NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 8.510 8.590 0.080 0.9% 8.900
High 8.575 8.620 0.045 0.5% 8.967
Low 8.371 8.523 0.152 1.8% 8.390
Close 8.549 8.574 0.025 0.3% 8.573
Range 0.204 0.097 -0.107 -52.5% 0.577
ATR 0.188 0.182 -0.007 -3.5% 0.000
Volume 1,348 1,497 149 11.1% 29,763
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.863 8.816 8.627
R3 8.766 8.719 8.601
R2 8.669 8.669 8.592
R1 8.622 8.622 8.583 8.597
PP 8.572 8.572 8.572 8.560
S1 8.525 8.525 8.565 8.500
S2 8.475 8.475 8.556
S3 8.378 8.428 8.547
S4 8.281 8.331 8.521
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% 0.213 2.5% 47% False False 3,820
10 9.518 8.371 1.147 13.4% 0.222 2.6% 18% False False 4,337
20 9.830 8.371 1.459 17.0% 0.178 2.1% 14% False False 2,917
40 9.912 8.371 1.541 18.0% 0.152 1.8% 13% False False 1,931
60 9.912 8.371 1.541 18.0% 0.153 1.8% 13% False False 1,620
80 9.912 8.371 1.541 18.0% 0.149 1.7% 13% False False 1,398
100 9.912 8.371 1.541 18.0% 0.148 1.7% 13% False False 1,240
120 9.912 8.320 1.592 18.6% 0.153 1.8% 16% False False 1,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.032
2.618 8.874
1.618 8.777
1.000 8.717
0.618 8.680
HIGH 8.620
0.618 8.583
0.500 8.572
0.382 8.560
LOW 8.523
0.618 8.463
1.000 8.426
1.618 8.366
2.618 8.269
4.250 8.111
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 8.573 8.548
PP 8.572 8.522
S1 8.572 8.496

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

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