NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 8.590 8.600 0.010 0.1% 8.900
High 8.620 8.600 -0.020 -0.2% 8.967
Low 8.523 8.425 -0.098 -1.1% 8.390
Close 8.574 8.477 -0.097 -1.1% 8.573
Range 0.097 0.175 0.078 80.4% 0.577
ATR 0.176 0.176 0.000 0.0% 0.000
Volume 1,497 1,100 -397 -26.5% 29,763
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.026 8.926 8.573
R3 8.851 8.751 8.525
R2 8.676 8.676 8.509
R1 8.576 8.576 8.493 8.539
PP 8.501 8.501 8.501 8.482
S1 8.401 8.401 8.461 8.364
S2 8.326 8.326 8.445
S3 8.151 8.226 8.429
S4 7.976 8.051 8.381
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 8.620 8.371 0.249 2.9% 0.145 1.7% 43% False False 2,820
10 9.225 8.371 0.854 10.1% 0.200 2.4% 12% False False 4,052
20 9.830 8.371 1.459 17.2% 0.176 2.1% 7% False False 2,976
40 9.912 8.371 1.541 18.2% 0.155 1.8% 7% False False 1,958
60 9.912 8.371 1.541 18.2% 0.153 1.8% 7% False False 1,567
80 9.912 8.371 1.541 18.2% 0.150 1.8% 7% False False 1,416
100 9.912 8.371 1.541 18.2% 0.147 1.7% 7% False False 1,241
120 9.912 8.320 1.592 18.8% 0.153 1.8% 10% False False 1,187
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.344
2.618 9.058
1.618 8.883
1.000 8.775
0.618 8.708
HIGH 8.600
0.618 8.533
0.500 8.513
0.382 8.492
LOW 8.425
0.618 8.317
1.000 8.250
1.618 8.142
2.618 7.967
4.250 7.681
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 8.513 8.523
PP 8.501 8.507
S1 8.489 8.492

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

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