NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 8.350 8.564 0.214 2.6% 8.510
High 8.512 8.600 0.088 1.0% 8.620
Low 8.300 8.325 0.025 0.3% 8.220
Close 8.484 8.357 -0.127 -1.5% 8.301
Range 0.212 0.275 0.063 29.7% 0.400
ATR 0.188 0.194 0.006 3.3% 0.000
Volume 2,345 3,371 1,026 43.8% 6,864
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.252 9.080 8.508
R3 8.977 8.805 8.433
R2 8.702 8.702 8.407
R1 8.530 8.530 8.382 8.479
PP 8.427 8.427 8.427 8.402
S1 8.255 8.255 8.332 8.204
S2 8.152 8.152 8.307
S3 7.877 7.980 8.281
S4 7.602 7.705 8.206
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 8.600 8.220 0.380 4.5% 0.225 2.7% 36% True False 2,130
10 8.800 8.220 0.580 6.9% 0.208 2.5% 24% False False 2,565
20 9.830 8.220 1.610 19.3% 0.204 2.4% 9% False False 3,150
40 9.912 8.220 1.692 20.2% 0.166 2.0% 8% False False 2,117
60 9.912 8.220 1.692 20.2% 0.158 1.9% 8% False False 1,689
80 9.912 8.220 1.692 20.2% 0.156 1.9% 8% False False 1,500
100 9.912 8.220 1.692 20.2% 0.151 1.8% 8% False False 1,313
120 9.912 8.220 1.692 20.2% 0.155 1.9% 8% False False 1,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9.769
2.618 9.320
1.618 9.045
1.000 8.875
0.618 8.770
HIGH 8.600
0.618 8.495
0.500 8.463
0.382 8.430
LOW 8.325
0.618 8.155
1.000 8.050
1.618 7.880
2.618 7.605
4.250 7.156
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 8.463 8.420
PP 8.427 8.399
S1 8.392 8.378

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

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