NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 7.760 8.038 0.278 3.6% 7.750
High 8.056 8.114 0.058 0.7% 7.896
Low 7.760 7.870 0.110 1.4% 7.536
Close 8.012 7.942 -0.070 -0.9% 7.681
Range 0.296 0.244 -0.052 -17.6% 0.360
ATR 0.236 0.236 0.001 0.3% 0.000
Volume 16,941 30,049 13,108 77.4% 224,728
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.707 8.569 8.076
R3 8.463 8.325 8.009
R2 8.219 8.219 7.987
R1 8.081 8.081 7.964 8.028
PP 7.975 7.975 7.975 7.949
S1 7.837 7.837 7.920 7.784
S2 7.731 7.731 7.897
S3 7.487 7.593 7.875
S4 7.243 7.349 7.808
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 8.114 7.536 0.578 7.3% 0.204 2.6% 70% True False 36,560
10 8.130 7.536 0.594 7.5% 0.217 2.7% 68% False False 33,391
20 8.130 7.484 0.646 8.1% 0.229 2.9% 71% False False 23,488
40 8.130 7.165 0.965 12.2% 0.226 2.8% 81% False False 15,579
60 8.800 7.165 1.635 20.6% 0.232 2.9% 48% False False 12,230
80 8.801 7.165 1.636 20.6% 0.226 2.8% 47% False False 9,895
100 9.838 7.165 2.673 33.7% 0.212 2.7% 29% False False 8,363
120 9.912 7.165 2.747 34.6% 0.198 2.5% 28% False False 7,125
Crabel Price Patterns
NR True
NR4 False
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.151
2.618 8.753
1.618 8.509
1.000 8.358
0.618 8.265
HIGH 8.114
0.618 8.021
0.500 7.992
0.382 7.963
LOW 7.870
0.618 7.719
1.000 7.626
1.618 7.475
2.618 7.231
4.250 6.833
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 7.992 7.903
PP 7.975 7.864
S1 7.959 7.825

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

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