NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 7.930 7.715 -0.215 -2.7% 7.279
High 7.930 7.912 -0.018 -0.2% 7.950
Low 7.622 7.665 0.043 0.6% 7.165
Close 7.661 7.754 0.093 1.2% 7.754
Range 0.308 0.247 -0.061 -19.8% 0.785
ATR 0.246 0.246 0.000 0.1% 0.000
Volume 12,649 11,252 -1,397 -11.0% 54,973
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.518 8.383 7.890
R3 8.271 8.136 7.822
R2 8.024 8.024 7.799
R1 7.889 7.889 7.777 7.957
PP 7.777 7.777 7.777 7.811
S1 7.642 7.642 7.731 7.710
S2 7.530 7.530 7.709
S3 7.283 7.395 7.686
S4 7.036 7.148 7.618
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.978 9.651 8.186
R3 9.193 8.866 7.970
R2 8.408 8.408 7.898
R1 8.081 8.081 7.826 8.245
PP 7.623 7.623 7.623 7.705
S1 7.296 7.296 7.682 7.460
S2 6.838 6.838 7.610
S3 6.053 6.511 7.538
S4 5.268 5.726 7.322
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 10.1% 0.296 3.8% 75% False False 10,994
10 7.950 7.165 0.785 10.1% 0.236 3.0% 75% False False 9,491
20 8.238 7.165 1.073 13.8% 0.223 2.9% 55% False False 7,535
40 8.800 7.165 1.635 21.1% 0.227 2.9% 36% False False 6,249
60 8.967 7.165 1.802 23.2% 0.220 2.8% 33% False False 5,256
80 9.838 7.165 2.673 34.5% 0.204 2.6% 22% False False 4,368
100 9.912 7.165 2.747 35.4% 0.190 2.4% 21% False False 3,674
120 9.912 7.165 2.747 35.4% 0.184 2.4% 21% False False 3,218
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 0.050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.962
2.618 8.559
1.618 8.312
1.000 8.159
0.618 8.065
HIGH 7.912
0.618 7.818
0.500 7.789
0.382 7.759
LOW 7.665
0.618 7.512
1.000 7.418
1.618 7.265
2.618 7.018
4.250 6.615
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 7.789 7.749
PP 7.777 7.745
S1 7.766 7.740

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

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