NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 8.700 8.494 -0.206 -2.4% 8.000
High 8.800 8.590 -0.210 -2.4% 8.600
Low 8.448 8.220 -0.228 -2.7% 7.930
Close 8.537 8.405 -0.132 -1.5% 8.554
Range 0.352 0.370 0.018 5.1% 0.670
ATR 0.231 0.241 0.010 4.3% 0.000
Volume 4,162 6,906 2,744 65.9% 31,265
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.515 9.330 8.609
R3 9.145 8.960 8.507
R2 8.775 8.775 8.473
R1 8.590 8.590 8.439 8.498
PP 8.405 8.405 8.405 8.359
S1 8.220 8.220 8.371 8.128
S2 8.035 8.035 8.337
S3 7.665 7.850 8.303
S4 7.295 7.480 8.202
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 8.220 0.580 6.9% 0.293 3.5% 32% False True 6,369
10 8.800 7.930 0.870 10.4% 0.242 2.9% 55% False False 6,069
20 8.800 7.930 0.870 10.4% 0.229 2.7% 55% False False 4,781
40 9.225 7.930 1.295 15.4% 0.220 2.6% 37% False False 4,060
60 9.838 7.930 1.908 22.7% 0.195 2.3% 25% False False 3,208
80 9.912 7.930 1.982 23.6% 0.180 2.1% 24% False False 2,624
100 9.912 7.930 1.982 23.6% 0.175 2.1% 24% False False 2,290
120 9.912 7.930 1.982 23.6% 0.166 2.0% 24% False False 2,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.083
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 10.163
2.618 9.559
1.618 9.189
1.000 8.960
0.618 8.819
HIGH 8.590
0.618 8.449
0.500 8.405
0.382 8.361
LOW 8.220
0.618 7.991
1.000 7.850
1.618 7.621
2.618 7.251
4.250 6.648
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 8.405 8.510
PP 8.405 8.475
S1 8.405 8.440

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

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