NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 7.685 7.735 0.050 0.7% 7.803
High 7.800 7.822 0.022 0.3% 7.950
Low 7.683 7.598 -0.085 -1.1% 7.500
Close 7.705 7.797 0.092 1.2% 7.705
Range 0.117 0.224 0.107 91.5% 0.450
ATR 0.244 0.242 -0.001 -0.6% 0.000
Volume 13,118 9,446 -3,672 -28.0% 60,967
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.411 8.328 7.920
R3 8.187 8.104 7.859
R2 7.963 7.963 7.838
R1 7.880 7.880 7.818 7.922
PP 7.739 7.739 7.739 7.760
S1 7.656 7.656 7.776 7.698
S2 7.515 7.515 7.756
S3 7.291 7.432 7.735
S4 7.067 7.208 7.674
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% 0.190 2.4% 66% False False 11,909
10 8.030 7.484 0.546 7.0% 0.254 3.3% 57% False False 12,166
20 8.030 7.165 0.865 11.1% 0.251 3.2% 73% False False 11,148
40 8.800 7.165 1.635 21.0% 0.237 3.0% 39% False False 8,592
60 8.800 7.165 1.635 21.0% 0.230 3.0% 39% False False 6,808
80 9.830 7.165 2.665 34.2% 0.220 2.8% 24% False False 5,851
100 9.912 7.165 2.747 35.2% 0.202 2.6% 23% False False 4,886
120 9.912 7.165 2.747 35.2% 0.193 2.5% 23% False False 4,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.774
2.618 8.408
1.618 8.184
1.000 8.046
0.618 7.960
HIGH 7.822
0.618 7.736
0.500 7.710
0.382 7.684
LOW 7.598
0.618 7.460
1.000 7.374
1.618 7.236
2.618 7.012
4.250 6.646
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 7.768 7.752
PP 7.739 7.706
S1 7.710 7.661

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

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