NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 7.450 7.539 0.089 1.2% 7.380
High 7.533 7.950 0.417 5.5% 7.608
Low 7.369 7.530 0.161 2.2% 7.240
Close 7.504 7.919 0.415 5.5% 7.301
Range 0.164 0.420 0.256 156.1% 0.368
ATR 0.225 0.241 0.016 7.0% 0.000
Volume 11,681 10,717 -964 -8.3% 39,937
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.060 8.909 8.150
R3 8.640 8.489 8.035
R2 8.220 8.220 7.996
R1 8.069 8.069 7.958 8.145
PP 7.800 7.800 7.800 7.837
S1 7.649 7.649 7.881 7.725
S2 7.380 7.380 7.842
S3 6.960 7.229 7.804
S4 6.540 6.809 7.688
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.487 8.262 7.503
R3 8.119 7.894 7.402
R2 7.751 7.751 7.368
R1 7.526 7.526 7.335 7.455
PP 7.383 7.383 7.383 7.347
S1 7.158 7.158 7.267 7.087
S2 7.015 7.015 7.234
S3 6.647 6.790 7.200
S4 6.279 6.422 7.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.950 7.165 0.785 9.9% 0.258 3.3% 96% True False 10,564
10 7.950 7.165 0.785 9.9% 0.221 2.8% 96% True False 7,960
20 8.590 7.165 1.425 18.0% 0.227 2.9% 53% False False 7,064
40 8.800 7.165 1.635 20.6% 0.224 2.8% 46% False False 5,821
60 9.314 7.165 2.149 27.1% 0.220 2.8% 35% False False 5,004
80 9.838 7.165 2.673 33.8% 0.200 2.5% 28% False False 4,095
100 9.912 7.165 2.747 34.7% 0.186 2.4% 27% False False 3,456
120 9.912 7.165 2.747 34.7% 0.182 2.3% 27% False False 3,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 249 trading days
Fibonacci Retracements and Extensions
4.250 9.735
2.618 9.050
1.618 8.630
1.000 8.370
0.618 8.210
HIGH 7.950
0.618 7.790
0.500 7.740
0.382 7.690
LOW 7.530
0.618 7.270
1.000 7.110
1.618 6.850
2.618 6.430
4.250 5.745
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 7.859 7.799
PP 7.800 7.678
S1 7.740 7.558

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

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