NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 8.025 8.250 0.225 2.8% 8.325
High 8.238 8.313 0.075 0.9% 8.676
Low 7.970 8.179 0.209 2.6% 8.096
Close 8.178 8.246 0.068 0.8% 8.451
Range 0.268 0.134 -0.134 -50.0% 0.580
ATR 0.222 0.216 -0.006 -2.8% 0.000
Volume 3,795 2,899 -896 -23.6% 13,790
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.648 8.581 8.320
R3 8.514 8.447 8.283
R2 8.380 8.380 8.271
R1 8.313 8.313 8.258 8.280
PP 8.246 8.246 8.246 8.229
S1 8.179 8.179 8.234 8.146
S2 8.112 8.112 8.221
S3 7.978 8.045 8.209
S4 7.844 7.911 8.172
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 8.627 7.970 0.657 8.0% 0.197 2.4% 42% False False 3,299
10 8.676 7.970 0.706 8.6% 0.204 2.5% 39% False False 3,023
20 8.676 7.970 0.706 8.6% 0.197 2.4% 39% False False 2,843
40 9.838 7.970 1.868 22.7% 0.186 2.3% 15% False False 2,676
60 9.912 7.970 1.942 23.6% 0.168 2.0% 14% False False 2,106
80 9.912 7.970 1.942 23.6% 0.165 2.0% 14% False False 1,814
100 9.912 7.970 1.942 23.6% 0.157 1.9% 14% False False 1,591
120 9.912 7.970 1.942 23.6% 0.156 1.9% 14% False False 1,444
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 0.030
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 8.883
2.618 8.664
1.618 8.530
1.000 8.447
0.618 8.396
HIGH 8.313
0.618 8.262
0.500 8.246
0.382 8.230
LOW 8.179
0.618 8.096
1.000 8.045
1.618 7.962
2.618 7.828
4.250 7.610
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 8.246 8.211
PP 8.246 8.176
S1 8.246 8.142

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

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