NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 7.842 7.986 0.144 1.8% 7.739
High 8.020 8.175 0.155 1.9% 7.846
Low 7.819 7.940 0.121 1.5% 7.365
Close 7.974 8.021 0.047 0.6% 7.808
Range 0.201 0.235 0.034 16.9% 0.481
ATR 0.248 0.247 -0.001 -0.4% 0.000
Volume 27,181 54,487 27,306 100.5% 147,071
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 8.750 8.621 8.150
R3 8.515 8.386 8.086
R2 8.280 8.280 8.064
R1 8.151 8.151 8.043 8.216
PP 8.045 8.045 8.045 8.078
S1 7.916 7.916 7.999 7.981
S2 7.810 7.810 7.978
S3 7.575 7.681 7.956
S4 7.340 7.446 7.892
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 8.175 7.422 0.753 9.4% 0.232 2.9% 80% True False 35,597
10 8.256 7.365 0.891 11.1% 0.261 3.3% 74% False False 31,146
20 8.256 7.365 0.891 11.1% 0.239 3.0% 74% False False 32,268
40 8.256 7.165 1.091 13.6% 0.245 3.1% 78% False False 22,214
60 8.800 7.165 1.635 20.4% 0.239 3.0% 52% False False 16,814
80 8.800 7.165 1.635 20.4% 0.233 2.9% 52% False False 13,440
100 9.830 7.165 2.665 33.2% 0.225 2.8% 32% False False 11,358
120 9.912 7.165 2.747 34.2% 0.209 2.6% 31% False False 9,641
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 0.063
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.174
2.618 8.790
1.618 8.555
1.000 8.410
0.618 8.320
HIGH 8.175
0.618 8.085
0.500 8.058
0.382 8.030
LOW 7.940
0.618 7.795
1.000 7.705
1.618 7.560
2.618 7.325
4.250 6.941
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 8.058 7.989
PP 8.045 7.957
S1 8.033 7.925

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

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