NYMEX Natural Gas Future December 2007

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	7.590	7.731	0.141	1.9%	7.815
High	7.856	8.030	0.174	2.2%	8.030
Low	7.484	7.669	0.185	2.5%	7.484
Close	7.793	7.820	0.027	0.3%	7.820
Range	0.372	0.361	-0.011	-3.0%	0.546
ATR	0.262	0.269	0.007	2.7%	0.000
Volume	11,427	15,769	4,342	38.0%	61,777

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8.923	8.732	8.019
R3	8.562	8.371	7.919
R2	8.201	8.201	7.886
R1	8.010	8.010	7.853	8.106
PP	7.840	7.840	7.840	7.887
S1	7.649	7.649	7.787	7.745
S2	7.479	7.479	7.754
S3	7.118	7.288	7.721
S4	6.757	6.927	7.621

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	9.416	9.164	8.120
R3	8.870	8.618	7.970
R2	8.324	8.324	7.920
R1	8.072	8.072	7.870	8.198
PP	7.778	7.778	7.778	7.841
S1	7.526	7.526	7.770	7.652
S2	7.232	7.232	7.720
S3	6.686	6.980	7.670
S4	6.140	6.434	7.520

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.030	7.484	0.546	7.0%	0.314	4.0%	62%	True	False	12,355
10	8.030	7.165	0.865	11.1%	0.305	3.9%	76%	True	False	11,675
20	8.030	7.165	0.865	11.1%	0.246	3.1%	76%	True	False	9,020
40	8.800	7.165	1.635	20.9%	0.244	3.1%	40%	False	False	7,378
60	8.800	7.165	1.635	20.9%	0.228	2.9%	40%	False	False	5,790
80	9.838	7.165	2.673	34.2%	0.216	2.8%	25%	False	False	5,057
100	9.912	7.165	2.747	35.1%	0.197	2.5%	24%	False	False	4,244
120	9.912	7.165	2.747	35.1%	0.191	2.4%	24%	False	False	3,698

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	0.047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.564
2.618	8.975
1.618	8.614
1.000	8.391
0.618	8.253
HIGH	8.030
0.618	7.892
0.500	7.850
0.382	7.807
LOW	7.669
0.618	7.446
1.000	7.308
1.618	7.085
2.618	6.724
4.250	6.135

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	7.850	7.799
PP	7.840	7.778
S1	7.830	7.757

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols