NYMEX Natural Gas Future December 2007


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 7.855 7.914 0.059 0.8% 8.340
High 8.070 8.123 0.053 0.7% 8.340
Low 7.720 7.882 0.162 2.1% 7.504
Close 7.961 7.949 -0.012 -0.2% 7.897
Range 0.350 0.241 -0.109 -31.1% 0.836
ATR 0.310 0.305 -0.005 -1.6% 0.000
Volume 47,380 56,517 9,137 19.3% 302,474
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 8.708 8.569 8.082
R3 8.467 8.328 8.015
R2 8.226 8.226 7.993
R1 8.087 8.087 7.971 8.157
PP 7.985 7.985 7.985 8.019
S1 7.846 7.846 7.927 7.916
S2 7.744 7.744 7.905
S3 7.503 7.605 7.883
S4 7.262 7.364 7.816
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 8.123 7.504 0.619 7.8% 0.310 3.9% 72% True False 62,478
10 8.712 7.504 1.208 15.2% 0.365 4.6% 37% False False 61,774
20 8.712 7.365 1.347 16.9% 0.313 3.9% 43% False False 46,460
40 8.712 7.365 1.347 16.9% 0.271 3.4% 43% False False 34,974
60 8.712 7.165 1.547 19.5% 0.255 3.2% 51% False False 25,873
80 8.800 7.165 1.635 20.6% 0.252 3.2% 48% False False 20,788
100 8.801 7.165 1.636 20.6% 0.243 3.1% 48% False False 17,208
120 9.838 7.165 2.673 33.6% 0.229 2.9% 29% False False 14,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.076
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9.147
2.618 8.754
1.618 8.513
1.000 8.364
0.618 8.272
HIGH 8.123
0.618 8.031
0.500 8.003
0.382 7.974
LOW 7.882
0.618 7.733
1.000 7.641
1.618 7.492
2.618 7.251
4.250 6.858
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 8.003 7.932
PP 7.985 7.916
S1 7.967 7.899

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

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