NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 8.334 8.325 -0.009 -0.1% 8.302
High 8.515 8.325 -0.190 -2.2% 8.600
Low 8.334 8.160 -0.174 -2.1% 8.130
Close 8.436 8.182 -0.254 -3.0% 8.436
Range 0.181 0.165 -0.016 -8.8% 0.470
ATR 0.197 0.203 0.006 2.8% 0.000
Volume 3,882 1,321 -2,561 -66.0% 14,990
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.717 8.615 8.273
R3 8.552 8.450 8.227
R2 8.387 8.387 8.212
R1 8.285 8.285 8.197 8.254
PP 8.222 8.222 8.222 8.207
S1 8.120 8.120 8.167 8.089
S2 8.057 8.057 8.152
S3 7.892 7.955 8.137
S4 7.727 7.790 8.091
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 5.7% 0.212 2.6% 11% False False 2,779
10 8.620 8.130 0.490 6.0% 0.189 2.3% 11% False False 2,182
20 9.620 8.130 1.490 18.2% 0.209 2.6% 3% False False 3,320
40 9.838 8.130 1.708 20.9% 0.167 2.0% 3% False False 2,271
60 9.912 8.130 1.782 21.8% 0.160 2.0% 3% False False 1,799
80 9.912 8.130 1.782 21.8% 0.158 1.9% 3% False False 1,591
100 9.912 8.130 1.782 21.8% 0.151 1.8% 3% False False 1,381
120 9.912 8.130 1.782 21.8% 0.155 1.9% 3% False False 1,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9.026
2.618 8.757
1.618 8.592
1.000 8.490
0.618 8.427
HIGH 8.325
0.618 8.262
0.500 8.243
0.382 8.223
LOW 8.160
0.618 8.058
1.000 7.995
1.618 7.893
2.618 7.728
4.250 7.459
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 8.243 8.323
PP 8.222 8.276
S1 8.202 8.229

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

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