NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 7.480 7.678 0.198 2.6% 7.760
High 7.712 7.825 0.113 1.5% 8.256
Low 7.422 7.560 0.138 1.9% 7.715
Close 7.657 7.816 0.159 2.1% 7.728
Range 0.290 0.265 -0.025 -8.6% 0.541
ATR 0.256 0.257 0.001 0.2% 0.000
Volume 34,354 32,981 -1,373 -4.0% 129,715
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.529 8.437 7.962
R3 8.264 8.172 7.889
R2 7.999 7.999 7.865
R1 7.907 7.907 7.840 7.953
PP 7.734 7.734 7.734 7.757
S1 7.642 7.642 7.792 7.688
S2 7.469 7.469 7.767
S3 7.204 7.377 7.743
S4 6.939 7.112 7.670
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 8.077 7.365 0.712 9.1% 0.293 3.7% 63% False False 30,038
10 8.256 7.365 0.891 11.4% 0.271 3.5% 51% False False 29,534
20 8.256 7.365 0.891 11.4% 0.239 3.1% 51% False False 29,046
40 8.256 7.165 1.091 14.0% 0.245 3.1% 60% False False 19,739
60 8.800 7.165 1.635 20.9% 0.239 3.1% 40% False False 15,158
80 8.800 7.165 1.635 20.9% 0.234 3.0% 40% False False 12,134
100 9.830 7.165 2.665 34.1% 0.222 2.8% 24% False False 10,302
120 9.912 7.165 2.747 35.1% 0.207 2.7% 24% False False 8,742
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 0.063
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.951
2.618 8.519
1.618 8.254
1.000 8.090
0.618 7.989
HIGH 7.825
0.618 7.724
0.500 7.693
0.382 7.661
LOW 7.560
0.618 7.396
1.000 7.295
1.618 7.131
2.618 6.866
4.250 6.434
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 7.775 7.742
PP 7.734 7.669
S1 7.693 7.595

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

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