NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 8.613 8.310 -0.303 -3.5% 8.325
High 8.627 8.320 -0.307 -3.6% 8.676
Low 8.400 8.125 -0.275 -3.3% 8.096
Close 8.451 8.144 -0.307 -3.6% 8.451
Range 0.227 0.195 -0.032 -14.1% 0.580
ATR 0.214 0.222 0.008 3.7% 0.000
Volume 3,937 2,199 -1,738 -44.1% 13,790
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.781 8.658 8.251
R3 8.586 8.463 8.198
R2 8.391 8.391 8.180
R1 8.268 8.268 8.162 8.232
PP 8.196 8.196 8.196 8.179
S1 8.073 8.073 8.126 8.037
S2 8.001 8.001 8.108
S3 7.806 7.878 8.090
S4 7.611 7.683 8.037
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 10.148 9.879 8.770
R3 9.568 9.299 8.611
R2 8.988 8.988 8.557
R1 8.719 8.719 8.504 8.854
PP 8.408 8.408 8.408 8.475
S1 8.139 8.139 8.398 8.274
S2 7.828 7.828 8.345
S3 7.248 7.559 8.292
S4 6.668 6.979 8.132
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 7.1% 0.225 2.8% 8% False False 2,933
10 8.676 8.096 0.580 7.1% 0.219 2.7% 8% False False 2,856
20 8.801 8.096 0.705 8.7% 0.206 2.5% 7% False False 3,204
40 9.838 8.096 1.742 21.4% 0.181 2.2% 3% False False 2,525
60 9.912 8.096 1.816 22.3% 0.164 2.0% 3% False False 1,966
80 9.912 8.096 1.816 22.3% 0.163 2.0% 3% False False 1,709
100 9.912 8.096 1.816 22.3% 0.155 1.9% 3% False False 1,505
120 9.912 8.096 1.816 22.3% 0.156 1.9% 3% False False 1,374
Crabel Price Patterns
NR True
NR4 True
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 0.032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.149
2.618 8.831
1.618 8.636
1.000 8.515
0.618 8.441
HIGH 8.320
0.618 8.246
0.500 8.223
0.382 8.199
LOW 8.125
0.618 8.004
1.000 7.930
1.618 7.809
2.618 7.614
4.250 7.296
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 8.223 8.401
PP 8.196 8.315
S1 8.170 8.230

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

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