NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 7.520 7.600 0.080 1.1% 7.500
High 7.590 7.623 0.033 0.4% 7.707
Low 7.458 7.350 -0.108 -1.4% 7.350
Close 7.510 7.381 -0.129 -1.7% 7.381
Range 0.132 0.273 0.141 106.8% 0.357
ATR 0.234 0.237 0.003 1.2% 0.000
Volume 4,470 4,127 -343 -7.7% 23,725
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.270 8.099 7.531
R3 7.997 7.826 7.456
R2 7.724 7.724 7.431
R1 7.553 7.553 7.406 7.502
PP 7.451 7.451 7.451 7.426
S1 7.280 7.280 7.356 7.229
S2 7.178 7.178 7.331
S3 6.905 7.007 7.306
S4 6.632 6.734 7.231
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8.550 8.323 7.577
R3 8.193 7.966 7.479
R2 7.836 7.836 7.446
R1 7.609 7.609 7.414 7.544
PP 7.479 7.479 7.479 7.447
S1 7.252 7.252 7.348 7.187
S2 7.122 7.122 7.316
S3 6.765 6.895 7.283
S4 6.408 6.538 7.185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.707 7.350 0.357 4.8% 0.199 2.7% 9% False True 4,745
10 8.238 7.350 0.888 12.0% 0.210 2.8% 3% False True 5,580
20 8.800 7.350 1.450 19.6% 0.228 3.1% 2% False True 5,950
40 8.800 7.350 1.450 19.6% 0.223 3.0% 2% False True 4,596
60 9.830 7.350 2.480 33.6% 0.210 2.9% 1% False True 4,052
80 9.912 7.350 2.562 34.7% 0.191 2.6% 1% False True 3,276
100 9.912 7.350 2.562 34.7% 0.182 2.5% 1% False True 2,786
120 9.912 7.350 2.562 34.7% 0.175 2.4% 1% False True 2,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.783
2.618 8.338
1.618 8.065
1.000 7.896
0.618 7.792
HIGH 7.623
0.618 7.519
0.500 7.487
0.382 7.454
LOW 7.350
0.618 7.181
1.000 7.077
1.618 6.908
2.618 6.635
4.250 6.190
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 7.487 7.529
PP 7.451 7.479
S1 7.416 7.430

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

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