NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 7.541 7.480 -0.061 -0.8% 7.760
High 7.650 7.712 0.062 0.8% 8.256
Low 7.365 7.422 0.057 0.8% 7.715
Close 7.471 7.657 0.186 2.5% 7.728
Range 0.285 0.290 0.005 1.8% 0.541
ATR 0.253 0.256 0.003 1.0% 0.000
Volume 30,309 34,354 4,045 13.3% 129,715
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.467 8.352 7.817
R3 8.177 8.062 7.737
R2 7.887 7.887 7.710
R1 7.772 7.772 7.684 7.830
PP 7.597 7.597 7.597 7.626
S1 7.482 7.482 7.630 7.540
S2 7.307 7.307 7.604
S3 7.017 7.192 7.577
S4 6.727 6.902 7.498
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 7.365 0.891 11.6% 0.301 3.9% 33% False False 28,267
10 8.256 7.365 0.891 11.6% 0.263 3.4% 33% False False 30,742
20 8.256 7.365 0.891 11.6% 0.238 3.1% 33% False False 28,063
40 8.256 7.165 1.091 14.2% 0.242 3.2% 45% False False 19,026
60 8.800 7.165 1.635 21.4% 0.239 3.1% 30% False False 14,658
80 8.800 7.165 1.635 21.4% 0.233 3.0% 30% False False 11,735
100 9.830 7.165 2.665 34.8% 0.222 2.9% 18% False False 9,979
120 9.912 7.165 2.747 35.9% 0.206 2.7% 18% False False 8,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.945
2.618 8.471
1.618 8.181
1.000 8.002
0.618 7.891
HIGH 7.712
0.618 7.601
0.500 7.567
0.382 7.533
LOW 7.422
0.618 7.243
1.000 7.132
1.618 6.953
2.618 6.663
4.250 6.190
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 7.627 7.622
PP 7.597 7.587
S1 7.567 7.553

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

View Archives - Comment on this page... - Back to Index of Symbols