NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 8.204 8.450 0.246 3.0% 8.000
High 8.430 8.600 0.170 2.0% 8.600
Low 8.204 8.300 0.096 1.2% 7.930
Close 8.424 8.554 0.130 1.5% 8.554
Range 0.226 0.300 0.074 32.7% 0.670
ATR 0.216 0.222 0.006 2.8% 0.000
Volume 10,857 7,471 -3,386 -31.2% 31,265
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.385 9.269 8.719
R3 9.085 8.969 8.637
R2 8.785 8.785 8.609
R1 8.669 8.669 8.582 8.727
PP 8.485 8.485 8.485 8.514
S1 8.369 8.369 8.527 8.427
S2 8.185 8.185 8.499
S3 7.885 8.069 8.472
S4 7.585 7.769 8.389
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.371 10.133 8.923
R3 9.701 9.463 8.738
R2 9.031 9.031 8.677
R1 8.793 8.793 8.615 8.912
PP 8.361 8.361 8.361 8.421
S1 8.123 8.123 8.493 8.242
S2 7.691 7.691 8.431
S3 7.021 7.453 8.370
S4 6.351 6.783 8.186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.600 7.930 0.670 7.8% 0.203 2.4% 93% True False 6,253
10 8.650 7.930 0.720 8.4% 0.228 2.7% 87% False False 5,068
20 8.676 7.930 0.746 8.7% 0.215 2.5% 84% False False 4,055
40 9.740 7.930 1.810 21.2% 0.211 2.5% 34% False False 3,677
60 9.912 7.930 1.982 23.2% 0.184 2.1% 31% False False 2,860
80 9.912 7.930 1.982 23.2% 0.173 2.0% 31% False False 2,354
100 9.912 7.930 1.982 23.2% 0.169 2.0% 31% False False 2,075
120 9.912 7.930 1.982 23.2% 0.161 1.9% 31% False False 1,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.875
2.618 9.385
1.618 9.085
1.000 8.900
0.618 8.785
HIGH 8.600
0.618 8.485
0.500 8.450
0.382 8.415
LOW 8.300
0.618 8.115
1.000 8.000
1.618 7.815
2.618 7.515
4.250 7.025
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 8.519 8.478
PP 8.485 8.403
S1 8.450 8.327

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

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