NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 8.305 8.334 0.029 0.3% 8.302
High 8.355 8.515 0.160 1.9% 8.600
Low 8.130 8.334 0.204 2.5% 8.130
Close 8.302 8.436 0.134 1.6% 8.436
Range 0.225 0.181 -0.044 -19.6% 0.470
ATR 0.196 0.197 0.001 0.6% 0.000
Volume 2,977 3,882 905 30.4% 14,990
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.971 8.885 8.536
R3 8.790 8.704 8.486
R2 8.609 8.609 8.469
R1 8.523 8.523 8.453 8.566
PP 8.428 8.428 8.428 8.450
S1 8.342 8.342 8.419 8.385
S2 8.247 8.247 8.403
S3 8.066 8.161 8.386
S4 7.885 7.980 8.336
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.799 9.587 8.695
R3 9.329 9.117 8.565
R2 8.859 8.859 8.522
R1 8.647 8.647 8.479 8.753
PP 8.389 8.389 8.389 8.442
S1 8.177 8.177 8.393 8.283
S2 7.919 7.919 8.350
S3 7.449 7.707 8.307
S4 6.979 7.237 8.178
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 5.6% 0.218 2.6% 65% False False 2,998
10 8.620 8.130 0.490 5.8% 0.193 2.3% 62% False False 2,185
20 9.740 8.130 1.610 19.1% 0.208 2.5% 19% False False 3,299
40 9.912 8.130 1.782 21.1% 0.168 2.0% 17% False False 2,263
60 9.912 8.130 1.782 21.1% 0.159 1.9% 17% False False 1,786
80 9.912 8.130 1.782 21.1% 0.158 1.9% 17% False False 1,580
100 9.912 8.130 1.782 21.1% 0.151 1.8% 17% False False 1,372
120 9.912 8.130 1.782 21.1% 0.156 1.8% 17% False False 1,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.284
2.618 8.989
1.618 8.808
1.000 8.696
0.618 8.627
HIGH 8.515
0.618 8.446
0.500 8.425
0.382 8.403
LOW 8.334
0.618 8.222
1.000 8.153
1.618 8.041
2.618 7.860
4.250 7.565
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 8.432 8.412
PP 8.428 8.389
S1 8.425 8.365

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

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