NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 7.880 8.000 0.120 1.5% 7.735
High 8.046 8.006 -0.040 -0.5% 8.130
Low 7.800 7.777 -0.023 -0.3% 7.598
Close 8.027 7.844 -0.183 -2.3% 7.844
Range 0.246 0.229 -0.017 -6.9% 0.532
ATR 0.247 0.247 0.000 0.1% 0.000
Volume 18,586 14,982 -3,604 -19.4% 95,273
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.563 8.432 7.970
R3 8.334 8.203 7.907
R2 8.105 8.105 7.886
R1 7.974 7.974 7.865 7.925
PP 7.876 7.876 7.876 7.851
S1 7.745 7.745 7.823 7.696
S2 7.647 7.647 7.802
S3 7.418 7.516 7.781
S4 7.189 7.287 7.718
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.453 9.181 8.137
R3 8.921 8.649 7.990
R2 8.389 8.389 7.942
R1 8.117 8.117 7.893 8.253
PP 7.857 7.857 7.857 7.926
S1 7.585 7.585 7.795 7.721
S2 7.325 7.325 7.746
S3 6.793 7.053 7.698
S4 6.261 6.521 7.551
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 6.8% 0.246 3.1% 46% False False 19,054
10 8.130 7.500 0.630 8.0% 0.216 2.8% 55% False False 15,624
20 8.130 7.165 0.965 12.3% 0.261 3.3% 70% False False 13,649
40 8.800 7.165 1.635 20.8% 0.241 3.1% 42% False False 10,017
60 8.800 7.165 1.635 20.8% 0.232 3.0% 42% False False 8,029
80 9.740 7.165 2.575 32.8% 0.226 2.9% 26% False False 6,847
100 9.912 7.165 2.747 35.0% 0.206 2.6% 25% False False 5,723
120 9.912 7.165 2.747 35.0% 0.196 2.5% 25% False False 4,908
Crabel Price Patterns
NR True
NR4 True
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 0.044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.979
2.618 8.606
1.618 8.377
1.000 8.235
0.618 8.148
HIGH 8.006
0.618 7.919
0.500 7.892
0.382 7.864
LOW 7.777
0.618 7.635
1.000 7.548
1.618 7.406
2.618 7.177
4.250 6.804
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 7.892 7.954
PP 7.876 7.917
S1 7.860 7.881

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

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