NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 7.675 7.520 -0.155 -2.0% 8.125
High 7.707 7.590 -0.117 -1.5% 8.238
Low 7.445 7.458 0.013 0.2% 7.600
Close 7.486 7.510 0.024 0.3% 7.629
Range 0.262 0.132 -0.130 -49.6% 0.638
ATR 0.242 0.234 -0.008 -3.2% 0.000
Volume 7,020 4,470 -2,550 -36.3% 32,083
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 7.915 7.845 7.583
R3 7.783 7.713 7.546
R2 7.651 7.651 7.534
R1 7.581 7.581 7.522 7.550
PP 7.519 7.519 7.519 7.504
S1 7.449 7.449 7.498 7.418
S2 7.387 7.387 7.486
S3 7.255 7.317 7.474
S4 7.123 7.185 7.437
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 7.780 7.395 0.385 5.1% 0.181 2.4% 30% False False 4,787
10 8.589 7.395 1.194 15.9% 0.210 2.8% 10% False False 5,925
20 8.800 7.395 1.405 18.7% 0.226 3.0% 8% False False 5,997
40 8.800 7.395 1.405 18.7% 0.223 3.0% 8% False False 4,528
60 9.830 7.395 2.435 32.4% 0.207 2.8% 5% False False 4,011
80 9.912 7.395 2.517 33.5% 0.189 2.5% 5% False False 3,243
100 9.912 7.395 2.517 33.5% 0.181 2.4% 5% False False 2,751
120 9.912 7.395 2.517 33.5% 0.174 2.3% 5% False False 2,453
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.151
2.618 7.936
1.618 7.804
1.000 7.722
0.618 7.672
HIGH 7.590
0.618 7.540
0.500 7.524
0.382 7.508
LOW 7.458
0.618 7.376
1.000 7.326
1.618 7.244
2.618 7.112
4.250 6.897
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 7.524 7.576
PP 7.519 7.554
S1 7.515 7.532

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

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