NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 8.850 8.900 0.050 0.6% 8.974
High 8.970 9.005 0.035 0.4% 9.220
Low 8.839 8.870 0.031 0.4% 8.940
Close 8.870 8.996 0.126 1.4% 8.967
Range 0.131 0.135 0.004 3.1% 0.280
ATR 0.155 0.154 -0.001 -0.9% 0.000
Volume 438 1,385 947 216.2% 2,591
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.362 9.314 9.070
R3 9.227 9.179 9.033
R2 9.092 9.092 9.021
R1 9.044 9.044 9.008 9.068
PP 8.957 8.957 8.957 8.969
S1 8.909 8.909 8.984 8.933
S2 8.822 8.822 8.971
S3 8.687 8.774 8.959
S4 8.552 8.639 8.922
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.882 9.705 9.121
R3 9.602 9.425 9.044
R2 9.322 9.322 9.018
R1 9.145 9.145 8.993 9.094
PP 9.042 9.042 9.042 9.017
S1 8.865 8.865 8.941 8.814
S2 8.762 8.762 8.916
S3 8.482 8.585 8.890
S4 8.202 8.305 8.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.120 8.839 0.281 3.1% 0.112 1.2% 56% False False 796
10 9.220 8.839 0.381 4.2% 0.114 1.3% 41% False False 672
20 9.361 8.839 0.522 5.8% 0.135 1.5% 30% False False 577
40 9.419 8.320 1.099 12.2% 0.159 1.8% 62% False False 762
60 9.419 8.270 1.149 12.8% 0.157 1.7% 63% False False 623
80 9.500 8.270 1.230 13.7% 0.142 1.6% 59% False False 621
100 9.500 8.270 1.230 13.7% 0.138 1.5% 59% False False 609
120 9.500 8.270 1.230 13.7% 0.136 1.5% 59% False False 608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.579
2.618 9.358
1.618 9.223
1.000 9.140
0.618 9.088
HIGH 9.005
0.618 8.953
0.500 8.938
0.382 8.922
LOW 8.870
0.618 8.787
1.000 8.735
1.618 8.652
2.618 8.517
4.250 8.296
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 8.977 8.971
PP 8.957 8.947
S1 8.938 8.922

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

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