NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 8.800 8.463 -0.337 -3.8% 8.900
High 8.800 8.600 -0.200 -2.3% 8.967
Low 8.390 8.450 0.060 0.7% 8.390
Close 8.482 8.573 0.091 1.1% 8.573
Range 0.410 0.150 -0.260 -63.4% 0.577
ATR 0.190 0.187 -0.003 -1.5% 0.000
Volume 2,002 8,662 6,660 332.7% 29,763
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 8.991 8.932 8.656
R3 8.841 8.782 8.614
R2 8.691 8.691 8.601
R1 8.632 8.632 8.587 8.662
PP 8.541 8.541 8.541 8.556
S1 8.482 8.482 8.559 8.512
S2 8.391 8.391 8.546
S3 8.241 8.332 8.532
S4 8.091 8.182 8.491
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 10.374 10.051 8.890
R3 9.797 9.474 8.732
R2 9.220 9.220 8.679
R1 8.897 8.897 8.626 8.770
PP 8.643 8.643 8.643 8.580
S1 8.320 8.320 8.520 8.193
S2 8.066 8.066 8.467
S3 7.489 7.743 8.414
S4 6.912 7.166 8.256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.967 8.390 0.577 6.7% 0.219 2.6% 32% False False 5,952
10 9.740 8.390 1.350 15.7% 0.224 2.6% 14% False False 4,412
20 9.838 8.390 1.448 16.9% 0.178 2.1% 13% False False 2,858
40 9.912 8.390 1.522 17.8% 0.151 1.8% 12% False False 1,926
60 9.912 8.390 1.522 17.8% 0.154 1.8% 12% False False 1,606
80 9.912 8.390 1.522 17.8% 0.148 1.7% 12% False False 1,380
100 9.912 8.390 1.522 17.8% 0.148 1.7% 12% False False 1,246
120 9.912 8.320 1.592 18.6% 0.154 1.8% 16% False False 1,155
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.238
2.618 8.993
1.618 8.843
1.000 8.750
0.618 8.693
HIGH 8.600
0.618 8.543
0.500 8.525
0.382 8.507
LOW 8.450
0.618 8.357
1.000 8.300
1.618 8.207
2.618 8.057
4.250 7.813
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 8.557 8.596
PP 8.541 8.588
S1 8.525 8.581

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

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