NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 7.680 7.700 0.020 0.3% 7.735
High 7.725 7.767 0.042 0.5% 8.130
Low 7.584 7.637 0.053 0.7% 7.598
Close 7.633 7.725 0.092 1.2% 7.844
Range 0.141 0.130 -0.011 -7.8% 0.532
ATR 0.240 0.233 -0.008 -3.2% 0.000
Volume 46,323 43,211 -3,112 -6.7% 95,273
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.100 8.042 7.797
R3 7.970 7.912 7.761
R2 7.840 7.840 7.749
R1 7.782 7.782 7.737 7.811
PP 7.710 7.710 7.710 7.724
S1 7.652 7.652 7.713 7.681
S2 7.580 7.580 7.701
S3 7.450 7.522 7.689
S4 7.320 7.392 7.654
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 8.046 7.584 0.462 6.0% 0.201 2.6% 31% False False 33,139
10 8.130 7.500 0.630 8.2% 0.212 2.7% 36% False False 25,384
20 8.130 7.484 0.646 8.4% 0.241 3.1% 37% False False 18,702
40 8.590 7.165 1.425 18.4% 0.234 3.0% 39% False False 12,883
60 8.800 7.165 1.635 21.2% 0.230 3.0% 34% False False 10,114
80 9.314 7.165 2.149 27.8% 0.225 2.9% 26% False False 8,428
100 9.838 7.165 2.673 34.6% 0.208 2.7% 21% False False 7,017
120 9.912 7.165 2.747 35.6% 0.195 2.5% 20% False False 5,997
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8.320
2.618 8.107
1.618 7.977
1.000 7.897
0.618 7.847
HIGH 7.767
0.618 7.717
0.500 7.702
0.382 7.687
LOW 7.637
0.618 7.557
1.000 7.507
1.618 7.427
2.618 7.297
4.250 7.085
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 7.717 7.740
PP 7.710 7.735
S1 7.702 7.730

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

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