NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 7.503 7.675 0.172 2.3% 8.125
High 7.677 7.707 0.030 0.4% 8.238
Low 7.503 7.445 -0.058 -0.8% 7.600
Close 7.581 7.486 -0.095 -1.3% 7.629
Range 0.174 0.262 0.088 50.6% 0.638
ATR 0.240 0.242 0.002 0.7% 0.000
Volume 5,208 7,020 1,812 34.8% 32,083
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.332 8.171 7.630
R3 8.070 7.909 7.558
R2 7.808 7.808 7.534
R1 7.647 7.647 7.510 7.597
PP 7.546 7.546 7.546 7.521
S1 7.385 7.385 7.462 7.335
S2 7.284 7.284 7.438
S3 7.022 7.123 7.414
S4 6.760 6.861 7.342
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.736 9.321 7.980
R3 9.098 8.683 7.804
R2 8.460 8.460 7.746
R1 8.045 8.045 7.687 7.934
PP 7.822 7.822 7.822 7.767
S1 7.407 7.407 7.571 7.296
S2 7.184 7.184 7.512
S3 6.546 6.769 7.454
S4 5.908 6.131 7.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.786 7.395 0.391 5.2% 0.177 2.4% 23% False False 4,906
10 8.590 7.395 1.195 16.0% 0.234 3.1% 8% False False 6,168
20 8.800 7.395 1.405 18.8% 0.235 3.1% 6% False False 5,921
40 8.800 7.395 1.405 18.8% 0.224 3.0% 6% False False 4,444
60 9.830 7.395 2.435 32.5% 0.208 2.8% 4% False False 3,948
80 9.912 7.395 2.517 33.6% 0.189 2.5% 4% False False 3,196
100 9.912 7.395 2.517 33.6% 0.181 2.4% 4% False False 2,738
120 9.912 7.395 2.517 33.6% 0.174 2.3% 4% False False 2,420
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 0.036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.821
2.618 8.393
1.618 8.131
1.000 7.969
0.618 7.869
HIGH 7.707
0.618 7.607
0.500 7.576
0.382 7.545
LOW 7.445
0.618 7.283
1.000 7.183
1.618 7.021
2.618 6.759
4.250 6.332
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 7.576 7.551
PP 7.546 7.529
S1 7.516 7.508

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

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