NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 8.038 7.945 -0.093 -1.2% 7.750
High 8.114 8.142 0.028 0.3% 7.896
Low 7.870 7.903 0.033 0.4% 7.536
Close 7.942 8.103 0.161 2.0% 7.681
Range 0.244 0.239 -0.005 -2.0% 0.360
ATR 0.236 0.236 0.000 0.1% 0.000
Volume 30,049 26,495 -3,554 -11.8% 224,728
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.766 8.674 8.234
R3 8.527 8.435 8.169
R2 8.288 8.288 8.147
R1 8.196 8.196 8.125 8.242
PP 8.049 8.049 8.049 8.073
S1 7.957 7.957 8.081 8.003
S2 7.810 7.810 8.059
S3 7.571 7.718 8.037
S4 7.332 7.479 7.972
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 8.142 7.536 0.606 7.5% 0.226 2.8% 94% True False 33,216
10 8.142 7.536 0.606 7.5% 0.214 2.6% 94% True False 33,178
20 8.142 7.484 0.658 8.1% 0.228 2.8% 94% True False 24,082
40 8.142 7.165 0.977 12.1% 0.226 2.8% 96% True False 16,106
60 8.800 7.165 1.635 20.2% 0.231 2.9% 57% False False 12,609
80 8.800 7.165 1.635 20.2% 0.226 2.8% 57% False False 10,156
100 9.838 7.165 2.673 33.0% 0.213 2.6% 35% False False 8,622
120 9.912 7.165 2.747 33.9% 0.199 2.5% 34% False False 7,341
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 0.049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.158
2.618 8.768
1.618 8.529
1.000 8.381
0.618 8.290
HIGH 8.142
0.618 8.051
0.500 8.023
0.382 7.994
LOW 7.903
0.618 7.755
1.000 7.664
1.618 7.516
2.618 7.277
4.250 6.887
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 8.076 8.052
PP 8.049 8.002
S1 8.023 7.951

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

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