NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 7.686 7.750 0.064 0.8% 8.340
High 7.754 7.960 0.206 2.7% 8.340
Low 7.504 7.675 0.171 2.3% 7.504
Close 7.713 7.897 0.184 2.4% 7.897
Range 0.250 0.285 0.035 14.0% 0.836
ATR 0.308 0.307 -0.002 -0.5% 0.000
Volume 76,324 65,640 -10,684 -14.0% 302,474
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.699 8.583 8.054
R3 8.414 8.298 7.975
R2 8.129 8.129 7.949
R1 8.013 8.013 7.923 8.071
PP 7.844 7.844 7.844 7.873
S1 7.728 7.728 7.871 7.786
S2 7.559 7.559 7.845
S3 7.274 7.443 7.819
S4 6.989 7.158 7.740
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 10.422 9.995 8.357
R3 9.586 9.159 8.127
R2 8.750 8.750 8.050
R1 8.323 8.323 7.974 8.119
PP 7.914 7.914 7.914 7.811
S1 7.487 7.487 7.820 7.283
S2 7.078 7.078 7.744
S3 6.242 6.651 7.667
S4 5.406 5.815 7.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.340 7.504 0.836 10.6% 0.351 4.4% 47% False False 60,494
10 8.712 7.504 1.208 15.3% 0.349 4.4% 33% False False 59,552
20 8.712 7.365 1.347 17.1% 0.310 3.9% 39% False False 43,615
40 8.712 7.365 1.347 17.1% 0.271 3.4% 39% False False 32,876
60 8.712 7.165 1.547 19.6% 0.255 3.2% 47% False False 24,429
80 8.800 7.165 1.635 20.7% 0.249 3.2% 45% False False 19,562
100 8.967 7.165 1.802 22.8% 0.240 3.0% 41% False False 16,304
120 9.838 7.165 2.673 33.8% 0.226 2.9% 27% False False 13,871
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.171
2.618 8.706
1.618 8.421
1.000 8.245
0.618 8.136
HIGH 7.960
0.618 7.851
0.500 7.818
0.382 7.784
LOW 7.675
0.618 7.499
1.000 7.390
1.618 7.214
2.618 6.929
4.250 6.464
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 7.871 7.844
PP 7.844 7.790
S1 7.818 7.737

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

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