NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 9.348 9.340 -0.008 -0.1% 9.550
High 9.418 9.368 -0.050 -0.5% 9.550
Low 9.207 9.237 0.030 0.3% 9.207
Close 9.384 9.302 -0.082 -0.9% 9.302
Range 0.211 0.131 -0.080 -37.9% 0.343
ATR 0.161 0.160 -0.001 -0.6% 0.000
Volume 500 574 74 14.8% 2,445
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 9.695 9.630 9.374
R3 9.564 9.499 9.338
R2 9.433 9.433 9.326
R1 9.368 9.368 9.314 9.335
PP 9.302 9.302 9.302 9.286
S1 9.237 9.237 9.290 9.204
S2 9.171 9.171 9.278
S3 9.040 9.106 9.266
S4 8.909 8.975 9.230
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 10.382 10.185 9.491
R3 10.039 9.842 9.396
R2 9.696 9.696 9.365
R1 9.499 9.499 9.333 9.426
PP 9.353 9.353 9.353 9.317
S1 9.156 9.156 9.271 9.083
S2 9.010 9.010 9.239
S3 8.667 8.813 9.208
S4 8.324 8.470 9.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.550 9.207 0.343 3.7% 0.162 1.7% 28% False False 489
10 9.750 9.207 0.543 5.8% 0.154 1.7% 17% False False 1,057
20 9.750 9.207 0.543 5.8% 0.153 1.6% 17% False False 967
40 9.750 8.839 0.911 9.8% 0.138 1.5% 51% False False 754
60 9.750 8.655 1.095 11.8% 0.150 1.6% 59% False False 733
80 9.750 8.270 1.480 15.9% 0.153 1.6% 70% False False 719
100 9.750 8.270 1.480 15.9% 0.146 1.6% 70% False False 673
120 9.750 8.270 1.480 15.9% 0.141 1.5% 70% False False 661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.925
2.618 9.711
1.618 9.580
1.000 9.499
0.618 9.449
HIGH 9.368
0.618 9.318
0.500 9.303
0.382 9.287
LOW 9.237
0.618 9.156
1.000 9.106
1.618 9.025
2.618 8.894
4.250 8.680
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 9.303 9.313
PP 9.302 9.309
S1 9.302 9.306

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

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