800 7.165 1.635 21.2% 0.259 3.4% 33% False False 24,964
100 8.800 7.165 1.635 21.2% 0.251 3.3% 33% False False 20,583
120 9.830 7.165 2.665 34.6% 0.239 3.1% 20% False False 17,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.079
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.909
2.618 8.460
1.618 8.185
1.000 8.015
0.618 7.910
HIGH 7.740
0.618 7.635
0.500 7.603
0.382 7.570
LOW 7.465
0.618 7.295
1.000 7.190
1.618 7.020
2.618 6.745
4.250 6.296
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 7.668 7.662
PP 7.635 7.624
S1 7.603 7.587

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

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