NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 9.005 8.977 -0.028 -0.3% 8.900
High 9.030 8.985 -0.045 -0.5% 9.030
Low 8.904 8.890 -0.014 -0.2% 8.839
Close 8.945 8.916 -0.029 -0.3% 8.916
Range 0.126 0.095 -0.031 -24.6% 0.191
ATR 0.152 0.148 -0.004 -2.7% 0.000
Volume 553 608 55 9.9% 3,729
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.215 9.161 8.968
R3 9.120 9.066 8.942
R2 9.025 9.025 8.933
R1 8.971 8.971 8.925 8.951
PP 8.930 8.930 8.930 8.920
S1 8.876 8.876 8.907 8.856
S2 8.835 8.835 8.899
S3 8.740 8.781 8.890
S4 8.645 8.686 8.864
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.501 9.400 9.021
R3 9.310 9.209 8.969
R2 9.119 9.119 8.951
R1 9.018 9.018 8.934 9.069
PP 8.928 8.928 8.928 8.954
S1 8.827 8.827 8.898 8.878
S2 8.737 8.737 8.881
S3 8.546 8.636 8.863
S4 8.355 8.445 8.811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.030 8.839 0.191 2.1% 0.114 1.3% 40% False False 745
10 9.220 8.839 0.381 4.3% 0.113 1.3% 20% False False 632
20 9.361 8.839 0.522 5.9% 0.130 1.5% 15% False False 572
40 9.419 8.465 0.954 10.7% 0.156 1.8% 47% False False 693
60 9.419 8.270 1.149 12.9% 0.155 1.7% 56% False False 634
80 9.500 8.270 1.230 13.8% 0.142 1.6% 53% False False 633
100 9.500 8.270 1.230 13.8% 0.139 1.6% 53% False False 609
120 9.500 8.270 1.230 13.8% 0.135 1.5% 53% False False 593
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.389
2.618 9.234
1.618 9.139
1.000 9.080
0.618 9.044
HIGH 8.985
0.618 8.949
0.500 8.938
0.382 8.926
LOW 8.890
0.618 8.831
1.000 8.795
1.618 8.736
2.618 8.641
4.250 8.486
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 8.938 8.950
PP 8.930 8.939
S1 8.923 8.927

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

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