NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 7.750 7.680 -0.070 -0.9% 7.735
High 7.896 7.725 -0.171 -2.2% 8.130
Low 7.635 7.584 -0.051 -0.7% 7.598
Close 7.661 7.633 -0.028 -0.4% 7.844
Range 0.261 0.141 -0.120 -46.0% 0.532
ATR 0.248 0.240 -0.008 -3.1% 0.000
Volume 42,595 46,323 3,728 8.8% 95,273
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.070 7.993 7.711
R3 7.929 7.852 7.672
R2 7.788 7.788 7.659
R1 7.711 7.711 7.646 7.679
PP 7.647 7.647 7.647 7.632
S1 7.570 7.570 7.620 7.538
S2 7.506 7.506 7.607
S3 7.365 7.429 7.594
S4 7.224 7.288 7.555
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 7.584 0.546 7.2% 0.230 3.0% 9% False True 30,222
10 8.130 7.500 0.630 8.3% 0.216 2.8% 21% False False 22,458
20 8.130 7.484 0.646 8.5% 0.256 3.3% 23% False False 17,077
40 8.800 7.165 1.635 21.4% 0.240 3.1% 29% False False 11,907
60 8.800 7.165 1.635 21.4% 0.233 3.1% 29% False False 9,453
80 9.518 7.165 2.353 30.8% 0.227 3.0% 20% False False 7,913
100 9.838 7.165 2.673 35.0% 0.207 2.7% 18% False False 6,589
120 9.912 7.165 2.747 36.0% 0.196 2.6% 17% False False 5,641
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 0.047
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.324
2.618 8.094
1.618 7.953
1.000 7.866
0.618 7.812
HIGH 7.725
0.618 7.671
0.500 7.655
0.382 7.638
LOW 7.584
0.618 7.497
1.000 7.443
1.618 7.356
2.618 7.215
4.250 6.985
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 7.655 7.795
PP 7.647 7.741
S1 7.640 7.687

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

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