NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 8.047 7.739 -0.308 -3.8% 7.760
High 8.077 7.740 -0.337 -4.2% 8.256
Low 7.715 7.477 -0.238 -3.1% 7.715
Close 7.728 7.529 -0.199 -2.6% 7.728
Range 0.362 0.263 -0.099 -27.3% 0.541
ATR 0.250 0.251 0.001 0.4% 0.000
Volume 32,107 20,443 -11,664 -36.3% 129,715
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.371 8.213 7.674
R3 8.108 7.950 7.601
R2 7.845 7.845 7.577
R1 7.687 7.687 7.553 7.635
PP 7.582 7.582 7.582 7.556
S1 7.424 7.424 7.505 7.372
S2 7.319 7.319 7.481
S3 7.056 7.161 7.457
S4 6.793 6.898 7.384
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 7.477 0.779 10.3% 0.282 3.7% 7% False True 26,643
10 8.256 7.477 0.779 10.3% 0.233 3.1% 7% False True 33,229
20 8.256 7.477 0.779 10.3% 0.227 3.0% 7% False True 26,013
40 8.256 7.165 1.091 14.5% 0.238 3.2% 33% False False 17,715
60 8.800 7.165 1.635 21.7% 0.239 3.2% 22% False False 13,739
80 8.800 7.165 1.635 21.7% 0.228 3.0% 22% False False 10,964
100 9.830 7.165 2.665 35.4% 0.218 2.9% 14% False False 9,350
120 9.912 7.165 2.747 36.5% 0.203 2.7% 13% False False 7,947
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 0.047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.858
2.618 8.429
1.618 8.166
1.000 8.003
0.618 7.903
HIGH 7.740
0.618 7.640
0.500 7.609
0.382 7.577
LOW 7.477
0.618 7.314
1.000 7.214
1.618 7.051
2.618 6.788
4.250 6.359
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 7.609 7.867
PP 7.582 7.754
S1 7.556 7.642

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

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