NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 8.900 8.915 0.015 0.2% 8.900
High 8.909 8.950 0.041 0.5% 9.030
Low 8.860 8.908 0.048 0.5% 8.839
Close 8.889 8.925 0.036 0.4% 8.916
Range 0.049 0.042 -0.007 -14.3% 0.191
ATR 0.141 0.135 -0.006 -4.1% 0.000
Volume 226 293 67 29.6% 3,729
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.054 9.031 8.948
R3 9.012 8.989 8.937
R2 8.970 8.970 8.933
R1 8.947 8.947 8.929 8.959
PP 8.928 8.928 8.928 8.933
S1 8.905 8.905 8.921 8.917
S2 8.886 8.886 8.917
S3 8.844 8.863 8.913
S4 8.802 8.821 8.902
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 8.860 0.170 1.9% 0.089 1.0% 38% False False 613
10 9.220 8.839 0.381 4.3% 0.098 1.1% 23% False False 615
20 9.361 8.839 0.522 5.8% 0.115 1.3% 16% False False 558
40 9.419 8.465 0.954 10.7% 0.148 1.7% 48% False False 652
60 9.419 8.270 1.149 12.9% 0.152 1.7% 57% False False 634
80 9.500 8.270 1.230 13.8% 0.141 1.6% 53% False False 605
100 9.500 8.270 1.230 13.8% 0.139 1.6% 53% False False 612
120 9.500 8.270 1.230 13.8% 0.134 1.5% 53% False False 563
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 9.129
2.618 9.060
1.618 9.018
1.000 8.992
0.618 8.976
HIGH 8.950
0.618 8.934
0.500 8.929
0.382 8.924
LOW 8.908
0.618 8.882
1.000 8.866
1.618 8.840
2.618 8.798
4.250 8.730
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 8.929 8.924
PP 8.928 8.923
S1 8.926 8.923

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

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