NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 8.000 8.100 0.100 1.3% 8.410
High 8.100 8.160 0.060 0.7% 8.650
Low 7.930 8.010 0.080 1.0% 8.010
Close 8.058 8.110 0.052 0.6% 8.042
Range 0.170 0.150 -0.020 -11.8% 0.640
ATR 0.223 0.218 -0.005 -2.3% 0.000
Volume 2,434 3,832 1,398 57.4% 19,421
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.543 8.477 8.193
R3 8.393 8.327 8.151
R2 8.243 8.243 8.138
R1 8.177 8.177 8.124 8.210
PP 8.093 8.093 8.093 8.110
S1 8.027 8.027 8.096 8.060
S2 7.943 7.943 8.083
S3 7.793 7.877 8.069
S4 7.643 7.727 8.028
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 8.454 7.930 0.524 6.5% 0.205 2.5% 34% False False 3,952
10 8.650 7.930 0.720 8.9% 0.214 2.6% 25% False False 3,645
20 8.676 7.930 0.746 9.2% 0.214 2.6% 24% False False 3,317
40 9.830 7.930 1.900 23.4% 0.204 2.5% 9% False False 3,174
60 9.912 7.930 1.982 24.4% 0.179 2.2% 9% False False 2,469
80 9.912 7.930 1.982 24.4% 0.170 2.1% 9% False False 2,059
100 9.912 7.930 1.982 24.4% 0.166 2.0% 9% False False 1,832
120 9.912 7.930 1.982 24.4% 0.160 2.0% 9% False False 1,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8.798
2.618 8.553
1.618 8.403
1.000 8.310
0.618 8.253
HIGH 8.160
0.618 8.103
0.500 8.085
0.382 8.067
LOW 8.010
0.618 7.917
1.000 7.860
1.618 7.767
2.618 7.617
4.250 7.373
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 8.102 8.102
PP 8.093 8.094
S1 8.085 8.086

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

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