NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 7.911 7.790 -0.121 -1.5% 7.815
High 7.950 7.835 -0.115 -1.4% 8.030
Low 7.757 7.659 -0.098 -1.3% 7.484
Close 7.787 7.746 -0.041 -0.5% 7.820
Range 0.193 0.176 -0.017 -8.8% 0.546
ATR 0.260 0.254 -0.006 -2.3% 0.000
Volume 9,706 13,951 4,245 43.7% 61,777
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.275 8.186 7.843
R3 8.099 8.010 7.794
R2 7.923 7.923 7.778
R1 7.834 7.834 7.762 7.791
PP 7.747 7.747 7.747 7.725
S1 7.658 7.658 7.730 7.615
S2 7.571 7.571 7.714
S3 7.395 7.482 7.698
S4 7.219 7.306 7.649
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% 0.262 3.4% 48% False False 12,343
10 8.030 7.484 0.546 7.0% 0.270 3.5% 48% False False 12,020
20 8.030 7.165 0.865 11.2% 0.246 3.2% 67% False False 9,990
40 8.800 7.165 1.635 21.1% 0.240 3.1% 36% False False 7,955
60 8.800 7.165 1.635 21.1% 0.231 3.0% 36% False False 6,293
80 9.830 7.165 2.665 34.4% 0.218 2.8% 22% False False 5,458
100 9.912 7.165 2.747 35.5% 0.200 2.6% 21% False False 4,555
120 9.912 7.165 2.747 35.5% 0.191 2.5% 21% False False 3,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.044
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 8.583
2.618 8.296
1.618 8.120
1.000 8.011
0.618 7.944
HIGH 7.835
0.618 7.768
0.500 7.747
0.382 7.726
LOW 7.659
0.618 7.550
1.000 7.483
1.618 7.374
2.618 7.198
4.250 6.911
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 7.747 7.805
PP 7.747 7.785
S1 7.746 7.766

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

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