NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 8.410 8.585 0.175 2.1% 8.310
High 8.580 8.650 0.070 0.8% 8.400
Low 8.410 8.268 -0.142 -1.7% 7.970
Close 8.544 8.294 -0.250 -2.9% 8.356
Range 0.170 0.382 0.212 124.7% 0.430
ATR 0.213 0.225 0.012 5.7% 0.000
Volume 1,907 4,019 2,112 110.7% 16,634
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 9.550 9.304 8.504
R3 9.168 8.922 8.399
R2 8.786 8.786 8.364
R1 8.540 8.540 8.329 8.472
PP 8.404 8.404 8.404 8.370
S1 8.158 8.158 8.259 8.090
S2 8.022 8.022 8.224
S3 7.640 7.776 8.189
S4 7.258 7.394 8.084
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 8.650 7.970 0.680 8.2% 0.223 2.7% 48% True False 3,338
10 8.676 7.970 0.706 8.5% 0.222 2.7% 46% False False 3,282
20 8.676 7.970 0.706 8.5% 0.210 2.5% 46% False False 2,767
40 9.830 7.970 1.860 22.4% 0.194 2.3% 17% False False 2,842
60 9.912 7.970 1.942 23.4% 0.172 2.1% 17% False False 2,210
80 9.912 7.970 1.942 23.4% 0.167 2.0% 17% False False 1,907
100 9.912 7.970 1.942 23.4% 0.161 1.9% 17% False False 1,672
120 9.912 7.970 1.942 23.4% 0.158 1.9% 17% False False 1,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 10.274
2.618 9.650
1.618 9.268
1.000 9.032
0.618 8.886
HIGH 8.650
0.618 8.504
0.500 8.459
0.382 8.414
LOW 8.268
0.618 8.032
1.000 7.886
1.618 7.650
2.618 7.268
4.250 6.645
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 8.459 8.445
PP 8.404 8.395
S1 8.349 8.344

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

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