NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 7.710 7.750 0.040 0.5% 8.125
High 7.786 7.780 -0.006 -0.1% 8.238
Low 7.672 7.600 -0.072 -0.9% 7.600
Close 7.735 7.629 -0.106 -1.4% 7.629
Range 0.114 0.180 0.066 57.9% 0.638
ATR 0.251 0.246 -0.005 -2.0% 0.000
Volume 5,064 4,339 -725 -14.3% 32,083
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.210 8.099 7.728
R3 8.030 7.919 7.679
R2 7.850 7.850 7.662
R1 7.739 7.739 7.646 7.705
PP 7.670 7.670 7.670 7.652
S1 7.559 7.559 7.613 7.525
S2 7.490 7.490 7.596
S3 7.310 7.379 7.580
S4 7.130 7.199 7.530
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 9.736 9.321 7.980
R3 9.098 8.683 7.804
R2 8.460 8.460 7.746
R1 8.045 8.045 7.687 7.934
PP 7.822 7.822 7.822 7.767
S1 7.407 7.407 7.571 7.296
S2 7.184 7.184 7.512
S3 6.546 6.769 7.454
S4 5.908 6.131 7.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.238 7.600 0.638 8.4% 0.220 2.9% 5% False True 6,416
10 8.800 7.600 1.200 15.7% 0.254 3.3% 2% False True 6,402
20 8.800 7.600 1.200 15.7% 0.241 3.2% 2% False True 5,735
40 8.800 7.600 1.200 15.7% 0.219 2.9% 2% False True 4,174
60 9.838 7.600 2.238 29.3% 0.206 2.7% 1% False True 3,736
80 9.912 7.600 2.312 30.3% 0.185 2.4% 1% False True 3,050
100 9.912 7.600 2.312 30.3% 0.180 2.4% 1% False True 2,633
120 9.912 7.600 2.312 30.3% 0.171 2.2% 1% False True 2,311
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.545
2.618 8.251
1.618 8.071
1.000 7.960
0.618 7.891
HIGH 7.780
0.618 7.711
0.500 7.690
0.382 7.669
LOW 7.600
0.618 7.489
1.000 7.420
1.618 7.309
2.618 7.129
4.250 6.835
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 7.690 7.740
PP 7.670 7.703
S1 7.649 7.666

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

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