NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 7.920 7.880 -0.040 -0.5% 8.640
High 7.920 7.880 -0.040 -0.5% 8.800
Low 7.712 7.659 -0.053 -0.7% 8.220
Close 7.823 7.680 -0.143 -1.8% 8.463
Range 0.208 0.221 0.013 6.3% 0.580
ATR 0.265 0.262 -0.003 -1.2% 0.000
Volume 10,114 5,410 -4,704 -46.5% 31,945
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.403 8.262 7.802
R3 8.182 8.041 7.741
R2 7.961 7.961 7.721
R1 7.820 7.820 7.700 7.780
PP 7.740 7.740 7.740 7.720
S1 7.599 7.599 7.660 7.559
S2 7.519 7.519 7.639
S3 7.298 7.378 7.619
S4 7.077 7.157 7.558
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 8.590 7.659 0.931 12.1% 0.291 3.8% 2% False True 7,431
10 8.800 7.659 1.141 14.9% 0.278 3.6% 2% False True 7,295
20 8.800 7.659 1.141 14.9% 0.241 3.1% 2% False True 5,614
40 8.800 7.659 1.141 14.9% 0.226 2.9% 2% False True 4,206
60 9.838 7.659 2.179 28.4% 0.204 2.7% 1% False True 3,632
80 9.912 7.659 2.253 29.3% 0.186 2.4% 1% False True 2,959
100 9.912 7.659 2.253 29.3% 0.180 2.4% 1% False True 2,552
120 9.912 7.659 2.253 29.3% 0.171 2.2% 1% False True 2,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.819
2.618 8.459
1.618 8.238
1.000 8.101
0.618 8.017
HIGH 7.880
0.618 7.796
0.500 7.770
0.382 7.743
LOW 7.659
0.618 7.522
1.000 7.438
1.618 7.301
2.618 7.080
4.250 6.720
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 7.770 7.949
PP 7.740 7.859
S1 7.710 7.770

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

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