NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 8.100 8.155 0.055 0.7% 8.410
High 8.160 8.225 0.065 0.8% 8.650
Low 8.010 8.054 0.044 0.5% 8.010
Close 8.110 8.206 0.096 1.2% 8.042
Range 0.150 0.171 0.021 14.0% 0.640
ATR 0.218 0.215 -0.003 -1.5% 0.000
Volume 3,832 6,671 2,839 74.1% 19,421
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.675 8.611 8.300
R3 8.504 8.440 8.253
R2 8.333 8.333 8.237
R1 8.269 8.269 8.222 8.301
PP 8.162 8.162 8.162 8.178
S1 8.098 8.098 8.190 8.130
S2 7.991 7.991 8.175
S3 7.820 7.927 8.159
S4 7.649 7.756 8.112
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 8.423 7.930 0.493 6.0% 0.206 2.5% 56% False False 4,189
10 8.650 7.930 0.720 8.8% 0.204 2.5% 38% False False 3,932
20 8.676 7.930 0.746 9.1% 0.209 2.5% 37% False False 3,482
40 9.830 7.930 1.900 23.2% 0.206 2.5% 15% False False 3,316
60 9.912 7.930 1.982 24.2% 0.180 2.2% 14% False False 2,572
80 9.912 7.930 1.982 24.2% 0.171 2.1% 14% False False 2,137
100 9.912 7.930 1.982 24.2% 0.167 2.0% 14% False False 1,897
120 9.912 7.930 1.982 24.2% 0.160 2.0% 14% False False 1,674
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.952
2.618 8.673
1.618 8.502
1.000 8.396
0.618 8.331
HIGH 8.225
0.618 8.160
0.500 8.140
0.382 8.119
LOW 8.054
0.618 7.948
1.000 7.883
1.618 7.777
2.618 7.606
4.250 7.327
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 8.184 8.163
PP 8.162 8.120
S1 8.140 8.078

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

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