NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 7.945 8.100 0.155 2.0% 7.750
High 8.142 8.256 0.114 1.4% 7.896
Low 7.903 7.953 0.050 0.6% 7.536
Close 8.103 8.081 -0.022 -0.3% 7.681
Range 0.239 0.303 0.064 26.8% 0.360
ATR 0.236 0.241 0.005 2.0% 0.000
Volume 26,495 24,123 -2,372 -9.0% 224,728
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.006 8.846 8.248
R3 8.703 8.543 8.164
R2 8.400 8.400 8.137
R1 8.240 8.240 8.109 8.169
PP 8.097 8.097 8.097 8.061
S1 7.937 7.937 8.053 7.866
S2 7.794 7.794 8.025
S3 7.491 7.634 7.998
S4 7.188 7.331 7.914
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 8.256 7.536 0.720 8.9% 0.248 3.1% 76% True False 29,029
10 8.256 7.536 0.720 8.9% 0.220 2.7% 76% True False 33,731
20 8.256 7.500 0.756 9.4% 0.225 2.8% 77% True False 24,717
40 8.256 7.165 1.091 13.5% 0.231 2.9% 84% True False 16,583
60 8.800 7.165 1.635 20.2% 0.234 2.9% 56% False False 12,962
80 8.800 7.165 1.635 20.2% 0.225 2.8% 56% False False 10,433
100 9.838 7.165 2.673 33.1% 0.215 2.7% 34% False False 8,848
120 9.912 7.165 2.747 34.0% 0.201 2.5% 33% False False 7,534
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 0.056
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 9.544
2.618 9.049
1.618 8.746
1.000 8.559
0.618 8.443
HIGH 8.256
0.618 8.140
0.500 8.105
0.382 8.069
LOW 7.953
0.618 7.766
1.000 7.650
1.618 7.463
2.618 7.160
4.250 6.665
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 8.105 8.075
PP 8.097 8.069
S1 8.089 8.063

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

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