NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 8.325 8.180 -0.145 -1.7% 8.302
High 8.325 8.280 -0.045 -0.5% 8.600
Low 8.160 8.096 -0.064 -0.8% 8.130
Close 8.182 8.177 -0.005 -0.1% 8.436
Range 0.165 0.184 0.019 11.5% 0.470
ATR 0.203 0.202 -0.001 -0.7% 0.000
Volume 1,321 2,200 879 66.5% 14,990
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.736 8.641 8.278
R3 8.552 8.457 8.228
R2 8.368 8.368 8.211
R1 8.273 8.273 8.194 8.229
PP 8.184 8.184 8.184 8.162
S1 8.089 8.089 8.160 8.045
S2 8.000 8.000 8.143
S3 7.816 7.905 8.126
S4 7.632 7.721 8.076
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 8.096 0.504 6.2% 0.206 2.5% 16% False True 2,750
10 8.620 8.096 0.524 6.4% 0.198 2.4% 15% False True 2,253
20 9.518 8.096 1.422 17.4% 0.210 2.6% 6% False True 3,295
40 9.838 8.096 1.742 21.3% 0.168 2.1% 5% False True 2,294
60 9.912 8.096 1.816 22.2% 0.159 1.9% 4% False True 1,829
80 9.912 8.096 1.816 22.2% 0.159 1.9% 4% False True 1,608
100 9.912 8.096 1.816 22.2% 0.152 1.9% 4% False True 1,400
120 9.912 8.096 1.816 22.2% 0.156 1.9% 4% False True 1,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.062
2.618 8.762
1.618 8.578
1.000 8.464
0.618 8.394
HIGH 8.280
0.618 8.210
0.500 8.188
0.382 8.166
LOW 8.096
0.618 7.982
1.000 7.912
1.618 7.798
2.618 7.614
4.250 7.314
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 8.188 8.306
PP 8.184 8.263
S1 8.181 8.220

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

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