NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 8.100 8.047 -0.053 -0.7% 7.760
High 8.256 8.077 -0.179 -2.2% 8.256
Low 7.953 7.715 -0.238 -3.0% 7.715
Close 8.081 7.728 -0.353 -4.4% 7.728
Range 0.303 0.362 0.059 19.5% 0.541
ATR 0.241 0.250 0.009 3.7% 0.000
Volume 24,123 32,107 7,984 33.1% 129,715
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.926 8.689 7.927
R3 8.564 8.327 7.828
R2 8.202 8.202 7.794
R1 7.965 7.965 7.761 7.903
PP 7.840 7.840 7.840 7.809
S1 7.603 7.603 7.695 7.541
S2 7.478 7.478 7.662
S3 7.116 7.241 7.628
S4 6.754 6.879 7.529
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.523 9.166 8.026
R3 8.982 8.625 7.877
R2 8.441 8.441 7.827
R1 8.084 8.084 7.778 7.992
PP 7.900 7.900 7.900 7.854
S1 7.543 7.543 7.678 7.451
S2 7.359 7.359 7.629
S3 6.818 7.002 7.579
S4 6.277 6.461 7.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.256 7.715 0.541 7.0% 0.289 3.7% 2% False True 25,943
10 8.256 7.536 0.720 9.3% 0.233 3.0% 27% False False 35,444
20 8.256 7.500 0.756 9.8% 0.225 2.9% 30% False False 25,534
40 8.256 7.165 1.091 14.1% 0.235 3.0% 52% False False 17,277
60 8.800 7.165 1.635 21.2% 0.237 3.1% 34% False False 13,430
80 8.800 7.165 1.635 21.2% 0.227 2.9% 34% False False 10,726
100 9.838 7.165 2.673 34.6% 0.217 2.8% 21% False False 9,152
120 9.912 7.165 2.747 35.5% 0.202 2.6% 20% False False 7,793
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 0.058
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 9.616
2.618 9.025
1.618 8.663
1.000 8.439
0.618 8.301
HIGH 8.077
0.618 7.939
0.500 7.896
0.382 7.853
LOW 7.715
0.618 7.491
1.000 7.353
1.618 7.129
2.618 6.767
4.250 6.177
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 7.896 7.986
PP 7.840 7.900
S1 7.784 7.814

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

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