NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 8.150 8.000 -0.150 -1.8% 8.410
High 8.241 8.100 -0.141 -1.7% 8.650
Low 8.010 7.930 -0.080 -1.0% 8.010
Close 8.042 8.058 0.016 0.2% 8.042
Range 0.231 0.170 -0.061 -26.4% 0.640
ATR 0.227 0.223 -0.004 -1.8% 0.000
Volume 5,055 2,434 -2,621 -51.8% 19,421
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.539 8.469 8.152
R3 8.369 8.299 8.105
R2 8.199 8.199 8.089
R1 8.129 8.129 8.074 8.164
PP 8.029 8.029 8.029 8.047
S1 7.959 7.959 8.042 7.994
S2 7.859 7.859 8.027
S3 7.689 7.789 8.011
S4 7.519 7.619 7.965
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 7.930 0.720 8.9% 0.252 3.1% 18% False True 3,989
10 8.650 7.930 0.720 8.9% 0.215 2.7% 18% False True 3,629
20 8.676 7.930 0.746 9.3% 0.217 2.7% 17% False True 3,242
40 9.830 7.930 1.900 23.6% 0.203 2.5% 7% False True 3,110
60 9.912 7.930 1.982 24.6% 0.178 2.2% 6% False True 2,415
80 9.912 7.930 1.982 24.6% 0.171 2.1% 6% False True 2,017
100 9.912 7.930 1.982 24.6% 0.165 2.0% 6% False True 1,800
120 9.912 7.930 1.982 24.6% 0.159 2.0% 6% False True 1,594
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 True
Bull Hook False
Stretch 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.823
2.618 8.545
1.618 8.375
1.000 8.270
0.618 8.205
HIGH 8.100
0.618 8.035
0.500 8.015
0.382 7.995
LOW 7.930
0.618 7.825
1.000 7.760
1.618 7.655
2.618 7.485
4.250 7.208
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 8.044 8.177
PP 8.029 8.137
S1 8.015 8.098

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

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