NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 7.600 7.380 -0.220 -2.9% 7.500
High 7.623 7.380 -0.243 -3.2% 7.707
Low 7.350 7.310 -0.040 -0.5% 7.350
Close 7.381 7.350 -0.031 -0.4% 7.381
Range 0.273 0.070 -0.203 -74.4% 0.357
ATR 0.237 0.225 -0.012 -5.0% 0.000
Volume 4,127 4,127 0 0.0% 23,725
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.557 7.523 7.389
R3 7.487 7.453 7.369
R2 7.417 7.417 7.363
R1 7.383 7.383 7.356 7.365
PP 7.347 7.347 7.347 7.338
S1 7.313 7.313 7.344 7.295
S2 7.277 7.277 7.337
S3 7.207 7.243 7.331
S4 7.137 7.173 7.312
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.550 8.323 7.577
R3 8.193 7.966 7.479
R2 7.836 7.836 7.446
R1 7.609 7.609 7.414 7.544
PP 7.479 7.479 7.479 7.447
S1 7.252 7.252 7.348 7.187
S2 7.122 7.122 7.316
S3 6.765 6.895 7.283
S4 6.408 6.538 7.185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.707 7.310 0.397 5.4% 0.182 2.5% 10% False True 4,990
10 7.920 7.310 0.610 8.3% 0.179 2.4% 7% False True 5,277
20 8.800 7.310 1.490 20.3% 0.223 3.0% 3% False True 6,035
40 8.800 7.310 1.490 20.3% 0.220 3.0% 3% False True 4,639
60 9.830 7.310 2.520 34.3% 0.210 2.9% 2% False True 4,085
80 9.912 7.310 2.602 35.4% 0.190 2.6% 2% False True 3,320
100 9.912 7.310 2.602 35.4% 0.181 2.5% 2% False True 2,820
120 9.912 7.310 2.602 35.4% 0.175 2.4% 2% False True 2,506
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 0.024
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 7.678
2.618 7.563
1.618 7.493
1.000 7.450
0.618 7.423
HIGH 7.380
0.618 7.353
0.500 7.345
0.382 7.337
LOW 7.310
0.618 7.267
1.000 7.240
1.618 7.197
2.618 7.127
4.250 7.013
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 7.348 7.467
PP 7.347 7.428
S1 7.345 7.389

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

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