NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 9.435 9.500 0.065 0.7% 9.349
High 9.487 9.560 0.073 0.8% 9.580
Low 9.373 9.465 0.092 1.0% 9.215
Close 9.451 9.560 0.109 1.2% 9.560
Range 0.114 0.095 -0.019 -16.7% 0.365
ATR 0.143 0.141 -0.002 -1.7% 0.000
Volume 1,634 643 -991 -60.6% 4,966
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 9.813 9.782 9.612
R3 9.718 9.687 9.586
R2 9.623 9.623 9.577
R1 9.592 9.592 9.569 9.608
PP 9.528 9.528 9.528 9.536
S1 9.497 9.497 9.551 9.513
S2 9.433 9.433 9.543
S3 9.338 9.402 9.534
S4 9.243 9.307 9.508
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 10.547 10.418 9.761
R3 10.182 10.053 9.660
R2 9.817 9.817 9.627
R1 9.688 9.688 9.593 9.753
PP 9.452 9.452 9.452 9.484
S1 9.323 9.323 9.527 9.388
S2 9.087 9.087 9.493
S3 8.722 8.958 9.460
S4 8.357 8.593 9.359
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 3.8% 0.143 1.5% 95% False False 993
10 9.580 8.860 0.720 7.5% 0.129 1.3% 97% False False 698
20 9.580 8.839 0.741 7.8% 0.121 1.3% 97% False False 665
40 9.580 8.839 0.741 7.8% 0.137 1.4% 97% False False 682
60 9.580 8.310 1.270 13.3% 0.153 1.6% 98% False False 689
80 9.580 8.270 1.310 13.7% 0.145 1.5% 98% False False 607
100 9.580 8.270 1.310 13.7% 0.142 1.5% 98% False False 606
120 9.580 8.270 1.310 13.7% 0.136 1.4% 98% False False 588
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.964
2.618 9.809
1.618 9.714
1.000 9.655
0.618 9.619
HIGH 9.560
0.618 9.524
0.500 9.513
0.382 9.501
LOW 9.465
0.618 9.406
1.000 9.370
1.618 9.311
2.618 9.216
4.250 9.061
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 9.544 9.532
PP 9.528 9.504
S1 9.513 9.477

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

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