NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 8.463 8.510 0.047 0.6% 8.900
High 8.600 8.575 -0.025 -0.3% 8.967
Low 8.450 8.371 -0.079 -0.9% 8.390
Close 8.573 8.549 -0.024 -0.3% 8.573
Range 0.150 0.204 0.054 36.0% 0.577
ATR 0.187 0.188 0.001 0.6% 0.000
Volume 8,662 1,348 -7,314 -84.4% 29,763
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.110 9.034 8.661
R3 8.906 8.830 8.605
R2 8.702 8.702 8.586
R1 8.626 8.626 8.568 8.664
PP 8.498 8.498 8.498 8.518
S1 8.422 8.422 8.530 8.460
S2 8.294 8.294 8.512
S3 8.090 8.218 8.493
S4 7.886 8.014 8.437
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 8.801 8.371 0.430 5.0% 0.222 2.6% 41% False True 5,517
10 9.620 8.371 1.249 14.6% 0.229 2.7% 14% False True 4,457
20 9.830 8.371 1.459 17.1% 0.178 2.1% 12% False True 2,895
40 9.912 8.371 1.541 18.0% 0.152 1.8% 12% False True 1,911
60 9.912 8.371 1.541 18.0% 0.154 1.8% 12% False True 1,611
80 9.912 8.371 1.541 18.0% 0.149 1.7% 12% False True 1,390
100 9.912 8.371 1.541 18.0% 0.148 1.7% 12% False True 1,239
120 9.912 8.320 1.592 18.6% 0.155 1.8% 14% False False 1,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.442
2.618 9.109
1.618 8.905
1.000 8.779
0.618 8.701
HIGH 8.575
0.618 8.497
0.500 8.473
0.382 8.449
LOW 8.371
0.618 8.245
1.000 8.167
1.618 8.041
2.618 7.837
4.250 7.504
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 8.524 8.586
PP 8.498 8.573
S1 8.473 8.561

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

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