NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 8.340 7.944 -0.396 -4.7% 7.842
High 8.340 8.140 -0.200 -2.4% 8.712
Low 7.920 7.765 -0.155 -2.0% 7.819
Close 7.999 7.863 -0.136 -1.7% 8.418
Range 0.420 0.375 -0.045 -10.7% 0.893
ATR 0.299 0.304 0.005 1.8% 0.000
Volume 50,935 43,045 -7,890 -15.5% 293,046
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 9.048 8.830 8.069
R3 8.673 8.455 7.966
R2 8.298 8.298 7.932
R1 8.080 8.080 7.897 8.002
PP 7.923 7.923 7.923 7.883
S1 7.705 7.705 7.829 7.627
S2 7.548 7.548 7.794
S3 7.173 7.330 7.760
S4 6.798 6.955 7.657
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 7.765 0.947 12.0% 0.419 5.3% 10% False True 61,071
10 8.712 7.422 1.290 16.4% 0.326 4.1% 34% False False 48,334
20 8.712 7.365 1.347 17.1% 0.287 3.6% 37% False False 39,981
40 8.712 7.365 1.347 17.1% 0.271 3.4% 37% False False 28,529
60 8.800 7.165 1.635 20.8% 0.255 3.2% 43% False False 21,265
80 8.800 7.165 1.635 20.8% 0.246 3.1% 43% False False 17,085
100 9.518 7.165 2.353 29.9% 0.239 3.0% 30% False False 14,327
120 9.838 7.165 2.673 34.0% 0.220 2.8% 26% False False 12,154
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 0.069
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.734
2.618 9.122
1.618 8.747
1.000 8.515
0.618 8.372
HIGH 8.140
0.618 7.997
0.500 7.953
0.382 7.908
LOW 7.765
0.618 7.533
1.000 7.390
1.618 7.158
2.618 6.783
4.250 6.171
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 7.953 8.239
PP 7.923 8.113
S1 7.893 7.988

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

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