NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 7.500 7.503 0.003 0.0% 8.125
High 7.551 7.677 0.126 1.7% 8.238
Low 7.395 7.503 0.108 1.5% 7.600
Close 7.520 7.581 0.061 0.8% 7.629
Range 0.156 0.174 0.018 11.5% 0.638
ATR 0.245 0.240 -0.005 -2.1% 0.000
Volume 2,900 5,208 2,308 79.6% 32,083
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.109 8.019 7.677
R3 7.935 7.845 7.629
R2 7.761 7.761 7.613
R1 7.671 7.671 7.597 7.716
PP 7.587 7.587 7.587 7.610
S1 7.497 7.497 7.565 7.542
S2 7.413 7.413 7.549
S3 7.239 7.323 7.533
S4 7.065 7.149 7.485
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 7.880 7.395 0.485 6.4% 0.169 2.2% 38% False False 4,584
10 8.800 7.395 1.405 18.5% 0.243 3.2% 13% False False 5,882
20 8.800 7.395 1.405 18.5% 0.230 3.0% 13% False False 5,844
40 8.800 7.395 1.405 18.5% 0.220 2.9% 13% False False 4,306
60 9.830 7.395 2.435 32.1% 0.206 2.7% 8% False False 3,843
80 9.912 7.395 2.517 33.2% 0.186 2.5% 7% False False 3,119
100 9.912 7.395 2.517 33.2% 0.180 2.4% 7% False False 2,694
120 9.912 7.395 2.517 33.2% 0.172 2.3% 7% False False 2,367
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.417
2.618 8.133
1.618 7.959
1.000 7.851
0.618 7.785
HIGH 7.677
0.618 7.611
0.500 7.590
0.382 7.569
LOW 7.503
0.618 7.395
1.000 7.329
1.618 7.221
2.618 7.047
4.250 6.764
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 7.590 7.588
PP 7.587 7.585
S1 7.584 7.583

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

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