NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 8.600 8.700 0.100 1.2% 8.000
High 8.705 8.800 0.095 1.1% 8.600
Low 8.510 8.448 -0.062 -0.7% 7.930
Close 8.650 8.537 -0.113 -1.3% 8.554
Range 0.195 0.352 0.157 80.5% 0.670
ATR 0.222 0.231 0.009 4.2% 0.000
Volume 7,121 4,162 -2,959 -41.6% 31,265
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.651 9.446 8.731
R3 9.299 9.094 8.634
R2 8.947 8.947 8.602
R1 8.742 8.742 8.569 8.669
PP 8.595 8.595 8.595 8.558
S1 8.390 8.390 8.505 8.317
S2 8.243 8.243 8.472
S3 7.891 8.038 8.440
S4 7.539 7.686 8.343
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 8.800 8.204 0.596 7.0% 0.265 3.1% 56% True False 7,159
10 8.800 7.930 0.870 10.2% 0.235 2.8% 70% True False 5,674
20 8.800 7.930 0.870 10.2% 0.221 2.6% 70% True False 4,577
40 9.314 7.930 1.384 16.2% 0.216 2.5% 44% False False 3,974
60 9.838 7.930 1.908 22.3% 0.190 2.2% 32% False False 3,106
80 9.912 7.930 1.982 23.2% 0.176 2.1% 31% False False 2,554
100 9.912 7.930 1.982 23.2% 0.173 2.0% 31% False False 2,233
120 9.912 7.930 1.982 23.2% 0.165 1.9% 31% False False 1,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10.296
2.618 9.722
1.618 9.370
1.000 9.152
0.618 9.018
HIGH 8.800
0.618 8.666
0.500 8.624
0.382 8.582
LOW 8.448
0.618 8.230
1.000 8.096
1.618 7.878
2.618 7.526
4.250 6.952
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 8.624 8.624
PP 8.595 8.595
S1 8.566 8.566

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

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