NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 8.640 8.600 -0.040 -0.5% 8.000
High 8.783 8.705 -0.078 -0.9% 8.600
Low 8.533 8.510 -0.023 -0.3% 7.930
Close 8.588 8.650 0.062 0.7% 8.554
Range 0.250 0.195 -0.055 -22.0% 0.670
ATR 0.224 0.222 -0.002 -0.9% 0.000
Volume 6,187 7,121 934 15.1% 31,265
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.207 9.123 8.757
R3 9.012 8.928 8.704
R2 8.817 8.817 8.686
R1 8.733 8.733 8.668 8.775
PP 8.622 8.622 8.622 8.643
S1 8.538 8.538 8.632 8.580
S2 8.427 8.427 8.614
S3 8.232 8.343 8.596
S4 8.037 8.148 8.543
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 8.054 0.729 8.4% 0.228 2.6% 82% False False 7,661
10 8.783 7.930 0.853 9.9% 0.217 2.5% 84% False False 5,806
20 8.783 7.930 0.853 9.9% 0.219 2.5% 84% False False 4,544
40 9.518 7.930 1.588 18.4% 0.215 2.5% 45% False False 3,920
60 9.838 7.930 1.908 22.1% 0.185 2.1% 38% False False 3,044
80 9.912 7.930 1.982 22.9% 0.174 2.0% 36% False False 2,508
100 9.912 7.930 1.982 22.9% 0.171 2.0% 36% False False 2,195
120 9.912 7.930 1.982 22.9% 0.163 1.9% 36% False False 1,924
Crabel Price Patterns
NR True
NR4 True
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 0.067
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.534
2.618 9.216
1.618 9.021
1.000 8.900
0.618 8.826
HIGH 8.705
0.618 8.631
0.500 8.608
0.382 8.584
LOW 8.510
0.618 8.389
1.000 8.315
1.618 8.194
2.618 7.999
4.250 7.681
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 8.636 8.614
PP 8.622 8.578
S1 8.608 8.542

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

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