NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 7.539 7.930 0.391 5.2% 7.380
High 7.950 7.930 -0.020 -0.3% 7.608
Low 7.530 7.622 0.092 1.2% 7.240
Close 7.919 7.661 -0.258 -3.3% 7.301
Range 0.420 0.308 -0.112 -26.7% 0.368
ATR 0.241 0.246 0.005 2.0% 0.000
Volume 10,717 12,649 1,932 18.0% 39,937
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.662 8.469 7.830
R3 8.354 8.161 7.746
R2 8.046 8.046 7.717
R1 7.853 7.853 7.689 7.796
PP 7.738 7.738 7.738 7.709
S1 7.545 7.545 7.633 7.488
S2 7.430 7.430 7.605
S3 7.122 7.237 7.576
S4 6.814 6.929 7.492
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 7.950 7.165 0.785 10.2% 0.272 3.6% 63% False False 11,395
10 7.950 7.165 0.785 10.2% 0.238 3.1% 63% False False 8,778
20 8.589 7.165 1.424 18.6% 0.224 2.9% 35% False False 7,351
40 8.800 7.165 1.635 21.3% 0.227 3.0% 30% False False 6,066
60 9.225 7.165 2.060 26.9% 0.222 2.9% 24% False False 5,157
80 9.838 7.165 2.673 34.9% 0.203 2.6% 19% False False 4,244
100 9.912 7.165 2.747 35.9% 0.189 2.5% 18% False False 3,569
120 9.912 7.165 2.747 35.9% 0.183 2.4% 18% False False 3,134
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.239
2.618 8.736
1.618 8.428
1.000 8.238
0.618 8.120
HIGH 7.930
0.618 7.812
0.500 7.776
0.382 7.740
LOW 7.622
0.618 7.432
1.000 7.314
1.618 7.124
2.618 6.816
4.250 6.313
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 7.776 7.661
PP 7.738 7.660
S1 7.699 7.660

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

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