NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 7.750 7.855 0.105 1.4% 8.340
High 7.960 8.070 0.110 1.4% 8.340
Low 7.675 7.720 0.045 0.6% 7.504
Close 7.897 7.961 0.064 0.8% 7.897
Range 0.285 0.350 0.065 22.8% 0.836
ATR 0.307 0.310 0.003 1.0% 0.000
Volume 65,640 47,380 -18,260 -27.8% 302,474
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.967 8.814 8.154
R3 8.617 8.464 8.057
R2 8.267 8.267 8.025
R1 8.114 8.114 7.993 8.191
PP 7.917 7.917 7.917 7.955
S1 7.764 7.764 7.929 7.841
S2 7.567 7.567 7.897
S3 7.217 7.414 7.865
S4 6.867 7.064 7.769
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 8.140 7.504 0.636 8.0% 0.337 4.2% 72% False False 59,783
10 8.712 7.504 1.208 15.2% 0.364 4.6% 38% False False 61,571
20 8.712 7.365 1.347 16.9% 0.313 3.9% 44% False False 45,137
40 8.712 7.365 1.347 16.9% 0.275 3.5% 44% False False 33,797
60 8.712 7.165 1.547 19.4% 0.254 3.2% 51% False False 25,099
80 8.800 7.165 1.635 20.5% 0.251 3.2% 49% False False 20,127
100 8.801 7.165 1.636 20.6% 0.242 3.0% 49% False False 16,742
120 9.838 7.165 2.673 33.6% 0.228 2.9% 30% False False 14,260
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 0.078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.558
2.618 8.986
1.618 8.636
1.000 8.420
0.618 8.286
HIGH 8.070
0.618 7.936
0.500 7.895
0.382 7.854
LOW 7.720
0.618 7.504
1.000 7.370
1.618 7.154
2.618 6.804
4.250 6.233
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 7.939 7.903
PP 7.917 7.845
S1 7.895 7.787

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

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