NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 8.405 8.150 -0.255 -3.0% 8.410
High 8.423 8.241 -0.182 -2.2% 8.650
Low 8.114 8.010 -0.104 -1.3% 8.010
Close 8.133 8.042 -0.091 -1.1% 8.042
Range 0.309 0.231 -0.078 -25.2% 0.640
ATR 0.227 0.227 0.000 0.1% 0.000
Volume 2,954 5,055 2,101 71.1% 19,421
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.791 8.647 8.169
R3 8.560 8.416 8.106
R2 8.329 8.329 8.084
R1 8.185 8.185 8.063 8.142
PP 8.098 8.098 8.098 8.076
S1 7.954 7.954 8.021 7.911
S2 7.867 7.867 8.000
S3 7.636 7.723 7.978
S4 7.405 7.492 7.915
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.154 9.738 8.394
R3 9.514 9.098 8.218
R2 8.874 8.874 8.159
R1 8.458 8.458 8.101 8.346
PP 8.234 8.234 8.234 8.178
S1 7.818 7.818 7.983 7.706
S2 7.594 7.594 7.925
S3 6.954 7.178 7.866
S4 6.314 6.538 7.690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.650 8.010 0.640 8.0% 0.252 3.1% 5% False True 3,884
10 8.650 7.970 0.680 8.5% 0.218 2.7% 11% False False 3,605
20 8.676 7.970 0.706 8.8% 0.218 2.7% 10% False False 3,241
40 9.830 7.970 1.860 23.1% 0.202 2.5% 4% False False 3,102
60 9.912 7.970 1.942 24.1% 0.179 2.2% 4% False False 2,385
80 9.912 7.970 1.942 24.1% 0.171 2.1% 4% False False 1,994
100 9.912 7.970 1.942 24.1% 0.165 2.0% 4% False False 1,781
120 9.912 7.970 1.942 24.1% 0.160 2.0% 4% False False 1,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.223
2.618 8.846
1.618 8.615
1.000 8.472
0.618 8.384
HIGH 8.241
0.618 8.153
0.500 8.126
0.382 8.098
LOW 8.010
0.618 7.867
1.000 7.779
1.618 7.636
2.618 7.405
4.250 7.028
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 8.126 8.232
PP 8.098 8.169
S1 8.070 8.105

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

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