NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 9.270 9.349 0.079 0.9% 8.900
High 9.325 9.380 0.055 0.6% 9.325
Low 9.230 9.215 -0.015 -0.2% 8.860
Close 9.281 9.257 -0.024 -0.3% 9.281
Range 0.095 0.165 0.070 73.7% 0.465
ATR 0.140 0.142 0.002 1.3% 0.000
Volume 861 372 -489 -56.8% 2,022
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.779 9.683 9.348
R3 9.614 9.518 9.302
R2 9.449 9.449 9.287
R1 9.353 9.353 9.272 9.319
PP 9.284 9.284 9.284 9.267
S1 9.188 9.188 9.242 9.154
S2 9.119 9.119 9.227
S3 8.954 9.023 9.212
S4 8.789 8.858 9.166
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 9.380 8.908 0.472 5.1% 0.138 1.5% 74% True False 433
10 9.380 8.839 0.541 5.8% 0.123 1.3% 77% True False 537
20 9.380 8.839 0.541 5.8% 0.122 1.3% 77% True False 575
40 9.419 8.697 0.722 7.8% 0.150 1.6% 78% False False 625
60 9.419 8.310 1.109 12.0% 0.154 1.7% 85% False False 642
80 9.419 8.270 1.149 12.4% 0.145 1.6% 86% False False 595
100 9.500 8.270 1.230 13.3% 0.139 1.5% 80% False False 588
120 9.500 8.270 1.230 13.3% 0.137 1.5% 80% False False 559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10.081
2.618 9.812
1.618 9.647
1.000 9.545
0.618 9.482
HIGH 9.380
0.618 9.317
0.500 9.298
0.382 9.278
LOW 9.215
0.618 9.113
1.000 9.050
1.618 8.948
2.618 8.783
4.250 8.514
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 9.298 9.255
PP 9.284 9.252
S1 9.271 9.250

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

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