NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 7.380 7.490 0.110 1.5% 7.500
High 7.504 7.556 0.052 0.7% 7.707
Low 7.250 7.369 0.119 1.6% 7.350
Close 7.463 7.520 0.057 0.8% 7.381
Range 0.254 0.187 -0.067 -26.4% 0.357
ATR 0.227 0.224 -0.003 -1.3% 0.000
Volume 3,402 10,659 7,257 213.3% 23,725
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.043 7.968 7.623
R3 7.856 7.781 7.571
R2 7.669 7.669 7.554
R1 7.594 7.594 7.537 7.632
PP 7.482 7.482 7.482 7.500
S1 7.407 7.407 7.503 7.445
S2 7.295 7.295 7.486
S3 7.108 7.220 7.469
S4 6.921 7.033 7.417
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 7.623 7.250 0.373 5.0% 0.183 2.4% 72% False False 5,357
10 7.786 7.250 0.536 7.1% 0.180 2.4% 50% False False 5,131
20 8.800 7.250 1.550 20.6% 0.229 3.0% 17% False False 6,213
40 8.800 7.250 1.550 20.6% 0.219 2.9% 17% False False 4,847
60 9.830 7.250 2.580 34.3% 0.214 2.8% 10% False False 4,282
80 9.912 7.250 2.662 35.4% 0.193 2.6% 10% False False 3,482
100 9.912 7.250 2.662 35.4% 0.182 2.4% 10% False False 2,952
120 9.912 7.250 2.662 35.4% 0.177 2.4% 10% False False 2,616
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 True
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.351
2.618 8.046
1.618 7.859
1.000 7.743
0.618 7.672
HIGH 7.556
0.618 7.485
0.500 7.463
0.382 7.440
LOW 7.369
0.618 7.253
1.000 7.182
1.618 7.066
2.618 6.879
4.250 6.574
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 7.501 7.481
PP 7.482 7.442
S1 7.463 7.403

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

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