NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 9.290 9.543 0.253 2.7% 8.900
High 9.447 9.580 0.133 1.4% 9.325
Low 9.250 9.436 0.186 2.0% 8.860
Close 9.435 9.485 0.050 0.5% 9.281
Range 0.197 0.144 -0.053 -26.9% 0.465
ATR 0.146 0.146 0.000 0.0% 0.000
Volume 1,189 1,128 -61 -5.1% 2,022
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.932 9.853 9.564
R3 9.788 9.709 9.525
R2 9.644 9.644 9.511
R1 9.565 9.565 9.498 9.533
PP 9.500 9.500 9.500 9.484
S1 9.421 9.421 9.472 9.389
S2 9.356 9.356 9.459
S3 9.212 9.277 9.445
S4 9.068 9.133 9.406
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 9.580 9.120 0.460 4.8% 0.155 1.6% 79% True False 798
10 9.580 8.860 0.720 7.6% 0.130 1.4% 87% True False 587
20 9.580 8.839 0.741 7.8% 0.122 1.3% 87% True False 629
40 9.580 8.830 0.750 7.9% 0.145 1.5% 87% True False 671
60 9.580 8.310 1.270 13.4% 0.154 1.6% 93% True False 672
80 9.580 8.270 1.310 13.8% 0.146 1.5% 93% True False 617
100 9.580 8.270 1.310 13.8% 0.142 1.5% 93% True False 585
120 9.580 8.270 1.310 13.8% 0.138 1.5% 93% True False 570
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10.192
2.618 9.957
1.618 9.813
1.000 9.724
0.618 9.669
HIGH 9.580
0.618 9.525
0.500 9.508
0.382 9.491
LOW 9.436
0.618 9.347
1.000 9.292
1.618 9.203
2.618 9.059
4.250 8.824
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 9.508 9.456
PP 9.500 9.427
S1 9.493 9.398

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

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