NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 8.310 8.130 -0.180 -2.2% 8.325
High 8.320 8.130 -0.190 -2.3% 8.676
Low 8.125 7.970 -0.155 -1.9% 8.096
Close 8.144 8.028 -0.116 -1.4% 8.451
Range 0.195 0.160 -0.035 -17.9% 0.580
ATR 0.222 0.219 -0.003 -1.6% 0.000
Volume 2,199 3,669 1,470 66.8% 13,790
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.523 8.435 8.116
R3 8.363 8.275 8.072
R2 8.203 8.203 8.057
R1 8.115 8.115 8.043 8.079
PP 8.043 8.043 8.043 8.025
S1 7.955 7.955 8.013 7.919
S2 7.883 7.883 7.999
S3 7.723 7.795 7.984
S4 7.563 7.635 7.940
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 7.970 0.706 8.8% 0.221 2.7% 8% False True 3,227
10 8.676 7.970 0.706 8.8% 0.213 2.7% 8% False True 2,988
20 8.801 7.970 0.831 10.4% 0.207 2.6% 7% False True 2,888
40 9.838 7.970 1.868 23.3% 0.182 2.3% 3% False True 2,563
60 9.912 7.970 1.942 24.2% 0.165 2.1% 3% False True 2,020
80 9.912 7.970 1.942 24.2% 0.164 2.0% 3% False True 1,747
100 9.912 7.970 1.942 24.2% 0.155 1.9% 3% False True 1,531
120 9.912 7.970 1.942 24.2% 0.155 1.9% 3% False True 1,392
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 0.027
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 8.810
2.618 8.549
1.618 8.389
1.000 8.290
0.618 8.229
HIGH 8.130
0.618 8.069
0.500 8.050
0.382 8.031
LOW 7.970
0.618 7.871
1.000 7.810
1.618 7.711
2.618 7.551
4.250 7.290
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 8.050 8.299
PP 8.043 8.208
S1 8.035 8.118

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

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