NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 8.130 8.025 -0.105 -1.3% 8.325
High 8.130 8.238 0.108 1.3% 8.676
Low 7.970 7.970 0.000 0.0% 8.096
Close 8.028 8.178 0.150 1.9% 8.451
Range 0.160 0.268 0.108 67.5% 0.580
ATR 0.219 0.222 0.004 1.6% 0.000
Volume 3,669 3,795 126 3.4% 13,790
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.933 8.823 8.325
R3 8.665 8.555 8.252
R2 8.397 8.397 8.227
R1 8.287 8.287 8.203 8.342
PP 8.129 8.129 8.129 8.156
S1 8.019 8.019 8.153 8.074
S2 7.861 7.861 8.129
S3 7.593 7.751 8.104
S4 7.325 7.483 8.031
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 8.6% 0.211 2.6% 29% False True 3,284
10 8.676 7.970 0.706 8.6% 0.213 2.6% 29% False True 3,031
20 8.800 7.970 0.830 10.1% 0.210 2.6% 25% False True 2,798
40 9.838 7.970 1.868 22.8% 0.186 2.3% 11% False True 2,641
60 9.912 7.970 1.942 23.7% 0.167 2.0% 11% False True 2,074
80 9.912 7.970 1.942 23.7% 0.165 2.0% 11% False True 1,787
100 9.912 7.970 1.942 23.7% 0.157 1.9% 11% False True 1,564
120 9.912 7.970 1.942 23.7% 0.156 1.9% 11% False True 1,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.377
2.618 8.940
1.618 8.672
1.000 8.506
0.618 8.404
HIGH 8.238
0.618 8.136
0.500 8.104
0.382 8.072
LOW 7.970
0.618 7.804
1.000 7.702
1.618 7.536
2.618 7.268
4.250 6.831
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 8.153 8.167
PP 8.129 8.156
S1 8.104 8.145

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

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