NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 7.643 7.760 0.117 1.5% 7.750
High 7.695 8.056 0.361 4.7% 7.896
Low 7.536 7.760 0.224 3.0% 7.536
Close 7.681 8.012 0.331 4.3% 7.681
Range 0.159 0.296 0.137 86.2% 0.360
ATR 0.225 0.236 0.011 4.8% 0.000
Volume 47,538 16,941 -30,597 -64.4% 224,728
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.831 8.717 8.175
R3 8.535 8.421 8.093
R2 8.239 8.239 8.066
R1 8.125 8.125 8.039 8.182
PP 7.943 7.943 7.943 7.971
S1 7.829 7.829 7.985 7.886
S2 7.647 7.647 7.958
S3 7.351 7.533 7.931
S4 7.055 7.237 7.849
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.784 8.593 7.879
R3 8.424 8.233 7.780
R2 8.064 8.064 7.747
R1 7.873 7.873 7.714 7.789
PP 7.704 7.704 7.704 7.662
S1 7.513 7.513 7.648 7.429
S2 7.344 7.344 7.615
S3 6.984 7.153 7.582
S4 6.624 6.793 7.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.056 7.536 0.520 6.5% 0.184 2.3% 92% True False 39,814
10 8.130 7.536 0.594 7.4% 0.219 2.7% 80% False False 32,749
20 8.130 7.484 0.646 8.1% 0.236 3.0% 82% False False 22,457
40 8.130 7.165 0.965 12.0% 0.225 2.8% 88% False False 15,081
60 8.800 7.165 1.635 20.4% 0.230 2.9% 52% False False 11,791
80 8.801 7.165 1.636 20.4% 0.224 2.8% 52% False False 9,644
100 9.838 7.165 2.673 33.4% 0.211 2.6% 32% False False 8,084
120 9.912 7.165 2.747 34.3% 0.197 2.5% 31% False False 6,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 9.314
2.618 8.831
1.618 8.535
1.000 8.352
0.618 8.239
HIGH 8.056
0.618 7.943
0.500 7.908
0.382 7.873
LOW 7.760
0.618 7.577
1.000 7.464
1.618 7.281
2.618 6.985
4.250 6.502
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 7.977 7.940
PP 7.943 7.868
S1 7.908 7.796

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

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