NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 8.155 8.204 0.049 0.6% 8.410
High 8.225 8.430 0.205 2.5% 8.650
Low 8.054 8.204 0.150 1.9% 8.010
Close 8.206 8.424 0.218 2.7% 8.042
Range 0.171 0.226 0.055 32.2% 0.640
ATR 0.215 0.216 0.001 0.4% 0.000
Volume 6,671 10,857 4,186 62.7% 19,421
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.031 8.953 8.548
R3 8.805 8.727 8.486
R2 8.579 8.579 8.465
R1 8.501 8.501 8.445 8.540
PP 8.353 8.353 8.353 8.372
S1 8.275 8.275 8.403 8.314
S2 8.127 8.127 8.383
S3 7.901 8.049 8.362
S4 7.675 7.823 8.300
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 8.430 7.930 0.500 5.9% 0.190 2.3% 99% True False 5,769
10 8.650 7.930 0.720 8.5% 0.214 2.5% 69% False False 4,728
20 8.676 7.930 0.746 8.9% 0.209 2.5% 66% False False 3,876
40 9.830 7.930 1.900 22.6% 0.208 2.5% 26% False False 3,525
60 9.912 7.930 1.982 23.5% 0.182 2.2% 25% False False 2,741
80 9.912 7.930 1.982 23.5% 0.172 2.0% 25% False False 2,266
100 9.912 7.930 1.982 23.5% 0.169 2.0% 25% False False 2,002
120 9.912 7.930 1.982 23.5% 0.160 1.9% 25% False False 1,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.391
2.618 9.022
1.618 8.796
1.000 8.656
0.618 8.570
HIGH 8.430
0.618 8.344
0.500 8.317
0.382 8.290
LOW 8.204
0.618 8.064
1.000 7.978
1.618 7.838
2.618 7.612
4.250 7.244
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 8.388 8.356
PP 8.353 8.288
S1 8.317 8.220

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

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