NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 8.977 8.900 -0.077 -0.9% 8.900
High 8.985 8.909 -0.076 -0.8% 9.030
Low 8.890 8.860 -0.030 -0.3% 8.839
Close 8.916 8.889 -0.027 -0.3% 8.916
Range 0.095 0.049 -0.046 -48.4% 0.191
ATR 0.148 0.141 -0.007 -4.4% 0.000
Volume 608 226 -382 -62.8% 3,729
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.033 9.010 8.916
R3 8.984 8.961 8.902
R2 8.935 8.935 8.898
R1 8.912 8.912 8.893 8.899
PP 8.886 8.886 8.886 8.880
S1 8.863 8.863 8.885 8.850
S2 8.837 8.837 8.880
S3 8.788 8.814 8.876
S4 8.739 8.765 8.862
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% 0.107 1.2% 26% False False 642
10 9.220 8.839 0.381 4.3% 0.111 1.2% 13% False False 603
20 9.361 8.839 0.522 5.9% 0.127 1.4% 10% False False 561
40 9.419 8.465 0.954 10.7% 0.154 1.7% 44% False False 662
60 9.419 8.270 1.149 12.9% 0.153 1.7% 54% False False 634
80 9.500 8.270 1.230 13.8% 0.141 1.6% 50% False False 608
100 9.500 8.270 1.230 13.8% 0.140 1.6% 50% False False 610
120 9.500 8.270 1.230 13.8% 0.135 1.5% 50% False False 580
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 9.117
2.618 9.037
1.618 8.988
1.000 8.958
0.618 8.939
HIGH 8.909
0.618 8.890
0.500 8.885
0.382 8.879
LOW 8.860
0.618 8.830
1.000 8.811
1.618 8.781
2.618 8.732
4.250 8.652
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 8.888 8.945
PP 8.886 8.926
S1 8.885 8.908

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

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