NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 8.000 7.750 -0.250 -3.1% 7.735
High 8.006 7.896 -0.110 -1.4% 8.130
Low 7.777 7.635 -0.142 -1.8% 7.598
Close 7.844 7.661 -0.183 -2.3% 7.844
Range 0.229 0.261 0.032 14.0% 0.532
ATR 0.247 0.248 0.001 0.4% 0.000
Volume 14,982 42,595 27,613 184.3% 95,273
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.514 8.348 7.805
R3 8.253 8.087 7.733
R2 7.992 7.992 7.709
R1 7.826 7.826 7.685 7.779
PP 7.731 7.731 7.731 7.707
S1 7.565 7.565 7.637 7.518
S2 7.470 7.470 7.613
S3 7.209 7.304 7.589
S4 6.948 7.043 7.517
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 7.635 0.495 6.5% 0.253 3.3% 5% False True 25,684
10 8.130 7.500 0.630 8.2% 0.222 2.9% 26% False False 18,797
20 8.130 7.369 0.761 9.9% 0.257 3.4% 38% False False 15,345
40 8.800 7.165 1.635 21.3% 0.241 3.1% 30% False False 10,927
60 8.800 7.165 1.635 21.3% 0.234 3.0% 30% False False 8,717
80 9.620 7.165 2.455 32.0% 0.228 3.0% 20% False False 7,368
100 9.838 7.165 2.673 34.9% 0.207 2.7% 19% False False 6,139
120 9.912 7.165 2.747 35.9% 0.197 2.6% 18% False False 5,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.005
2.618 8.579
1.618 8.318
1.000 8.157
0.618 8.057
HIGH 7.896
0.618 7.796
0.500 7.766
0.382 7.735
LOW 7.635
0.618 7.474
1.000 7.374
1.618 7.213
2.618 6.952
4.250 6.526
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 7.766 7.841
PP 7.731 7.781
S1 7.696 7.721

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

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