NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 9.155 9.050 -0.105 -1.1% 9.150
High 9.302 9.081 -0.221 -2.4% 9.339
Low 9.050 8.990 -0.060 -0.7% 8.970
Close 9.158 9.015 -0.143 -1.6% 9.328
Range 0.252 0.091 -0.161 -63.9% 0.369
ATR 0.186 0.184 -0.001 -0.7% 0.000
Volume 434 803 369 85.0% 2,069
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 9.302 9.249 9.065
R3 9.211 9.158 9.040
R2 9.120 9.120 9.032
R1 9.067 9.067 9.023 9.048
PP 9.029 9.029 9.029 9.019
S1 8.976 8.976 9.007 8.957
S2 8.938 8.938 8.998
S3 8.847 8.885 8.990
S4 8.756 8.794 8.965
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 10.319 10.193 9.531
R3 9.950 9.824 9.429
R2 9.581 9.581 9.396
R1 9.455 9.455 9.362 9.518
PP 9.212 9.212 9.212 9.244
S1 9.086 9.086 9.294 9.149
S2 8.843 8.843 9.260
S3 8.474 8.717 9.227
S4 8.105 8.348 9.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.361 8.990 0.371 4.1% 0.149 1.7% 7% False True 448
10 9.361 8.956 0.405 4.5% 0.155 1.7% 15% False False 482
20 9.419 8.830 0.589 6.5% 0.169 1.9% 31% False False 713
40 9.419 8.310 1.109 12.3% 0.170 1.9% 64% False False 693
60 9.419 8.270 1.149 12.7% 0.154 1.7% 65% False False 614
80 9.500 8.270 1.230 13.6% 0.147 1.6% 61% False False 575
100 9.500 8.270 1.230 13.6% 0.141 1.6% 61% False False 559
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 0.050
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 9.468
2.618 9.319
1.618 9.228
1.000 9.172
0.618 9.137
HIGH 9.081
0.618 9.046
0.500 9.036
0.382 9.025
LOW 8.990
0.618 8.934
1.000 8.899
1.618 8.843
2.618 8.752
4.250 8.603
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 9.036 9.176
PP 9.029 9.122
S1 9.022 9.069

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

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