NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 8.977 9.100 0.123 1.4% 8.750
High 9.119 9.143 0.024 0.3% 9.038
Low 8.920 8.830 -0.090 -1.0% 8.465
Close 9.016 8.976 -0.040 -0.4% 8.756
Range 0.199 0.313 0.114 57.3% 0.573
ATR 0.204 0.212 0.008 3.8% 0.000
Volume 310 348 38 12.3% 4,887
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.922 9.762 9.148
R3 9.609 9.449 9.062
R2 9.296 9.296 9.033
R1 9.136 9.136 9.005 9.060
PP 8.983 8.983 8.983 8.945
S1 8.823 8.823 8.947 8.747
S2 8.670 8.670 8.919
S3 8.357 8.510 8.890
S4 8.044 8.197 8.804
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 10.472 10.187 9.071
R3 9.899 9.614 8.914
R2 9.326 9.326 8.861
R1 9.041 9.041 8.809 9.184
PP 8.753 8.753 8.753 8.824
S1 8.468 8.468 8.703 8.611
S2 8.180 8.180 8.651
S3 7.607 7.895 8.598
S4 7.034 7.322 8.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.143 8.655 0.488 5.4% 0.215 2.4% 66% True False 342
10 9.143 8.465 0.678 7.6% 0.202 2.3% 75% True False 781
20 9.143 8.310 0.833 9.3% 0.183 2.0% 80% True False 690
40 9.300 8.270 1.030 11.5% 0.152 1.7% 69% False False 534
60 9.500 8.270 1.230 13.7% 0.143 1.6% 57% False False 532
80 9.500 8.270 1.230 13.7% 0.135 1.5% 57% False False 524
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 0.046
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 10.473
2.618 9.962
1.618 9.649
1.000 9.456
0.618 9.336
HIGH 9.143
0.618 9.023
0.500 8.987
0.382 8.950
LOW 8.830
0.618 8.637
1.000 8.517
1.618 8.324
2.618 8.011
4.250 7.500
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 8.987 8.957
PP 8.983 8.939
S1 8.980 8.920

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

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