NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 7.795 7.842 0.047 0.6% 7.739
High 7.846 8.020 0.174 2.2% 7.846
Low 7.675 7.819 0.144 1.9% 7.365
Close 7.808 7.974 0.166 2.1% 7.808
Range 0.171 0.201 0.030 17.5% 0.481
ATR 0.251 0.248 -0.003 -1.1% 0.000
Volume 28,984 27,181 -1,803 -6.2% 147,071
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.541 8.458 8.085
R3 8.340 8.257 8.029
R2 8.139 8.139 8.011
R1 8.056 8.056 7.992 8.098
PP 7.938 7.938 7.938 7.958
S1 7.855 7.855 7.956 7.897
S2 7.737 7.737 7.937
S3 7.536 7.654 7.919
S4 7.335 7.453 7.863
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 9.116 8.943 8.073
R3 8.635 8.462 7.940
R2 8.154 8.154 7.896
R1 7.981 7.981 7.852 8.068
PP 7.673 7.673 7.673 7.716
S1 7.500 7.500 7.764 7.587
S2 7.192 7.192 7.720
S3 6.711 7.019 7.676
S4 6.230 6.538 7.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.020 7.365 0.655 8.2% 0.242 3.0% 93% True False 30,761
10 8.256 7.365 0.891 11.2% 0.262 3.3% 68% False False 28,702
20 8.256 7.365 0.891 11.2% 0.240 3.0% 68% False False 30,726
40 8.256 7.165 1.091 13.7% 0.246 3.1% 74% False False 20,937
60 8.800 7.165 1.635 20.5% 0.238 3.0% 49% False False 15,970
80 8.800 7.165 1.635 20.5% 0.233 2.9% 49% False False 12,788
100 9.830 7.165 2.665 33.4% 0.224 2.8% 30% False False 10,826
120 9.912 7.165 2.747 34.4% 0.208 2.6% 29% False False 9,192
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 0.066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.874
2.618 8.546
1.618 8.345
1.000 8.221
0.618 8.144
HIGH 8.020
0.618 7.943
0.500 7.920
0.382 7.896
LOW 7.819
0.618 7.695
1.000 7.618
1.618 7.494
2.618 7.293
4.250 6.965
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 7.956 7.913
PP 7.938 7.851
S1 7.920 7.790

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

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