NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 8.494 8.310 -0.184 -2.2% 8.640
High 8.590 8.589 -0.001 0.0% 8.800
Low 8.220 8.310 0.090 1.1% 8.220
Close 8.405 8.463 0.058 0.7% 8.463
Range 0.370 0.279 -0.091 -24.6% 0.580
ATR 0.241 0.244 0.003 1.1% 0.000
Volume 6,906 7,569 663 9.6% 31,945
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.291 9.156 8.616
R3 9.012 8.877 8.540
R2 8.733 8.733 8.514
R1 8.598 8.598 8.489 8.666
PP 8.454 8.454 8.454 8.488
S1 8.319 8.319 8.437 8.387
S2 8.175 8.175 8.412
S3 7.896 8.040 8.386
S4 7.617 7.761 8.310
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 10.234 9.929 8.782
R3 9.654 9.349 8.623
R2 9.074 9.074 8.569
R1 8.769 8.769 8.516 8.632
PP 8.494 8.494 8.494 8.426
S1 8.189 8.189 8.410 8.052
S2 7.914 7.914 8.357
S3 7.334 7.609 8.304
S4 6.754 7.029 8.144
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% 0.289 3.4% 42% False False 6,389
10 8.800 7.930 0.870 10.3% 0.246 2.9% 61% False False 6,321
20 8.800 7.930 0.870 10.3% 0.232 2.7% 61% False False 4,963
40 8.967 7.930 1.037 12.3% 0.219 2.6% 51% False False 4,116
60 9.838 7.930 1.908 22.5% 0.198 2.3% 28% False False 3,313
80 9.912 7.930 1.982 23.4% 0.182 2.1% 27% False False 2,708
100 9.912 7.930 1.982 23.4% 0.176 2.1% 27% False False 2,354
120 9.912 7.930 1.982 23.4% 0.167 2.0% 27% False False 2,067
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.775
2.618 9.319
1.618 9.040
1.000 8.868
0.618 8.761
HIGH 8.589
0.618 8.482
0.500 8.450
0.382 8.417
LOW 8.310
0.618 8.138
1.000 8.031
1.618 7.859
2.618 7.580
4.250 7.124
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 8.459 8.510
PP 8.454 8.494
S1 8.450 8.479

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

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