NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 8.240 8.410 0.170 2.1% 8.310
High 8.400 8.580 0.180 2.1% 8.400
Low 8.240 8.410 0.170 2.1% 7.970
Close 8.356 8.544 0.188 2.2% 8.356
Range 0.160 0.170 0.010 6.3% 0.430
ATR 0.212 0.213 0.001 0.4% 0.000
Volume 4,072 1,907 -2,165 -53.2% 16,634
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.021 8.953 8.638
R3 8.851 8.783 8.591
R2 8.681 8.681 8.575
R1 8.613 8.613 8.560 8.647
PP 8.511 8.511 8.511 8.529
S1 8.443 8.443 8.528 8.477
S2 8.341 8.341 8.513
S3 8.171 8.273 8.497
S4 8.001 8.103 8.451
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 8.580 7.970 0.610 7.1% 0.178 2.1% 94% True False 3,268
10 8.676 7.970 0.706 8.3% 0.202 2.4% 81% False False 3,101
20 8.676 7.970 0.706 8.3% 0.195 2.3% 81% False False 2,641
40 9.830 7.970 1.860 21.8% 0.187 2.2% 31% False False 2,768
60 9.912 7.970 1.942 22.7% 0.166 1.9% 30% False False 2,155
80 9.912 7.970 1.942 22.7% 0.164 1.9% 30% False False 1,869
100 9.912 7.970 1.942 22.7% 0.158 1.9% 30% False False 1,640
120 9.912 7.970 1.942 22.7% 0.156 1.8% 30% False False 1,473
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 3 trading days
Fibonacci Retracements and Extensions
4.250 9.303
2.618 9.025
1.618 8.855
1.000 8.750
0.618 8.685
HIGH 8.580
0.618 8.515
0.500 8.495
0.382 8.475
LOW 8.410
0.618 8.305
1.000 8.240
1.618 8.135
2.618 7.965
4.250 7.688
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 8.528 8.489
PP 8.511 8.434
S1 8.495 8.380

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

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