NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 7.576 7.350 -0.226 -3.0% 7.380
High 7.608 7.369 -0.239 -3.1% 7.608
Low 7.369 7.240 -0.129 -1.8% 7.240
Close 7.417 7.301 -0.116 -1.6% 7.301
Range 0.239 0.129 -0.110 -46.0% 0.368
ATR 0.225 0.222 -0.003 -1.5% 0.000
Volume 8,495 13,254 4,759 56.0% 39,937
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.690 7.625 7.372
R3 7.561 7.496 7.336
R2 7.432 7.432 7.325
R1 7.367 7.367 7.313 7.335
PP 7.303 7.303 7.303 7.288
S1 7.238 7.238 7.289 7.206
S2 7.174 7.174 7.277
S3 7.045 7.109 7.266
S4 6.916 6.980 7.230
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.487 8.262 7.503
R3 8.119 7.894 7.402
R2 7.751 7.751 7.368
R1 7.526 7.526 7.335 7.455
PP 7.383 7.383 7.383 7.347
S1 7.158 7.158 7.267 7.087
S2 7.015 7.015 7.234
S3 6.647 6.790 7.200
S4 6.279 6.422 7.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.608 7.240 0.368 5.0% 0.176 2.4% 17% False True 7,987
10 7.707 7.240 0.467 6.4% 0.188 2.6% 13% False True 6,366
20 8.800 7.240 1.560 21.4% 0.221 3.0% 4% False True 6,384
40 8.800 7.240 1.560 21.4% 0.218 3.0% 4% False True 5,220
60 9.740 7.240 2.500 34.2% 0.215 2.9% 2% False True 4,579
80 9.912 7.240 2.672 36.6% 0.193 2.6% 2% False True 3,741
100 9.912 7.240 2.672 36.6% 0.183 2.5% 2% False True 3,160
120 9.912 7.240 2.672 36.6% 0.178 2.4% 2% False True 2,793
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.917
2.618 7.707
1.618 7.578
1.000 7.498
0.618 7.449
HIGH 7.369
0.618 7.320
0.500 7.305
0.382 7.289
LOW 7.240
0.618 7.160
1.000 7.111
1.618 7.031
2.618 6.902
4.250 6.692
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 7.305 7.424
PP 7.303 7.383
S1 7.302 7.342

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

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