NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 7.750 7.500 -0.250 -3.2% 8.125
High 7.780 7.551 -0.229 -2.9% 8.238
Low 7.600 7.395 -0.205 -2.7% 7.600
Close 7.629 7.520 -0.109 -1.4% 7.629
Range 0.180 0.156 -0.024 -13.3% 0.638
ATR 0.246 0.245 -0.001 -0.3% 0.000
Volume 4,339 2,900 -1,439 -33.2% 32,083
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 7.957 7.894 7.606
R3 7.801 7.738 7.563
R2 7.645 7.645 7.549
R1 7.582 7.582 7.534 7.614
PP 7.489 7.489 7.489 7.504
S1 7.426 7.426 7.506 7.458
S2 7.333 7.333 7.491
S3 7.177 7.270 7.477
S4 7.021 7.114 7.434
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 7.920 7.395 0.525 7.0% 0.176 2.3% 24% False True 5,565
10 8.800 7.395 1.405 18.7% 0.245 3.3% 9% False True 6,074
20 8.800 7.395 1.405 18.7% 0.240 3.2% 9% False True 5,785
40 8.800 7.395 1.405 18.7% 0.218 2.9% 9% False True 4,213
60 9.830 7.395 2.435 32.4% 0.205 2.7% 5% False True 3,774
80 9.912 7.395 2.517 33.5% 0.185 2.5% 5% False True 3,062
100 9.912 7.395 2.517 33.5% 0.180 2.4% 5% False True 2,652
120 9.912 7.395 2.517 33.5% 0.172 2.3% 5% False True 2,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.214
2.618 7.959
1.618 7.803
1.000 7.707
0.618 7.647
HIGH 7.551
0.618 7.491
0.500 7.473
0.382 7.455
LOW 7.395
0.618 7.299
1.000 7.239
1.618 7.143
2.618 6.987
4.250 6.732
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 7.504 7.591
PP 7.489 7.567
S1 7.473 7.544

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

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