NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 9.543 9.435 -0.108 -1.1% 8.900
High 9.580 9.487 -0.093 -1.0% 9.325
Low 9.436 9.373 -0.063 -0.7% 8.860
Close 9.485 9.451 -0.034 -0.4% 9.281
Range 0.144 0.114 -0.030 -20.8% 0.465
ATR 0.146 0.143 -0.002 -1.5% 0.000
Volume 1,128 1,634 506 44.9% 2,022
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.779 9.729 9.514
R3 9.665 9.615 9.482
R2 9.551 9.551 9.472
R1 9.501 9.501 9.461 9.526
PP 9.437 9.437 9.437 9.450
S1 9.387 9.387 9.441 9.412
S2 9.323 9.323 9.430
S3 9.209 9.273 9.420
S4 9.095 9.159 9.388
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 9.215 0.365 3.9% 0.143 1.5% 65% False False 1,036
10 9.580 8.860 0.720 7.6% 0.129 1.4% 82% False False 695
20 9.580 8.839 0.741 7.8% 0.121 1.3% 83% False False 689
40 9.580 8.839 0.741 7.8% 0.140 1.5% 83% False False 703
60 9.580 8.310 1.270 13.4% 0.155 1.6% 90% False False 699
80 9.580 8.270 1.310 13.9% 0.146 1.5% 90% False False 618
100 9.580 8.270 1.310 13.9% 0.142 1.5% 90% False False 600
120 9.580 8.270 1.310 13.9% 0.137 1.5% 90% False False 584
Crabel Price Patterns
NR True
NR4 True
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.972
2.618 9.785
1.618 9.671
1.000 9.601
0.618 9.557
HIGH 9.487
0.618 9.443
0.500 9.430
0.382 9.417
LOW 9.373
0.618 9.303
1.000 9.259
1.618 9.189
2.618 9.075
4.250 8.889
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 9.444 9.439
PP 9.437 9.427
S1 9.430 9.415

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

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