NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 8.520 8.788 0.268 3.1% 8.450
High 8.710 8.790 0.080 0.9% 8.576
Low 8.485 8.680 0.195 2.3% 8.310
Close 8.704 8.726 0.022 0.3% 8.427
Range 0.225 0.110 -0.115 -51.1% 0.266
ATR 0.168 0.164 -0.004 -2.5% 0.000
Volume 697 407 -290 -41.6% 1,859
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.062 9.004 8.787
R3 8.952 8.894 8.756
R2 8.842 8.842 8.746
R1 8.784 8.784 8.736 8.758
PP 8.732 8.732 8.732 8.719
S1 8.674 8.674 8.716 8.648
S2 8.622 8.622 8.706
S3 8.512 8.564 8.696
S4 8.402 8.454 8.666
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 9.236 9.097 8.573
R3 8.970 8.831 8.500
R2 8.704 8.704 8.476
R1 8.565 8.565 8.451 8.502
PP 8.438 8.438 8.438 8.406
S1 8.299 8.299 8.403 8.236
S2 8.172 8.172 8.378
S3 7.906 8.033 8.354
S4 7.640 7.767 8.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.790 8.310 0.480 5.5% 0.148 1.7% 87% True False 540
10 8.790 8.270 0.520 6.0% 0.136 1.6% 88% True False 410
20 9.250 8.270 0.980 11.2% 0.133 1.5% 47% False False 355
40 9.500 8.270 1.230 14.1% 0.117 1.3% 37% False False 497
60 9.500 8.270 1.230 14.1% 0.120 1.4% 37% False False 499
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.258
2.618 9.078
1.618 8.968
1.000 8.900
0.618 8.858
HIGH 8.790
0.618 8.748
0.500 8.735
0.382 8.722
LOW 8.680
0.618 8.612
1.000 8.570
1.618 8.502
2.618 8.392
4.250 8.213
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 8.735 8.697
PP 8.732 8.667
S1 8.729 8.638

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

View Archives - Comment on this page... - Back to Index of Symbols