NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 7.944 7.910 -0.034 -0.4% 7.842
High 8.140 7.970 -0.170 -2.1% 8.712
Low 7.765 7.546 -0.219 -2.8% 7.819
Close 7.863 7.624 -0.239 -3.0% 8.418
Range 0.375 0.424 0.049 13.1% 0.893
ATR 0.304 0.313 0.009 2.8% 0.000
Volume 43,045 66,530 23,485 54.6% 293,046
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.985 8.729 7.857
R3 8.561 8.305 7.741
R2 8.137 8.137 7.702
R1 7.881 7.881 7.663 7.797
PP 7.713 7.713 7.713 7.672
S1 7.457 7.457 7.585 7.373
S2 7.289 7.289 7.546
S3 6.865 7.033 7.507
S4 6.441 6.609 7.391
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 7.546 1.166 15.3% 0.407 5.3% 7% False True 61,710
10 8.712 7.546 1.166 15.3% 0.339 4.4% 7% False True 51,552
20 8.712 7.365 1.347 17.7% 0.301 4.0% 19% False False 41,147
40 8.712 7.365 1.347 17.7% 0.271 3.6% 19% False False 29,924
60 8.712 7.165 1.547 20.3% 0.257 3.4% 30% False False 22,304
80 8.800 7.165 1.635 21.4% 0.248 3.2% 28% False False 17,872
100 9.314 7.165 2.149 28.2% 0.241 3.2% 21% False False 14,972
120 9.838 7.165 2.673 35.1% 0.223 2.9% 17% False False 12,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.772
2.618 9.080
1.618 8.656
1.000 8.394
0.618 8.232
HIGH 7.970
0.618 7.808
0.500 7.758
0.382 7.708
LOW 7.546
0.618 7.284
1.000 7.122
1.618 6.860
2.618 6.436
4.250 5.744
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 7.758 7.943
PP 7.713 7.837
S1 7.669 7.730

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

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