NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 7.722 7.685 -0.037 -0.5% 7.803
High 7.739 7.800 0.061 0.8% 7.950
Low 7.500 7.683 0.183 2.4% 7.500
Close 7.694 7.705 0.011 0.1% 7.705
Range 0.239 0.117 -0.122 -51.0% 0.450
ATR 0.253 0.244 -0.010 -3.8% 0.000
Volume 13,327 13,118 -209 -1.6% 60,967
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 8.080 8.010 7.769
R3 7.963 7.893 7.737
R2 7.846 7.846 7.726
R1 7.776 7.776 7.716 7.811
PP 7.729 7.729 7.729 7.747
S1 7.659 7.659 7.694 7.694
S2 7.612 7.612 7.684
S3 7.495 7.542 7.673
S4 7.378 7.425 7.641
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 9.068 8.837 7.953
R3 8.618 8.387 7.829
R2 8.168 8.168 7.788
R1 7.937 7.937 7.746 7.828
PP 7.718 7.718 7.718 7.664
S1 7.487 7.487 7.664 7.378
S2 7.268 7.268 7.623
S3 6.818 7.037 7.581
S4 6.368 6.587 7.458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.950 7.500 0.450 5.8% 0.187 2.4% 46% False False 12,193
10 8.030 7.484 0.546 7.1% 0.250 3.2% 40% False False 12,274
20 8.030 7.165 0.865 11.2% 0.243 3.2% 62% False False 10,882
40 8.800 7.165 1.635 21.2% 0.236 3.1% 33% False False 8,416
60 8.800 7.165 1.635 21.2% 0.230 3.0% 33% False False 6,691
80 9.830 7.165 2.665 34.6% 0.219 2.8% 20% False False 5,759
100 9.912 7.165 2.747 35.7% 0.202 2.6% 20% False False 4,798
120 9.912 7.165 2.747 35.7% 0.192 2.5% 20% False False 4,135
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 0.041
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 8.297
2.618 8.106
1.618 7.989
1.000 7.917
0.618 7.872
HIGH 7.800
0.618 7.755
0.500 7.742
0.382 7.728
LOW 7.683
0.618 7.611
1.000 7.566
1.618 7.494
2.618 7.377
4.250 7.186
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 7.742 7.693
PP 7.729 7.680
S1 7.717 7.668

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

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