NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 8.250 8.240 -0.010 -0.1% 8.310
High 8.313 8.400 0.087 1.0% 8.400
Low 8.179 8.240 0.061 0.7% 7.970
Close 8.246 8.356 0.110 1.3% 8.356
Range 0.134 0.160 0.026 19.4% 0.430
ATR 0.216 0.212 -0.004 -1.9% 0.000
Volume 2,899 4,072 1,173 40.5% 16,634
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 8.812 8.744 8.444
R3 8.652 8.584 8.400
R2 8.492 8.492 8.385
R1 8.424 8.424 8.371 8.458
PP 8.332 8.332 8.332 8.349
S1 8.264 8.264 8.341 8.298
S2 8.172 8.172 8.327
S3 8.012 8.104 8.312
S4 7.852 7.944 8.268
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.532 9.374 8.593
R3 9.102 8.944 8.474
R2 8.672 8.672 8.435
R1 8.514 8.514 8.395 8.593
PP 8.242 8.242 8.242 8.282
S1 8.084 8.084 8.317 8.163
S2 7.812 7.812 8.277
S3 7.382 7.654 8.238
S4 6.952 7.224 8.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.400 7.970 0.430 5.1% 0.183 2.2% 90% True False 3,326
10 8.676 7.970 0.706 8.4% 0.201 2.4% 55% False False 3,042
20 8.676 7.970 0.706 8.4% 0.197 2.4% 55% False False 2,613
40 9.838 7.970 1.868 22.4% 0.188 2.2% 21% False False 2,736
60 9.912 7.970 1.942 23.2% 0.167 2.0% 20% False False 2,155
80 9.912 7.970 1.942 23.2% 0.165 2.0% 20% False False 1,858
100 9.912 7.970 1.942 23.2% 0.158 1.9% 20% False False 1,627
120 9.912 7.970 1.942 23.2% 0.156 1.9% 20% False False 1,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.080
2.618 8.819
1.618 8.659
1.000 8.560
0.618 8.499
HIGH 8.400
0.618 8.339
0.500 8.320
0.382 8.301
LOW 8.240
0.618 8.141
1.000 8.080
1.618 7.981
2.618 7.821
4.250 7.560
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 8.344 8.299
PP 8.332 8.242
S1 8.320 8.185

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

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