NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 8.485 8.302 -0.183 -2.2% 8.510
High 8.485 8.437 -0.048 -0.6% 8.620
Low 8.220 8.239 0.019 0.2% 8.220
Close 8.301 8.268 -0.033 -0.4% 8.301
Range 0.265 0.198 -0.067 -25.3% 0.400
ATR 0.182 0.183 0.001 0.6% 0.000
Volume 1,422 2,415 993 69.8% 6,864
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.909 8.786 8.377
R3 8.711 8.588 8.322
R2 8.513 8.513 8.304
R1 8.390 8.390 8.286 8.353
PP 8.315 8.315 8.315 8.296
S1 8.192 8.192 8.250 8.155
S2 8.117 8.117 8.232
S3 7.919 7.994 8.214
S4 7.721 7.796 8.159
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.580 9.341 8.521
R3 9.180 8.941 8.411
R2 8.780 8.780 8.374
R1 8.541 8.541 8.338 8.461
PP 8.380 8.380 8.380 8.340
S1 8.141 8.141 8.264 8.061
S2 7.980 7.980 8.228
S3 7.580 7.741 8.191
S4 7.180 7.341 8.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.620 8.220 0.400 4.8% 0.166 2.0% 12% False False 1,586
10 8.801 8.220 0.581 7.0% 0.194 2.3% 8% False False 3,551
20 9.830 8.220 1.610 19.5% 0.190 2.3% 3% False False 2,977
40 9.912 8.220 1.692 20.5% 0.159 1.9% 3% False False 2,002
60 9.912 8.220 1.692 20.5% 0.156 1.9% 3% False False 1,608
80 9.912 8.220 1.692 20.5% 0.152 1.8% 3% False False 1,439
100 9.912 8.220 1.692 20.5% 0.148 1.8% 3% False False 1,264
120 9.912 8.220 1.692 20.5% 0.154 1.9% 3% False False 1,201
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.279
2.618 8.955
1.618 8.757
1.000 8.635
0.618 8.559
HIGH 8.437
0.618 8.361
0.500 8.338
0.382 8.315
LOW 8.239
0.618 8.117
1.000 8.041
1.618 7.919
2.618 7.721
4.250 7.398
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 8.338 8.410
PP 8.315 8.363
S1 8.291 8.315

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

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