NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 8.564 8.305 -0.259 -3.0% 8.510
High 8.600 8.355 -0.245 -2.8% 8.620
Low 8.325 8.130 -0.195 -2.3% 8.220
Close 8.357 8.302 -0.055 -0.7% 8.301
Range 0.275 0.225 -0.050 -18.2% 0.400
ATR 0.194 0.196 0.002 1.2% 0.000
Volume 3,371 2,977 -394 -11.7% 6,864
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.937 8.845 8.426
R3 8.712 8.620 8.364
R2 8.487 8.487 8.343
R1 8.395 8.395 8.323 8.329
PP 8.262 8.262 8.262 8.229
S1 8.170 8.170 8.281 8.104
S2 8.037 8.037 8.261
S3 7.812 7.945 8.240
S4 7.587 7.720 8.178
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 8.130 0.470 5.7% 0.235 2.8% 37% False True 2,506
10 8.620 8.130 0.490 5.9% 0.190 2.3% 35% False True 2,663
20 9.830 8.130 1.700 20.5% 0.207 2.5% 10% False True 3,174
40 9.912 8.130 1.782 21.5% 0.169 2.0% 10% False True 2,174
60 9.912 8.130 1.782 21.5% 0.160 1.9% 10% False True 1,730
80 9.912 8.130 1.782 21.5% 0.159 1.9% 10% False True 1,534
100 9.912 8.130 1.782 21.5% 0.150 1.8% 10% False True 1,339
120 9.912 8.130 1.782 21.5% 0.155 1.9% 10% False True 1,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.311
2.618 8.944
1.618 8.719
1.000 8.580
0.618 8.494
HIGH 8.355
0.618 8.269
0.500 8.243
0.382 8.216
LOW 8.130
0.618 7.991
1.000 7.905
1.618 7.766
2.618 7.541
4.250 7.174
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 8.282 8.365
PP 8.262 8.344
S1 8.243 8.323

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

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