NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 8.373 8.639 0.266 3.2% 7.842
High 8.677 8.712 0.035 0.4% 8.712
Low 8.231 8.342 0.111 1.3% 7.819
Close 8.637 8.418 -0.219 -2.5% 8.418
Range 0.446 0.370 -0.076 -17.0% 0.893
ATR 0.277 0.284 0.007 2.4% 0.000
Volume 68,121 79,920 11,799 17.3% 293,046
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.601 9.379 8.622
R3 9.231 9.009 8.520
R2 8.861 8.861 8.486
R1 8.639 8.639 8.452 8.565
PP 8.491 8.491 8.491 8.454
S1 8.269 8.269 8.384 8.195
S2 8.121 8.121 8.350
S3 7.751 7.899 8.316
S4 7.381 7.529 8.215
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 10.995 10.600 8.909
R3 10.102 9.707 8.664
R2 9.209 9.209 8.582
R1 8.814 8.814 8.500 9.012
PP 8.316 8.316 8.316 8.415
S1 7.921 7.921 8.336 8.119
S2 7.423 7.423 8.254
S3 6.530 7.028 8.172
S4 5.637 6.135 7.927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.712 7.819 0.893 10.6% 0.347 4.1% 67% True False 58,609
10 8.712 7.365 1.347 16.0% 0.301 3.6% 78% True False 44,011
20 8.712 7.365 1.347 16.0% 0.267 3.2% 78% True False 39,728
40 8.712 7.165 1.547 18.4% 0.264 3.1% 81% True False 26,688
60 8.800 7.165 1.635 19.4% 0.250 3.0% 77% False False 19,920
80 8.800 7.165 1.635 19.4% 0.241 2.9% 77% False False 15,954
100 9.740 7.165 2.575 30.6% 0.234 2.8% 49% False False 13,423
120 9.912 7.165 2.747 32.6% 0.217 2.6% 46% False False 11,390
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 0.062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10.285
2.618 9.681
1.618 9.311
1.000 9.082
0.618 8.941
HIGH 8.712
0.618 8.571
0.500 8.527
0.382 8.483
LOW 8.342
0.618 8.113
1.000 7.972
1.618 7.743
2.618 7.373
4.250 6.770
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 8.527 8.396
PP 8.491 8.374
S1 8.454 8.352

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

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