NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 7.803 7.911 0.108 1.4% 7.815
High 7.925 7.950 0.025 0.3% 8.030
Low 7.717 7.757 0.040 0.5% 7.484
Close 7.915 7.787 -0.128 -1.6% 7.820
Range 0.208 0.193 -0.015 -7.2% 0.546
ATR 0.265 0.260 -0.005 -1.9% 0.000
Volume 10,865 9,706 -1,159 -10.7% 61,777
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.410 8.292 7.893
R3 8.217 8.099 7.840
R2 8.024 8.024 7.822
R1 7.906 7.906 7.805 7.869
PP 7.831 7.831 7.831 7.813
S1 7.713 7.713 7.769 7.676
S2 7.638 7.638 7.752
S3 7.445 7.520 7.734
S4 7.252 7.327 7.681
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% 0.279 3.6% 55% False False 12,478
10 8.030 7.484 0.546 7.0% 0.295 3.8% 55% False False 11,696
20 8.030 7.165 0.865 11.1% 0.250 3.2% 72% False False 9,643
40 8.800 7.165 1.635 21.0% 0.240 3.1% 38% False False 7,744
60 8.800 7.165 1.635 21.0% 0.230 3.0% 38% False False 6,085
80 9.830 7.165 2.665 34.2% 0.217 2.8% 23% False False 5,293
100 9.912 7.165 2.747 35.3% 0.199 2.6% 23% False False 4,424
120 9.912 7.165 2.747 35.3% 0.192 2.5% 23% False False 3,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.770
2.618 8.455
1.618 8.262
1.000 8.143
0.618 8.069
HIGH 7.950
0.618 7.876
0.500 7.854
0.382 7.831
LOW 7.757
0.618 7.638
1.000 7.564
1.618 7.445
2.618 7.252
4.250 6.937
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 7.854 7.850
PP 7.831 7.829
S1 7.809 7.808

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

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