NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 8.296 8.405 0.109 1.3% 8.310
High 8.454 8.423 -0.031 -0.4% 8.400
Low 8.287 8.114 -0.173 -2.1% 7.970
Close 8.369 8.133 -0.236 -2.8% 8.356
Range 0.167 0.309 0.142 85.0% 0.430
ATR 0.221 0.227 0.006 2.8% 0.000
Volume 5,486 2,954 -2,532 -46.2% 16,634
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.150 8.951 8.303
R3 8.841 8.642 8.218
R2 8.532 8.532 8.190
R1 8.333 8.333 8.161 8.278
PP 8.223 8.223 8.223 8.196
S1 8.024 8.024 8.105 7.969
S2 7.914 7.914 8.076
S3 7.605 7.715 8.048
S4 7.296 7.406 7.963
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 8.114 0.536 6.6% 0.238 2.9% 4% False True 3,687
10 8.650 7.970 0.680 8.4% 0.217 2.7% 24% False False 3,493
20 8.676 7.970 0.706 8.7% 0.220 2.7% 23% False False 3,060
40 9.830 7.970 1.860 22.9% 0.198 2.4% 9% False False 3,018
60 9.912 7.970 1.942 23.9% 0.176 2.2% 8% False False 2,325
80 9.912 7.970 1.942 23.9% 0.170 2.1% 8% False False 1,940
100 9.912 7.970 1.942 23.9% 0.164 2.0% 8% False False 1,744
120 9.912 7.970 1.942 23.9% 0.159 2.0% 8% False False 1,544
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.736
2.618 9.232
1.618 8.923
1.000 8.732
0.618 8.614
HIGH 8.423
0.618 8.305
0.500 8.269
0.382 8.232
LOW 8.114
0.618 7.923
1.000 7.805
1.618 7.614
2.618 7.305
4.250 6.801
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 8.269 8.382
PP 8.223 8.299
S1 8.178 8.216

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

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