NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 8.067 7.880 -0.187 -2.3% 7.803
High 8.130 8.046 -0.084 -1.0% 7.950
Low 7.855 7.800 -0.055 -0.7% 7.500
Close 7.915 8.027 0.112 1.4% 7.705
Range 0.275 0.246 -0.029 -10.5% 0.450
ATR 0.247 0.247 0.000 0.0% 0.000
Volume 28,624 18,586 -10,038 -35.1% 60,967
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.696 8.607 8.162
R3 8.450 8.361 8.095
R2 8.204 8.204 8.072
R1 8.115 8.115 8.050 8.160
PP 7.958 7.958 7.958 7.980
S1 7.869 7.869 8.004 7.914
S2 7.712 7.712 7.982
S3 7.466 7.623 7.959
S4 7.220 7.377 7.892
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 8.130 7.598 0.532 6.6% 0.224 2.8% 81% False False 18,681
10 8.130 7.500 0.630 7.8% 0.230 2.9% 84% False False 15,702
20 8.130 7.165 0.965 12.0% 0.256 3.2% 89% False False 13,563
40 8.800 7.165 1.635 20.4% 0.243 3.0% 53% False False 9,829
60 8.800 7.165 1.635 20.4% 0.231 2.9% 53% False False 7,844
80 9.830 7.165 2.665 33.2% 0.225 2.8% 32% False False 6,677
100 9.912 7.165 2.747 34.2% 0.206 2.6% 31% False False 5,576
120 9.912 7.165 2.747 34.2% 0.196 2.4% 31% False False 4,787
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 0.049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.092
2.618 8.690
1.618 8.444
1.000 8.292
0.618 8.198
HIGH 8.046
0.618 7.952
0.500 7.923
0.382 7.894
LOW 7.800
0.618 7.648
1.000 7.554
1.618 7.402
2.618 7.156
4.250 6.755
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 7.992 8.006
PP 7.958 7.986
S1 7.923 7.965

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

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