NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 8.450 8.640 0.190 2.2% 8.000
High 8.600 8.783 0.183 2.1% 8.600
Low 8.300 8.533 0.233 2.8% 7.930
Close 8.554 8.588 0.034 0.4% 8.554
Range 0.300 0.250 -0.050 -16.7% 0.670
ATR 0.222 0.224 0.002 0.9% 0.000
Volume 7,471 6,187 -1,284 -17.2% 31,265
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.385 9.236 8.726
R3 9.135 8.986 8.657
R2 8.885 8.885 8.634
R1 8.736 8.736 8.611 8.686
PP 8.635 8.635 8.635 8.609
S1 8.486 8.486 8.565 8.436
S2 8.385 8.385 8.542
S3 8.135 8.236 8.519
S4 7.885 7.986 8.451
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 8.783 8.010 0.773 9.0% 0.219 2.6% 75% True False 7,003
10 8.783 7.930 0.853 9.9% 0.236 2.7% 77% True False 5,496
20 8.783 7.930 0.853 9.9% 0.219 2.5% 77% True False 4,298
40 9.620 7.930 1.690 19.7% 0.214 2.5% 39% False False 3,809
60 9.838 7.930 1.908 22.2% 0.184 2.1% 34% False False 2,947
80 9.912 7.930 1.982 23.1% 0.175 2.0% 33% False False 2,424
100 9.912 7.930 1.982 23.1% 0.170 2.0% 33% False False 2,132
120 9.912 7.930 1.982 23.1% 0.162 1.9% 33% False False 1,867
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 False
Bull Hook False
Stretch 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.846
2.618 9.438
1.618 9.188
1.000 9.033
0.618 8.938
HIGH 8.783
0.618 8.688
0.500 8.658
0.382 8.629
LOW 8.533
0.618 8.379
1.000 8.283
1.618 8.129
2.618 7.879
4.250 7.471
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 8.658 8.557
PP 8.635 8.525
S1 8.611 8.494

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

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