NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 7.490 7.576 0.086 1.1% 7.500
High 7.556 7.608 0.052 0.7% 7.707
Low 7.369 7.369 0.000 0.0% 7.350
Close 7.520 7.417 -0.103 -1.4% 7.381
Range 0.187 0.239 0.052 27.8% 0.357
ATR 0.224 0.225 0.001 0.5% 0.000
Volume 10,659 8,495 -2,164 -20.3% 23,725
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.182 8.038 7.548
R3 7.943 7.799 7.483
R2 7.704 7.704 7.461
R1 7.560 7.560 7.439 7.513
PP 7.465 7.465 7.465 7.441
S1 7.321 7.321 7.395 7.274
S2 7.226 7.226 7.373
S3 6.987 7.082 7.351
S4 6.748 6.843 7.286
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% 0.205 2.8% 45% False False 6,162
10 7.780 7.250 0.530 7.1% 0.193 2.6% 32% False False 5,474
20 8.800 7.250 1.550 20.9% 0.230 3.1% 11% False False 6,095
40 8.800 7.250 1.550 20.9% 0.219 3.0% 11% False False 4,985
60 9.830 7.250 2.580 34.8% 0.215 2.9% 6% False False 4,381
80 9.912 7.250 2.662 35.9% 0.194 2.6% 6% False False 3,580
100 9.912 7.250 2.662 35.9% 0.184 2.5% 6% False False 3,032
120 9.912 7.250 2.662 35.9% 0.179 2.4% 6% False False 2,684
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 True
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.624
2.618 8.234
1.618 7.995
1.000 7.847
0.618 7.756
HIGH 7.608
0.618 7.517
0.500 7.489
0.382 7.460
LOW 7.369
0.618 7.221
1.000 7.130
1.618 6.982
2.618 6.743
4.250 6.353
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 7.489 7.429
PP 7.465 7.425
S1 7.441 7.421

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

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