NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 9.139 9.270 0.131 1.4% 8.900
High 9.295 9.325 0.030 0.3% 9.325
Low 9.120 9.230 0.110 1.2% 8.860
Close 9.263 9.281 0.018 0.2% 9.281
Range 0.175 0.095 -0.080 -45.7% 0.465
ATR 0.143 0.140 -0.003 -2.4% 0.000
Volume 442 861 419 94.8% 2,022
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.564 9.517 9.333
R3 9.469 9.422 9.307
R2 9.374 9.374 9.298
R1 9.327 9.327 9.290 9.351
PP 9.279 9.279 9.279 9.290
S1 9.232 9.232 9.272 9.256
S2 9.184 9.184 9.264
S3 9.089 9.137 9.255
S4 8.994 9.042 9.229
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.550 10.381 9.537
R3 10.085 9.916 9.409
R2 9.620 9.620 9.366
R1 9.451 9.451 9.324 9.536
PP 9.155 9.155 9.155 9.198
S1 8.986 8.986 9.238 9.071
S2 8.690 8.690 9.196
S3 8.225 8.521 9.153
S4 7.760 8.056 9.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.325 8.860 0.465 5.0% 0.115 1.2% 91% True False 404
10 9.325 8.839 0.486 5.2% 0.114 1.2% 91% True False 575
20 9.361 8.839 0.522 5.6% 0.122 1.3% 85% False False 570
40 9.419 8.685 0.734 7.9% 0.150 1.6% 81% False False 622
60 9.419 8.310 1.109 11.9% 0.152 1.6% 88% False False 641
80 9.500 8.270 1.230 13.3% 0.143 1.5% 82% False False 593
100 9.500 8.270 1.230 13.3% 0.139 1.5% 82% False False 600
120 9.500 8.270 1.230 13.3% 0.136 1.5% 82% False False 556
Crabel Price Patterns
NR True
NR4 False
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.729
2.618 9.574
1.618 9.479
1.000 9.420
0.618 9.384
HIGH 9.325
0.618 9.289
0.500 9.278
0.382 9.266
LOW 9.230
0.618 9.171
1.000 9.135
1.618 9.076
2.618 8.981
4.250 8.826
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 9.280 9.228
PP 9.279 9.175
S1 9.278 9.123

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

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