NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 7.380 7.380 0.000 0.0% 7.500
High 7.380 7.504 0.124 1.7% 7.707
Low 7.310 7.250 -0.060 -0.8% 7.350
Close 7.350 7.463 0.113 1.5% 7.381
Range 0.070 0.254 0.184 262.9% 0.357
ATR 0.225 0.227 0.002 0.9% 0.000
Volume 4,127 3,402 -725 -17.6% 23,725
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.168 8.069 7.603
R3 7.914 7.815 7.533
R2 7.660 7.660 7.510
R1 7.561 7.561 7.486 7.611
PP 7.406 7.406 7.406 7.430
S1 7.307 7.307 7.440 7.357
S2 7.152 7.152 7.416
S3 6.898 7.053 7.393
S4 6.644 6.799 7.323
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 7.250 0.457 6.1% 0.198 2.7% 47% False True 4,629
10 7.880 7.250 0.630 8.4% 0.184 2.5% 34% False True 4,606
20 8.800 7.250 1.550 20.8% 0.228 3.1% 14% False True 6,014
40 8.800 7.250 1.550 20.8% 0.221 3.0% 14% False True 4,665
60 9.830 7.250 2.580 34.6% 0.212 2.8% 8% False True 4,121
80 9.912 7.250 2.662 35.7% 0.191 2.6% 8% False True 3,355
100 9.912 7.250 2.662 35.7% 0.182 2.4% 8% False True 2,850
120 9.912 7.250 2.662 35.7% 0.176 2.4% 8% False True 2,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.584
2.618 8.169
1.618 7.915
1.000 7.758
0.618 7.661
HIGH 7.504
0.618 7.407
0.500 7.377
0.382 7.347
LOW 7.250
0.618 7.093
1.000 6.996
1.618 6.839
2.618 6.585
4.250 6.171
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 7.434 7.454
PP 7.406 7.445
S1 7.377 7.437

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

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