NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 8.970 9.030 0.060 0.7% 9.344
High 9.040 9.053 0.013 0.1% 9.361
Low 8.900 8.956 0.056 0.6% 8.900
Close 9.010 8.999 -0.011 -0.1% 8.999
Range 0.140 0.097 -0.043 -30.7% 0.461
ATR 0.181 0.175 -0.006 -3.3% 0.000
Volume 435 1,129 694 159.5% 3,060
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.294 9.243 9.052
R3 9.197 9.146 9.026
R2 9.100 9.100 9.017
R1 9.049 9.049 9.008 9.026
PP 9.003 9.003 9.003 8.991
S1 8.952 8.952 8.990 8.929
S2 8.906 8.906 8.981
S3 8.809 8.855 8.972
S4 8.712 8.758 8.946
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.470 10.195 9.253
R3 10.009 9.734 9.126
R2 9.548 9.548 9.084
R1 9.273 9.273 9.041 9.180
PP 9.087 9.087 9.087 9.040
S1 8.812 8.812 8.957 8.719
S2 8.626 8.626 8.914
S3 8.165 8.351 8.872
S4 7.704 7.890 8.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.361 8.900 0.461 5.1% 0.146 1.6% 21% False False 612
10 9.361 8.900 0.461 5.1% 0.147 1.6% 21% False False 512
20 9.419 8.900 0.519 5.8% 0.154 1.7% 19% False False 700
40 9.419 8.310 1.109 12.3% 0.168 1.9% 62% False False 700
60 9.419 8.270 1.149 12.8% 0.153 1.7% 63% False False 587
80 9.500 8.270 1.230 13.7% 0.147 1.6% 59% False False 591
100 9.500 8.270 1.230 13.7% 0.139 1.5% 59% False False 573
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.465
2.618 9.307
1.618 9.210
1.000 9.150
0.618 9.113
HIGH 9.053
0.618 9.016
0.500 9.005
0.382 8.993
LOW 8.956
0.618 8.896
1.000 8.859
1.618 8.799
2.618 8.702
4.250 8.544
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 9.005 8.996
PP 9.003 8.993
S1 9.001 8.991

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

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