NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 8.195 8.492 0.297 3.6% 8.302
High 8.459 8.676 0.217 2.6% 8.600
Low 8.145 8.469 0.324 4.0% 8.130
Close 8.431 8.643 0.212 2.5% 8.436
Range 0.314 0.207 -0.107 -34.1% 0.470
ATR 0.210 0.212 0.003 1.2% 0.000
Volume 3,511 2,821 -690 -19.7% 14,990
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.217 9.137 8.757
R3 9.010 8.930 8.700
R2 8.803 8.803 8.681
R1 8.723 8.723 8.662 8.763
PP 8.596 8.596 8.596 8.616
S1 8.516 8.516 8.624 8.556
S2 8.389 8.389 8.605
S3 8.182 8.309 8.586
S4 7.975 8.102 8.529
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 8.676 8.096 0.580 6.7% 0.210 2.4% 94% True False 2,747
10 8.676 8.096 0.580 6.7% 0.223 2.6% 94% True False 2,626
20 9.225 8.096 1.129 13.1% 0.212 2.4% 48% False False 3,339
40 9.838 8.096 1.742 20.2% 0.178 2.1% 31% False False 2,421
60 9.912 8.096 1.816 21.0% 0.163 1.9% 30% False False 1,904
80 9.912 8.096 1.816 21.0% 0.161 1.9% 30% False False 1,667
100 9.912 8.096 1.816 21.0% 0.153 1.8% 30% False False 1,456
120 9.912 8.096 1.816 21.0% 0.156 1.8% 30% False False 1,328
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.556
2.618 9.218
1.618 9.011
1.000 8.883
0.618 8.804
HIGH 8.676
0.618 8.597
0.500 8.573
0.382 8.548
LOW 8.469
0.618 8.341
1.000 8.262
1.618 8.134
2.618 7.927
4.250 7.589
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 8.620 8.557
PP 8.596 8.472
S1 8.573 8.386

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

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