NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 7.880 7.710 -0.170 -2.2% 8.640
High 7.880 7.786 -0.094 -1.2% 8.800
Low 7.659 7.672 0.013 0.2% 8.220
Close 7.680 7.735 0.055 0.7% 8.463
Range 0.221 0.114 -0.107 -48.4% 0.580
ATR 0.262 0.251 -0.011 -4.0% 0.000
Volume 5,410 5,064 -346 -6.4% 31,945
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.073 8.018 7.798
R3 7.959 7.904 7.766
R2 7.845 7.845 7.756
R1 7.790 7.790 7.745 7.818
PP 7.731 7.731 7.731 7.745
S1 7.676 7.676 7.725 7.704
S2 7.617 7.617 7.714
S3 7.503 7.562 7.704
S4 7.389 7.448 7.672
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 8.589 7.659 0.930 12.0% 0.239 3.1% 8% False False 7,062
10 8.800 7.659 1.141 14.8% 0.266 3.4% 7% False False 6,716
20 8.800 7.659 1.141 14.8% 0.240 3.1% 7% False False 5,722
40 8.800 7.659 1.141 14.8% 0.218 2.8% 7% False False 4,282
60 9.838 7.659 2.179 28.2% 0.204 2.6% 3% False False 3,691
80 9.912 7.659 2.253 29.1% 0.186 2.4% 3% False False 3,010
100 9.912 7.659 2.253 29.1% 0.180 2.3% 3% False False 2,596
120 9.912 7.659 2.253 29.1% 0.171 2.2% 3% False False 2,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 8.271
2.618 8.084
1.618 7.970
1.000 7.900
0.618 7.856
HIGH 7.786
0.618 7.742
0.500 7.729
0.382 7.716
LOW 7.672
0.618 7.602
1.000 7.558
1.618 7.488
2.618 7.374
4.250 7.188
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 7.733 7.790
PP 7.731 7.771
S1 7.729 7.753

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

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