NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 7.986 7.991 0.005 0.1% 7.739
High 8.175 8.475 0.300 3.7% 7.846
Low 7.940 7.991 0.051 0.6% 7.365
Close 8.021 8.330 0.309 3.9% 7.808
Range 0.235 0.484 0.249 106.0% 0.481
ATR 0.247 0.264 0.017 6.9% 0.000
Volume 54,487 63,337 8,850 16.2% 147,071
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.717 9.508 8.596
R3 9.233 9.024 8.463
R2 8.749 8.749 8.419
R1 8.540 8.540 8.374 8.645
PP 8.265 8.265 8.265 8.318
S1 8.056 8.056 8.286 8.161
S2 7.781 7.781 8.241
S3 7.297 7.572 8.197
S4 6.813 7.088 8.064
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.116 8.943 8.073
R3 8.635 8.462 7.940
R2 8.154 8.154 7.896
R1 7.981 7.981 7.852 8.068
PP 7.673 7.673 7.673 7.716
S1 7.500 7.500 7.764 7.587
S2 7.192 7.192 7.720
S3 6.711 7.019 7.676
S4 6.230 6.538 7.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.475 7.560 0.915 11.0% 0.271 3.3% 84% True False 41,394
10 8.475 7.365 1.110 13.3% 0.286 3.4% 87% True False 34,830
20 8.475 7.365 1.110 13.3% 0.250 3.0% 87% True False 34,004
40 8.475 7.165 1.310 15.7% 0.253 3.0% 89% True False 23,531
60 8.800 7.165 1.635 19.6% 0.245 2.9% 71% False False 17,758
80 8.800 7.165 1.635 19.6% 0.236 2.8% 71% False False 14,189
100 9.830 7.165 2.665 32.0% 0.229 2.8% 44% False False 11,981
120 9.912 7.165 2.747 33.0% 0.213 2.6% 42% False False 10,165
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 0.058
Widest range in 284 trading days
Fibonacci Retracements and Extensions
4.250 10.532
2.618 9.742
1.618 9.258
1.000 8.959
0.618 8.774
HIGH 8.475
0.618 8.290
0.500 8.233
0.382 8.176
LOW 7.991
0.618 7.692
1.000 7.507
1.618 7.208
2.618 6.724
4.250 5.934
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 8.298 8.269
PP 8.265 8.208
S1 8.233 8.147

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

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