NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 7.978 7.860 -0.118 -1.5% 7.279
High 7.980 7.860 -0.120 -1.5% 7.950
Low 7.587 7.600 0.013 0.2% 7.165
Close 7.858 7.615 -0.243 -3.1% 7.754
Range 0.393 0.260 -0.133 -33.8% 0.785
ATR 0.253 0.254 0.000 0.2% 0.000
Volume 9,429 14,623 5,194 55.1% 54,973
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.472 8.303 7.758
R3 8.212 8.043 7.687
R2 7.952 7.952 7.663
R1 7.783 7.783 7.639 7.738
PP 7.692 7.692 7.692 7.669
S1 7.523 7.523 7.591 7.478
S2 7.432 7.432 7.567
S3 7.172 7.263 7.544
S4 6.912 7.003 7.472
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 7.980 7.587 0.393 5.2% 0.279 3.7% 7% False False 11,696
10 7.980 7.165 0.815 10.7% 0.269 3.5% 55% False False 11,130
20 7.980 7.165 0.815 10.7% 0.224 2.9% 55% False False 8,130
40 8.800 7.165 1.635 21.5% 0.233 3.1% 28% False False 6,872
60 8.800 7.165 1.635 21.5% 0.225 3.0% 28% False False 5,514
80 9.838 7.165 2.673 35.1% 0.209 2.7% 17% False False 4,757
100 9.912 7.165 2.747 36.1% 0.193 2.5% 16% False False 3,993
120 9.912 7.165 2.747 36.1% 0.188 2.5% 16% False False 3,482
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.965
2.618 8.541
1.618 8.281
1.000 8.120
0.618 8.021
HIGH 7.860
0.618 7.761
0.500 7.730
0.382 7.699
LOW 7.600
0.618 7.439
1.000 7.340
1.618 7.179
2.618 6.919
4.250 6.495
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 7.730 7.784
PP 7.692 7.727
S1 7.653 7.671

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

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