NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 7.279 7.450 0.171 2.3% 7.380
High 7.505 7.533 0.028 0.4% 7.608
Low 7.165 7.369 0.204 2.8% 7.240
Close 7.476 7.504 0.028 0.4% 7.301
Range 0.340 0.164 -0.176 -51.8% 0.368
ATR 0.230 0.225 -0.005 -2.1% 0.000
Volume 8,674 11,681 3,007 34.7% 39,937
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 7.961 7.896 7.594
R3 7.797 7.732 7.549
R2 7.633 7.633 7.534
R1 7.568 7.568 7.519 7.601
PP 7.469 7.469 7.469 7.485
S1 7.404 7.404 7.489 7.437
S2 7.305 7.305 7.474
S3 7.141 7.240 7.459
S4 6.977 7.076 7.414
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 7.165 0.443 5.9% 0.212 2.8% 77% False False 10,552
10 7.707 7.165 0.542 7.2% 0.205 2.7% 63% False False 7,590
20 8.800 7.165 1.635 21.8% 0.224 3.0% 21% False False 6,736
40 8.800 7.165 1.635 21.8% 0.222 3.0% 21% False False 5,640
60 9.518 7.165 2.353 31.4% 0.218 2.9% 14% False False 4,859
80 9.838 7.165 2.673 35.6% 0.195 2.6% 13% False False 3,967
100 9.912 7.165 2.747 36.6% 0.184 2.4% 12% False False 3,354
120 9.912 7.165 2.747 36.6% 0.180 2.4% 12% False False 2,952
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 False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.230
2.618 7.962
1.618 7.798
1.000 7.697
0.618 7.634
HIGH 7.533
0.618 7.470
0.500 7.451
0.382 7.432
LOW 7.369
0.618 7.268
1.000 7.205
1.618 7.104
2.618 6.940
4.250 6.672
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 7.486 7.452
PP 7.469 7.401
S1 7.451 7.349

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

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