NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 8.915 8.920 0.005 0.1% 8.900
High 8.950 9.132 0.182 2.0% 9.030
Low 8.908 8.920 0.012 0.1% 8.839
Close 8.925 9.122 0.197 2.2% 8.916
Range 0.042 0.212 0.170 404.8% 0.191
ATR 0.135 0.141 0.005 4.0% 0.000
Volume 293 200 -93 -31.7% 3,729
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.694 9.620 9.239
R3 9.482 9.408 9.180
R2 9.270 9.270 9.161
R1 9.196 9.196 9.141 9.233
PP 9.058 9.058 9.058 9.077
S1 8.984 8.984 9.103 9.021
S2 8.846 8.846 9.083
S3 8.634 8.772 9.064
S4 8.422 8.560 9.005
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 9.132 8.860 0.272 3.0% 0.105 1.1% 96% True False 376
10 9.132 8.839 0.293 3.2% 0.108 1.2% 97% True False 586
20 9.361 8.839 0.522 5.7% 0.121 1.3% 54% False False 542
40 9.419 8.465 0.954 10.5% 0.151 1.7% 69% False False 619
60 9.419 8.270 1.149 12.6% 0.153 1.7% 74% False False 633
80 9.500 8.270 1.230 13.5% 0.144 1.6% 69% False False 606
100 9.500 8.270 1.230 13.5% 0.138 1.5% 69% False False 608
120 9.500 8.270 1.230 13.5% 0.135 1.5% 69% False False 560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 10.033
2.618 9.687
1.618 9.475
1.000 9.344
0.618 9.263
HIGH 9.132
0.618 9.051
0.500 9.026
0.382 9.001
LOW 8.920
0.618 8.789
1.000 8.708
1.618 8.577
2.618 8.365
4.250 8.019
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 9.090 9.080
PP 9.058 9.038
S1 9.026 8.996

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

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